Delta Divergence [LliterH]█ WHAT IT DOES
Delta Divergence detects real-time divergences between price movement and intrabar delta across six simultaneous time windows. When price moves in one direction but the net aggressive volume points the other way, the dashboard flags it as a BULL or BEAR divergence — giving you a multi-timeframe view of hidden order flow in a single overlay.
• BULL — Price falling while delta is positive: absorption or hidden buying pressure
• BEAR — Price rising while delta is negative: distribution or hidden selling pressure
• OK — Price and delta are synchronized, no anomaly detected
█ HOW IT WORKS
Delta is approximated from intrabar candles using request.security_lower_tf(). Each sub-candle within your chart bar is classified as buy or sell volume based on its direction (close vs. open or close vs. previous close). The net difference — buy volume minus sell volume — is the delta.
This delta is then accumulated over six configurable rolling time windows (default: 1m, 3m, 5m, 15m, 30m, 1h). The indicator compares the price direction across each window against its cumulative delta. When they disagree, you have a divergence.
The dashboard updates every bar and shows four columns per window:
• TF — Time window label
• Vol — Total volume with a directional arrow (↗ rising, ▼ falling vs. prior window)
• Delta — Net buy minus sell volume (Δ) with sign
• Signal — BULL / BEAR / OK with duration counter in seconds
Confluence across three or more windows simultaneously is the highest-confidence signal this tool produces.
█ HOW TO USE IT
Step 1 — Identify confluence
A single window diverging is noise. Look for 3 or more windows showing the same signal at the same time. If the duration counter is growing on all of them, you are looking at sustained pressure — not a random fluctuation.
Step 2 — Read the duration
The number next to BULL or BEAR shows how many seconds the divergence has been active. A BULL signal held for 90+ seconds across the 1m, 3m, and 5m windows carries more weight than one that appeared two seconds ago.
Step 3 — Confirm with price context
This indicator does not generate entries by itself. Use it alongside your structure, support/resistance, or session bias. The ideal scenario: price approaches a key level, the dashboard shows confluence with growing duration, and volume is expanding (↗ arrow).
Step 4 — Use the alerts
Set the "Multi-Window Bull/Bear Confluence (3+)" alert to get notified without watching the dashboard. When the alert fires, check duration and volume, then apply your entry logic.
█ EXAMPLE SETUP — BTC/USDT 5m
• Chart: BTCUSDT 5-minute
• Lower TF input: 1m
• Price drops into a demand zone and stalls
• Dashboard shows BULL on 1m, 3m, and 5m windows
• Duration on all three is above 60 seconds and growing
• Vol column shows ↗ on the 1m and 3m windows
• This is the confluence picture worth acting on
█ SETTINGS
Delta Engine
• Lower TF — Must be below chart timeframe (e.g. 1m on a 5m chart)
• Classification method — Close vs Open or Close vs Prev Close
• Volume Assumption — Optional 40/60 split when only one side is recorded
• Min Delta / Min Price Change — Noise filters to suppress weak divergences
Time Windows
• Six independent windows, all configurable in seconds (default: 60, 180, 300, 900, 1800, 3600)
Dashboard
• Table position, text size, volume column toggle, duration toggle, symbol display
Colors
• Full control over bull, bear, neutral, background, and header colors
█ IMPORTANT NOTE
Delta in this indicator is approximated from candle direction — not from tick-by-tick order flow data. True delta requires exchange-level trade data that Pine Script does not provide without a Premium+ data feed using seconds-based timeframes. This tool is designed as a confluence and screening layer, not as a replacement for dedicated order flow platforms.
█ ALERTS
• Bull Divergence Detected — any window enters BULL state
• Bear Divergence Detected — any window enters BEAR state
• Multi-Window Bull Confluence (3+) — three or more windows in BULL simultaneously
• Multi-Window Bear Confluence (3+) — three or more windows in BEAR simultaneously
█ DISCLAIMER
This indicator is provided for educational and informational purposes only. It does not constitute financial, investment, or trading advice. Past performance is not indicative of future results. Trading involves substantial risk of loss and is not suitable for every investor. Always conduct your own research and consult a qualified financial professional before making any trading decisions. The author is not responsible for any losses incurred from the use of this tool Indicator
BTC Spot DeltaWhat it does:
This indicator aggregates spot trading volume from 5 major exchanges (Binance, OKX, Bybit, Bitfinex, Coinbase) and calculates the cumulative buying/selling pressure.
How it works:
On green candles (close > previous close): volume is added as positive (+)
On red candles (close < previous close): volume is added as negative (-)
These deltas are summed across all exchanges, smoothed with SMA, then cumulated
How to read:
Rising CVD (green): Buyers are dominant, accumulation phase
Falling CVD (red): Sellers are dominant, distribution phase
Divergence with price: Potential reversal signal
Price up + CVD down = Weak rally, possible drop
Price down + CVD up = Weak selloff, possible bounce
Parameters:
SMA Length: Smoothing period for delta (default: 3) Indicator
Quantum Kinetic Matrix [Velocity + EQV + CVD] v3.0🚨 OFFICIAL RELEASE NOTES: QUANTUM INTELLIGENCE SUITE 🚨
Deployment Date: April 12, 2026
Target: The Ultimate 5D Scalping Matrix
🟢 Quantum Kinetic Matrix v3.0
The standalone Kinetic Equivolume Candles and Kinetic Confluence CVD indicators have been successfully merged into a single, highly-optimized powerhouse script.
Key Features Consolidated:
Dynamic Equivolume: Candle width actively reflects relative volume pressure.
Kinetic Physics (Hyper-Glow): Color saturation shifts through Gray, Dim, and Neon based on the exact moment Velocity, Acceleration, and Jerk perfectly align.
Directional Ghost Wicks: Squeeze candles retain directional bias via translucent color wicks.
CVD Whale Footprints: Circular bubbles trigger only when extreme buy/sell delta aligns perfectly with volume expansions AND a kinetic snap.
Data Flow Labels: Numerical Delta text prints directly on high-volume candles.
⚠️ CRITICAL CHART SETUP INSTRUCTIONS ⚠️
To prevent ugly visual overlap, you MUST turn off PulseWire's default candles.
1. Right-click your chart and select Settings > Symbol.
2. UNCHECK the blue boxes next to Body, Borders, and Wick. (They must be completely empty, not just at 0% opacity).
3. Click OK. Indicator
Indicator
Focus Bars [Kioseff Trading]Hello Traders!
🔹 Focus Bars
Focus Bars is a lower-timeframe reconstruction tool designed to break each candle into a price-based internal structure .
Instead of viewing a bar as a single OHLC print, this tool redistributes intrabar participation across price levels, showing where activity, delta, and directional pressure concentrated inside the bar itself .
Think of it as a way to look inside the candle .
intrabar participation distributed by price level
buy vs sell pressure mapped inside each bar
delta-driven visualization of internal structure
volume-based or delta-based profile sizing
stacked recent bars for direct comparison
lower timeframe reconstruction of candle internals (up to 1 tick)
🔹 What the tool shows
🔸 Focus Bar Structure
Each visible bar is reconstructed using lower timeframe data and divided into configurable price rows.
This allows the script to build an internal map of activity inside the candle, showing how participation distributed throughout its range.
This helps reveal:
where activity concentrated inside the bar
which price regions attracted the most interaction
how the bar built from low to high
🔸 Directional participation
The script estimates directional pressure using lower timeframe price movement and distributes that pressure across the bar’s traded range.
This allows you to observe:
where buying pressure was strongest
where selling pressure dominated
how directional activity distributed through the candle
Instead of treating the candle as one net result, Focus Bars breaks it into a layered participation structure .
🔸 Volume mode
In its default form, the profile width reflects total intrabar participation at each price level.
This helps identify:
high activity zones inside the bar
areas where the market spent more effort
internal high-interest regions
This mode focuses on where the bar traded most actively , regardless of which side was dominant.
🔸 Delta Bars mode
When Delta Bars mode is enabled, the visualization shifts from general activity to directional imbalance .
Positive delta levels extend one way, while negative delta levels extend the other, helping expose where directional pressure accumulated inside the bar.
This makes it easier to see:
which prices were dominated by buyers
which prices were dominated by sellers
where internal imbalance became most extreme
This mode is about pressure and imbalance , not just participation.
🔸 Recent bar stacking
The script displays multiple recent reconstructed bars side by side, allowing you to compare internal structure across the most recent candles.
This helps reveal:
whether participation is shifting higher or lower
whether recent bars are building similarly or differently
how internal pressure changes from one bar to the next
Rather than looking at candles in isolation, you get a stacked structural view of recent bar development.
🔸 Price-row resolution
Each bar is divided into a configurable number of rows.
Higher row counts provide finer structural detail, while lower row counts simplify the visualization.
This lets you control the balance between:
detail
clarity
performance
🔸 Lower timeframe reconstruction
The script uses lower timeframe data to estimate how participation distributed through each candle.
Granularity can be selected between:
1-minute
1-second
1-tick
This allows the internal structure to become more detailed as lower granularity data becomes available.
🔸 Buy / sell volume labels
Each price row includes separate displayed values for:
sell-side participation
buy-side participation
This gives a direct read on how activity distributed at each level, rather than relying only on color or profile width.
🔸 Gradient-based intensity
Color gradients help represent the magnitude of participation and directional pressure at each price level.
This makes it easier to spot:
high-intensity zones
low-interest areas
strong directional concentrations
Stronger color intensity reflects stronger internal participation or imbalance.
🔹 How to read it
Each component gives a different layer of information:
Candle body / wick → the outer structure of the bar
Profile width → where participation concentrated
Delta mode → where directional imbalance built
Buy / sell labels → how each side contributed at a level
Stacking → how internal structure changes bar to bar
🔹 Why this tool is useful
It gives you:
a way to look inside candles instead of only at candle outcomes
price-based intrabar participation mapping
clear visualization of internal volume and delta structure
context for where buying or selling pressure concentrated
a deeper structural view of recent bar development
🔹 Best use cases
analyzing internal candle structure
comparing recent bars side by side
spotting hidden participation concentrations
finding where directional pressure built inside a move
adding lower-timeframe context to bar-by-bar analysis
🔹 Important note
This tool uses lower timeframe data to reconstruct intrabar structure.
This means:
it is an approximation of internal order flow
accuracy depends on available lower timeframe data
selected granularity impacts precision
different symbols and data feeds may produce different levels of detail
🔹 Inputs you can customize
The script includes flexible controls such as:
granularity selection
bar count to display
row resolution
volume mode vs Delta Bars mode
color customization
display offset
Closing Notes
Focus Bars is built to shift the focus from how a candle finished to how it developed internally .
It helps reveal not just what the bar looked like from the outside, but where participation and pressure were concentrated inside it .
Thank you for checking it out!
Indicator
Indicator
PO3 HTF Candle with Delta Volume Profile PO3° with Delta Volume Profile (Advanced Smart Money Suite)
This is a fully integrated Smart Money Concepts tool that combines Power of Three (PO3), volume profiling, delta analysis, VWAP, and higher timeframe structure into a single, highly refined indicator.
Originally inspired by institutional concepts and refined through extensive development, this script transforms raw market data into a complete context + execution framework — all directly on your chart.
🧠 Core Concept
Markets don’t move randomly — they move through structured phases:
Accumulation → Manipulation → Distribution (PO3)
This indicator visualizes that entire cycle while simultaneously showing:
Where volume is concentrated
Who is in control (buyers vs sellers)
Where liquidity is likely resting
How higher timeframe structure is forming
Instead of stacking multiple indicators, everything is unified into one system.
⚡ Power of Three (PO3) Engine
At its core, this script reconstructs a higher timeframe candle in real time and breaks it into its key phases:
1. Accumulation
Defined by the opening range
Establishes the base of the move
2. Manipulation (Judas Move)
Highlighted automatically with a Manipulation Zone
Shows where price moves against the true direction to trap traders
3. Distribution
The true directional move after liquidity is taken
This allows you to visually identify:
Fake moves
Liquidity sweeps
True directional intent
🔴 Manipulation Zone (Game Changer)
One of the most powerful features:
Automatically highlights the Judas phase
Bullish setup → manipulation below open
Bearish setup → manipulation above open
This is where most retail traders get trapped — and where smart money positions.
📊 Integrated Volume Profile (Total + Delta)
Unlike basic volume tools, this includes a fully dynamic volume profile inside each PO3 cycle:
Modes:
Total Volume → overall activity
Delta Volume → Buy vs Sell imbalance
What You See:
High volume nodes (HVNs)
Low volume areas (LVNs)
Aggressive buying vs selling
This gives insight into:
Acceptance vs rejection
Real participation behind moves
🟢 Delta Analysis (Buy vs Sell Pressure)
The script estimates buying and selling pressure per price level by analyzing:
Candle structure
Volume distribution within each bar
This allows you to see:
Where buyers dominate
Where sellers take control
Where imbalances shift
👉 This is something most indicators don’t even attempt to do correctly
🔵 Volume Bubbles (Order Flow Visualization)
A unique feature rarely seen:
Expanding circles represent volume concentration
Split mode → shows buy vs sell pressure visually
POC mode → highlights the strongest level
This creates an intuitive way to read:
Aggression
Participation
Key reaction zones
🔷 HTF VWAP Integration
Each PO3 cycle includes its own anchored VWAP:
Tracks fair value for the entire period
Acts as dynamic support/resistance
Helps confirm trend direction
This adds another layer of confluence:
👉 Structure + Volume + Value
🧩 HTF Candle Projection System
The script reconstructs full higher timeframe candles directly on your chart:
Real-time HTF OHLC
Projected forward structure
Open / High / Low levels extended
This removes the need to switch timeframes and allows:
Faster decision making
Better alignment with HTF bias
📈 Advanced Visualization System
Fully customizable:
Clean projected candles
Dynamic volume histogram
Color-coded delta
EMA overlays
Multiple themes
Everything is designed for clarity without clutter.
🧾 Info Table + Countdown
Includes a real-time table showing:
Current HTF range
Time remaining in the candle
PO3 cycle context
This keeps you aware of:
👉 where you are in the move at all times
🎯 Use Cases
Perfect for:
Smart Money / ICT traders
Futures (ES, NQ, Gold)
Forex sessions (London / NY)
Intraday scalping with HTF bias
Liquidity + manipulation trading
⚠️ Important Notes [
This is not a “signal spam” indicator.
It is a professional-grade context tool designed to help you:
Understand market structure
Identify traps
Align with real order flow
Best used with:
Price action
Key levels
Session-based strategies Indicator
Indicator
Advanced CVD Div by E3KE3K CVD Div — Cumulative Volume Delta Divergence Detector
This indicator calculates Cumulative Volume Delta (CVD) from intrabar data and detects divergences between price action and order flow across higher timeframe periods.
What it does
Price makes a new high, but buyers aren't actually in control — or price sweeps a low, but sellers aren't really there. This indicator catches those moments by comparing price extremes against CVD extremes across HTF periods, exposing the disagreement between what price shows and what volume confirms .
How it works
- CVD is built from lower-timeframe delta (buy vs. sell volume), giving you true intrabar precision — not just close > open approximations on your chart timeframe
- Each HTF period (auto-selected or manual) tracks CVD and price highs/lows independently
- When a new HTF period's price extreme exceeds the prior period but CVD fails to confirm, a divergence is flagged
- Supports both 2-period and 3-period divergence patterns for deeper structural reads
Two detection methods
- HTF Sweep — Only fires when price wicks beyond a prior HTF high/low (body stays inside). Fewer signals, higher conviction. Designed for sweep-and-reverse setups.
- All — Flags any directional disagreement between price and CVD across HTF periods. More signals, includes hidden divergences.
Key features
- High-precision CVD candles with proper wicks (built from LTF data — auto-selects appropriate resolution)
- Divergence strength scoring (0–1) with adjustable minimum threshold
- Separate bull/bear divergence colors with strength-based opacity
- Optional volume confirmation filter (requires above-average volume)
- Optional rejection candle filter (wick ≥ 60% of bar range)
- Delta spike detection — highlights statistical outlier bars (configurable σ threshold)
- Divergence expiry — auto-removes stale signals after N bars
- Configurable CVD anchor (continuous, daily, weekly, monthly)
- HTF alignment boxes to visualize period boundaries
- Rich alerts with strength, pattern type, method, ticker, and timeframe context
Recommended use
Works on any instrument with volume data. Best on liquid markets (futures, crypto, large-cap equities). Pair with price structure — divergences mark where smart money disagrees with price, but timing depends on your setup.
Credits
Original concept by cdikici71 & tncylyv — original script . Refactored and extended by Euro3000 — Pine v6, typed architecture, precision CVD engine, sweep-aligned divergences, and signal filtering.
Indicator
Indicator
OutsiderEdge - Intrabar X-Ray⚠ This script uses request.footprint() and request.security_lower_tf(), which require a PulseWire Premium plan or higher. The script will not load on Free or Plus plans.
Overview — What is X-Ray?
X-Ray is an open-source overlay indicator that dissects every candle into its sub-candle components, footprint data, effort-vs-result dynamics, and trap detection — all in one tool. Instead of guessing what happened inside a bar, X-Ray shows you.
It combines lower-timeframe candle decomposition with native footprint volume profiling, then layers on analytical modules that classify each bar's auction quality and warn for potential traps. Think of it as a bar-by-bar microscope that turns a single candle into a full story.
🔹 FEATURES
Tooltip Sub-Candle Viewer
Hover over any bar to see its internal structure: all lower-timeframe candles rendered as text-based charts inside the tooltip, with OHLC values, volume, bull/bear ratio, and summary statistics. Choose between a Colored or Black/White theme.
X-Ray Candle Coloring
Recolors your chart candles based on the bull/bear ratio of the sub-candles inside each bar. A bar that closed green but was internally 80% bearish sub-candles will show up differently than a uniformly bullish bar — exposing hidden weakness or strength at a glance.
Mini-Chart
Draws a real candlestick mini-chart to the right of the current bar, showing all lower-timeframe candles as actual visual candles with wicks and bodies. Gives you an instant intra-bar picture without switching timeframes.
Native Footprint Dashboard
A full volume footprint table rendered in the top-right corner using PulseWire's native request.footprint() data. Displays buy and sell volume per price row, POC highlight, Value Area boundaries (VAH/VAL), delta, total volume, imbalance markers, and heatmap-style cell coloring — all without leaving your chart.
Effort vs Result Analysis
Classifies each bar by comparing volume effort against price result:
High Effort / Low Result — big volume, small body. Possible absorption or exhaustion.
Low Effort / High Result — small volume, large body. Vacuum/low-liquidity move.
Efficient Auction — delta-aligned, strong body, healthy volume. Clean price discovery.
Inefficient Move — delta opposed to direction with notable volume. Divergence warning.
Trap Detector
Scans each bar for structural trap patterns using delta, wick ratios, and body proportions:
Long Trap Risk — positive delta but bearish close with dominant upper wick.
Short Trap Risk — negative delta but bullish close with dominant lower wick.
Breakout Failed — wide range, tiny body, wicks dominate. Likely a fake move.
Continuation Likely — aligned delta, strong body, minimal wicks. Trend integrity intact.
Tutor Mode
An educational panel (bottom-right) that walks through each bar step by step: aggression direction, price reaction, imbalance stacking, POC location, volume context, and a final conclusion. Designed to help traders learn how to read order flow by seeing the reasoning broken down in real time.
🔹 HOW TO USE
Add X-Ray to your chart. Make sure your PulseWire plan supports request.footprint() (Premium or higher).
Hover over any bar — the tooltip reveals the full sub-candle breakdown.
Check the candle coloring for quick internal sentiment at a glance.
Open the footprint dashboard (top-right) for row-by-row buy/sell volume, POC, and imbalance markers.
Look at the chart markers for Effort vs Result classifications and Trap signals.
Enable Tutor Mode to see a step-by-step explanation of the current bar's auction dynamics.
🔹 SETTINGS SUMMARY
① Tooltip: Bar width, number of candles, theme (Colored / B&W), marker style, OHLC/volume/summary toggles.
② X-Ray: Enable candle coloring, bull/bear/neutral colors.
③ Mini-Chart: Enable, offset, candle width, colors.
④ Footprint Dashboard: Enable, ticks per row, Value Area %, imbalance threshold, max rows, colors, totals, imbalance markers.
⑤ Data: Lower timeframe selection (Auto or manual), LTF calculation bars.
⑥ Effort vs Result: Enable, volume/body MA lengths, classification colors.
⑦ Trap Detector: Enable, trap type colors.
⑧ Tutor Mode: Enable, panel colors.
🔹 LOWER TIMEFRAME AUTO-DETECTION
When set to "Auto", X-Ray selects an appropriate sub-timeframe based on your chart:
Daily chart → 1h sub-candles
4h chart → 30m sub-candles
1h chart → 15m sub-candles
30m chart → 5m sub-candles
15m chart → 3m sub-candles
5m and below → 1m sub-candles
You can override this with a fixed timeframe in the Data settings.
🔹 GOOD PRACTICES
Use the tooltip and mini-chart to understand what happened inside a bar before making decisions based on its outer shape.
Effort vs Result works best when combined with context — a "High Effort / Low Result" bar at a key support level tells a very different story than one in the middle of a range.
Trap signals are most useful near structure (S/R, swing highs/lows, session opens). A trap in the middle of nowhere carries less weight.
Tutor Mode is great for learning but adds visual clutter — consider disabling it once you're comfortable reading the other modules independently.
The footprint dashboard shows the last bar only . Scroll through bars to compare footprints over time.
🔹 LIMITATIONS / DISCLAIMER
Requires PulseWire Premium, Expert, or Ultimate plan for full functionality ( request.footprint() and request.security_lower_tf() ).
Footprint data availability depends on the exchange and instrument — not all symbols provide tick-level volume.
Sub-candle data is limited by the calc_bars_count parameter (default 300). Very high values may slow chart loading.
The Trap Detector and Effort vs Result modules use heuristic thresholds — they are probability tools, not certainties.
Trading involves substantial risk. This tool is for educational purposes only and is not financial advice. Past performance does not guarantee future results. You are solely responsible for your trading decisions and risk management.
Release Notes
v1.0 — Open-source release with: sub-candle tooltip viewer, X-Ray candle coloring, mini-chart, native footprint dashboard, Effort vs Result classification, Trap Detector, and Tutor Mode.
Indicator
Indicator
CVD ZonesCVD Zones maps cumulative volume delta aggression across price levels, building a thermal heatmap that reveals where institutional buyers and sellers have been genuinely active — not just where volume happened to trade.
Price has memory. Levels where aggressive order flow has historically concentrated tend to act as future support and resistance because the participants who built those positions are still there, defending them. A high-intensity bullish zone below current price represents a level where aggressive buyers absorbed supply repeatedly — that absorption does not disappear when price moves away. It becomes a floor that participants are motivated to protect. Conversely, a high-intensity bearish zone above price marks a level where sellers were persistent and in control.
CVD vs raw volume — why it matters
Most volume-based tools use raw volume. Raw volume tells you how much traded at a price level, but it says nothing about who was in control. A high-volume candle could be a battle between aggressive buyers and passive sellers, or it could be one-sided distribution. You cannot tell from volume alone.
The distinction that matters is between passive and aggressive order flow. Passive participants post limit orders and wait. They provide liquidity but do not move markets. Aggressive participants use market orders to take liquidity immediately at whatever price is available — they are the ones who actually drive price.
CVD Zones uses Cumulative Volume Delta to read that fingerprint. Each bar's volume is decomposed into aggressive buying and aggressive selling using the bar's price structure. That directional bias is accumulated into each price bin — so the heatmap reflects not just where activity occurred, but the nature and intent behind it.
Two CVD modes
Cumulative CVD — Accumulates total aggression per bin with directional coloring based on price position. Clean structural read of where the market has been most active.
Net CVD — Subtracts sell aggression from buy aggression per bin. Bins where buyers have dominated show bullish heat regardless of price position. Surfaces conviction rather than activity.
Hotspot overlay
In addition to the heatmap, CVD Zones includes an optional Hotspot Overlay that automatically identifies the highest-conviction price bins and renders them as labeled zones. Each hotspot displays the buy/sell aggression split inside the bin, giving you an immediate read on who controlled that level. A proximity filter based on ATR ensures hotspots remain meaningfully spaced rather than clustering at a single area.
Settings worth knowing
Profile Depth — Controls how much historical data builds the CVD profile. Shallow (100 bars), Balanced (300 bars), or Deep (600 bars).
CVD Threshold % — Filters out low-conviction bars from the calculation. Only meaningful aggression events contribute to the heatmap.
Gradient Normalization — Linear, Square Root, or Cube Root scaling. Square Root and Cube Root modes surface faint bins without collapsing contrast on instruments with uneven volume distribution.
Volume-Weighted Midpoint — Assigns each bar to its bin using typical price (HLC/3) rather than close, more accurately reflecting where the bar actually traded.
Color Themes — Seven built-in themes (Traditional, Modern, Heatwave, Stealth, Aurora, Magma, Plasma) plus a fully Custom option.
Notes
Deep Profile is the recommended setting for most use cases. On lower-end hardware or symbols with very large bar histories, reducing Profile Depth to Balanced or Shallow will resolve any loading issues. The heatmap remains fully functional — you are simply trading historical depth for stability.
CVD Zones builds on the bin framework from Liquidity Thermal Map by BigBeluga. Indicator
Strategy
Strategy
CVD Profiles [TradingIQ]Hello Traders!
🔹 CVD Profiles
CVD Profiles is a profile-based order flow visualization tool designed to show how participation distributes across price levels - not just over time, but through price itself .
Think volume profile data + TPO time segmenting!
Instead of looking at cumulative delta as a single line, this tool breaks it down into a price-based structure , revealing where activity, imbalance, and participation actually occurred within the session.
It focuses on answering a more important question:
Where did participation concentrate… and how did it distribute across price/time?
cumulative delta distributed by price level
buy vs sell activity mapped into profiles
imbalance and dominance across structure
value areas and point of control
activity concentration (volume, USD, or delta-based)
how participation builds within a session
🔹 What the tool shows
🔸 CVD Profile (price-based structure)
Instead of viewing delta as a time series, this tool distributes it across price levels - forming a profile of participation .
This allows you to see:
where buying pressure accumulated
where selling pressure dominated
which price levels attracted the most activity
🔸 Imbalance Ratio (dominance structure)
Imbalance mode shifts the focus from raw participation to relative dominance between buyers and sellers at each price level.
Each level reflects the ratio between buy and sell activity, highlighting where one side clearly outweighed the other.
This allows you to see:
where buyers strongly dominated sellers
where sellers overwhelmed buying pressure
areas of clear directional conviction
High imbalance levels often represent:
aggressive participation
momentum-driven behavior
one-sided control at specific prices
Balanced areas, on the other hand, suggest:
indecision
two-sided trade
lack of conviction
🔸 Activity Mode (participation intensity)
Activity mode focuses on how much trading activity occurred at each price level, regardless of direction.
Instead of separating buyers and sellers, this mode aggregates total participation to reveal:
high interest zones
areas of heavy interaction
where the market spent the most effort
This helps identify:
key auction areas
high liquidity regions
zones where price is likely to react
Low activity areas often indicate:
inefficient movement
thin liquidity
potential for fast price movement
This mode is about effort - not direction.
🔸 USD Volume Mode (capital-weighted activity)
USD Volume mode builds on activity by incorporating price-weighted participation .
Instead of just counting volume, it measures:
“where was the most capital traded?”
This highlights:
price levels with the highest notional value traded
areas of significant financial commitment
where larger participants may be involved
Compared to raw activity, this mode emphasizes:
higher-priced transactions
capital concentration rather than trade count
This is especially useful for:
spotting institutional interest
identifying meaningful participation zones
filtering out low-value noise
This mode is about capital — not just volume.
www.pulsewire.com
🔸 Multiple profile models
The script supports different ways to interpret participation:
CVD → raw cumulative delta distribution
Imbalance Ratio → relative dominance (buy vs sell strength)
Activity → total participation intensity
USD Volume → capital-weighted activity
Each model answers a slightly different question about the market.
🔸 Value Area & POC
The tool automatically calculates:
Point of Control (POC) → highest participation level
Value Area High (VAH)
Value Area Low (VAL)
This helps identify:
fair value
high liquidity regions
areas where price is most accepted
These levels often act as key reference points for structure and reaction.
🔸 Initial Balance (IB)
The script tracks the initial balance range.
This highlights:
early session structure
range expansion vs containment
where price begins its auction
It provides context for how the session develops relative to its starting range.
🔸 Profile stacking (time progression)
Profiles are built over time and stacked horizontally, showing how participation evolves.
This allows you to observe:
shifts in dominance over time
expansion of participation into new price zones
whether activity is building or fading
Instead of a static snapshot, you get a dynamic structural progression .
🔸 Gradient-based intensity
Color gradients represent the magnitude of activity.
This helps highlight:
high participation nodes
low interest areas
extreme dominance zones
Stronger colors = stronger participation.
🔸 CVD Delta / Acceleration histogram
An off-chart histogram shows:
CVD Delta → change in participation
CVD Acceleration → change in momentum of participation
CVD Delta represents the amount of buying vs selling pressure added during the current bar.
In simple terms:
positive delta → more buying than selling
negative delta → more selling than buying
This tells you who was in control during that bar .
CVD Acceleration takes it one step further.
It measures how quickly delta itself is changing:
increasing acceleration → pressure is building
decreasing acceleration → pressure is slowing
sharp shifts → potential transitions in control
This helps answer a deeper question:
“Is participation just present… or is it expanding?”
Together, they give you a clearer read on:
whether buying/selling is increasing
whether momentum is building or fading
when participation is strengthening vs weakening
Think of it like this:
CVD Delta = current pressure
CVD Acceleration = change in pressure
Strong trends are often accompanied by:
consistent delta in one direction
positive acceleration early in the move
While weakening moves often show:
falling delta
negative or declining acceleration
🔹 How to read it
Each component provides a different layer:
Profile → where participation occurred
POC / VA → where value is established
Model selection → what type of participation you're measuring
Histogram → how participation is changing
🔹 Example interpretations
high activity at a level → strong interest / potential reaction zone
thin profile areas → low liquidity / fast movement zones
POC holding → acceptance
POC shifting → changing value
expanding profile → active auction
contracting profile → consolidation
🔹 Why this tool is useful
It gives you:
price-based participation mapping
clear visualization of where trading actually occurred
context for value and liquidity
insight into dominance and imbalance
a structural view of order flow instead of just time-based data
🔹 Best use cases
identifying key reaction levels
analyzing auction behavior
tracking value shifts across sessions
confirming strength or weakness at price
enhancing liquidity-based or structure-based strategies
🔹 Important note
This tool uses lower timeframe data to reconstruct participation.
This means:
it is an approximation of order flow
accuracy depends on available intrabar data
lower timeframe selection impacts precision
🔹 Important consideration
CVD and participation:
can drive price
can fail to move price
can be absorbed by opposing liquidity
Location matters just as much as magnitude.
🔹 Inputs you can customize
The script includes flexible controls such as:
profile model selection
lower timeframe input
profile resolution (tick size)
value area percentage
fixed start vs rolling sessions
color customization
histogram mode (delta vs acceleration)
Closing Notes
This tool is built to shift your perspective from time-based indicators to price-based participation analysis .
It helps you understand not just what the market did — but where it mattered most .
It may receive updates based on feedback - stay tuned!
Thank you PulseWire as always! Indicator
Delta Pressure Index [JOAT]Delta Pressure Index
Introduction
The Delta Pressure Index is an advanced open-source volume analysis indicator that deconstructs order flow into actionable pressure metrics, combining volume delta estimation, absorption zone detection, smart money divergence analysis, and institutional order block identification. This indicator transforms raw volume data into a comprehensive pressure measurement system that reveals the true balance of power between buyers and sellers.
Unlike basic volume indicators that simply display volume bars, this system analyzes the internal structure of volume to identify buying and selling pressure, detect institutional absorption patterns, recognize smart money positioning through divergences, and map order blocks where large players have established positions. The indicator is designed for traders who understand that volume precedes price and that institutional footprints can be detected through systematic pressure analysis.
Why This Indicator Exists
This indicator addresses a critical gap in retail volume analysis: the ability to measure directional pressure and institutional activity in real-time. While exchange-provided volume data shows total activity, it doesn't reveal who is winning the battle between buyers and sellers. The Delta Pressure Index solves this by:
Volume Delta Estimation: Separates buying volume from selling volume using candle structure and wick analysis
Pressure Index Calculation: Normalizes delta to a -100 to +100 scale showing relative pressure strength
Absorption Zone Detection: Identifies when high volume produces minimal price movement, indicating institutional accumulation or distribution
Smart Money Divergence: Compares volume-weighted price to actual price to detect hidden institutional positioning
Order Block Mapping: Marks zones where institutional orders have been placed based on volume and price action patterns
Multi-Timeframe Pressure: Analyzes pressure alignment across multiple timeframes for conviction measurement
Cumulative Delta Tracking: Monitors net buying/selling pressure over time to identify accumulation and distribution phases
Each component provides unique intelligence about market microstructure. Delta estimation shows directional bias, pressure index quantifies strength, absorption detection reveals institutional activity, divergences expose hidden positioning, order blocks mark support/resistance zones, and cumulative delta tracks longer-term institutional flow.
Core Components Explained
1. Enhanced Volume Delta Estimation
The indicator uses advanced candle structure analysis to estimate buying and selling volume:
barRange = high - low
bodySize = math.abs(close - open)
wickUp = high - math.max(open, close)
wickDown = math.min(open, close) - low
buyVolume = close > open ?
volume * ((close - open + wickUp * 0.5) / barRange) :
close < open ?
volume * ((wickUp + bodySize * 0.3) / barRange) :
volume * 0.5
sellVolume = volume - buyVolume
delta = buyVolume - sellVolume
This calculation considers:
- Bullish candles (close > open): Majority of volume is buying, with upper wick getting 50% weight
- Bearish candles (close < open): Majority of volume is selling, with upper wick and 30% of body getting buying weight
- Doji candles (close = open): Volume split 50/50 between buying and selling
The wick weighting acknowledges that wicks represent rejected prices where one side overwhelmed the other, providing additional directional information beyond just the candle body.
2. Pressure Index Normalization
Raw delta values are normalized to create a pressure index ranging from -100 (extreme selling) to +100 (extreme buying):
pressureIndex = ta.sma(delta, deltaLength) / ta.sma(volume, deltaLength) * 100
This normalization divides smoothed delta by smoothed volume, creating a percentage that shows the proportion of volume favoring buyers vs sellers. The smoothing (default 14 periods) reduces noise while maintaining responsiveness to genuine pressure shifts.
The pressure index is further enhanced with volume-weighted calculations:
vwPressure = ta.vwma(pressureIndex, deltaLength)
Volume-weighted pressure gives more importance to high-volume bars, ensuring that pressure readings reflect periods of genuine institutional participation rather than low-volume noise.
3. Pressure Zone Classification
The indicator classifies pressure into seven distinct zones:
Extreme Buy (>70): Overwhelming buying pressure, potential exhaustion or continuation
Strong Buy (50-70): Significant buying dominance, healthy uptrend conditions
Moderate Buy (30-50): Mild buying bias, early trend development
Weak Buy (20-30): Slight buying edge, transitional conditions
Neutral (-20 to +20): Balanced conditions, no clear directional pressure
Weak Sell (-30 to -20): Slight selling edge, transitional conditions
Moderate Sell (-50 to -30): Mild selling bias, early downtrend development
Strong Sell (-70 to -50): Significant selling dominance, healthy downtrend conditions
Extreme Sell (<-70): Overwhelming selling pressure, potential exhaustion or continuation
These zones help traders quickly assess current pressure conditions and identify extreme readings that often precede reversals or accelerations.
4. Absorption Detection System
Absorption occurs when high volume produces minimal price movement, indicating that one side is absorbing the other's orders:
avgVolume = ta.sma(volume, 20)
avgRange = ta.sma(barRange, 20)
volumeRatio = volume / avgVolume
rangeRatio = barRange / avgRange
absorption = volumeRatio > absorptionThreshold and rangeRatio < 0.5
The system identifies absorption when:
- Volume exceeds average by the threshold multiplier (default 2.5x)
- Price range is less than 50% of average range
Absorption is classified as:
- Buy Absorption: High volume + small range + positive delta = Institutional accumulation
- Sell Absorption: High volume + small range + negative delta = Institutional distribution
- Extreme Absorption: Absorption score exceeds 1.5x threshold = Major institutional activity
Absorption zones often mark significant support/resistance levels where institutions have established large positions.
5. Smart Money Divergence Analysis
The indicator compares volume-weighted average price (VWAP) to simple moving average to detect smart money positioning:
vwPrice = ta.vwma(close, 20)
actualPrice = ta.sma(close, 20)
smartMoneyDivergence = ((vwPrice - actualPrice) / actualPrice) * 100
When VWAP is significantly above SMA (>2%), it indicates that higher-volume bars occurred at higher prices, suggesting smart money accumulation. When VWAP is significantly below SMA (<-2%), it indicates higher-volume bars occurred at lower prices, suggesting smart money distribution.
Smart money signals are generated when:
- Bullish: Divergence >2%, price below VWAP, positive pressure = Accumulation opportunity
- Bearish: Divergence <-2%, price above VWAP, negative pressure = Distribution warning
6. Order Block Detection
Order blocks are identified using institutional footprint patterns:
bullishOB = close < open and close > open and volume > avgVolume * 1.2
bearishOB = close > open and close < open and volume > avgVolume * 1.2
Bullish order blocks occur when:
- Previous candle was bearish (close < open)
- Current candle is bullish (close > open)
- Volume exceeds average by 20%
This pattern suggests institutions placed buy orders in the previous bearish candle, which then fueled the bullish reversal. The zone between the previous candle's low and high becomes a potential support area.
Bearish order blocks follow the inverse logic, marking potential resistance zones where institutional sell orders were placed.
7. Cumulative Delta Tracking
The indicator maintains a running total of delta to track longer-term institutional positioning:
var float cumulativeDelta = 0
cumulativeDelta += delta
Rising cumulative delta indicates sustained buying pressure (accumulation phase). Falling cumulative delta indicates sustained selling pressure (distribution phase). The rate of change in cumulative delta shows acceleration or deceleration of institutional flow.
The indicator also tracks session cumulative delta that resets on trend changes, providing shorter-term context for intraday pressure analysis.
8. Delta Momentum and Acceleration
The indicator calculates momentum and acceleration metrics:
deltaMomentum = ta.roc(pressureIndex, 5)
deltaAcceleration = ta.roc(deltaMomentum, 3)
Delta momentum shows the rate of change in pressure, identifying when pressure is building or fading. Delta acceleration (second derivative) identifies inflection points where momentum is changing direction, often preceding major pressure shifts.
Positive acceleration with positive momentum suggests strengthening buying pressure. Negative acceleration with positive momentum warns that buying pressure is weakening, even if still positive.
9. Multi-Timeframe Pressure Analysis
The indicator requests pressure data from four higher timeframes (default: 5m, 15m, 60m, 240m):
htf1_pressure = request.security(syminfo.tickerid, htf1, pressureIndex, lookahead=barmerge.lookahead_off)
MTF confluence score is calculated by averaging the sign of pressure across all timeframes:
mtfConfluence = (math.sign(htf1_pressure) + math.sign(htf2_pressure) +
math.sign(htf3_pressure) + math.sign(htf4_pressure)) / 4 * 100
Confluence scores near +100 indicate all timeframes show buying pressure. Scores near -100 indicate all timeframes show selling pressure. Scores near 0 indicate mixed or transitional conditions across timeframes.
Visual Elements
Pressure Index Columns: Main histogram showing pressure index with gradient coloring from extreme sell (pink) to extreme buy (cyan)
Volume-Weighted Pressure Line: Yellow line overlay showing VWMA of pressure for trend identification
Pressure EMA Line: Cyan line showing smoothed pressure trend
Delta Momentum Histogram: Purple histogram showing rate of change in pressure
Reference Lines: Horizontal lines at 0, ±30, ±50, ±70 marking pressure zone boundaries
Divergence Labels: Text labels marking regular and hidden divergences between price and pressure
Smart Money Labels: Green labels marking accumulation/distribution signals
Absorption Markers: Cyan/red labels marking buy/sell absorption zones
Order Block Boxes: Orange boxes marking institutional order block zones on price chart
Extreme Pressure Labels: Small labels marking extreme buy/sell pressure conditions
Pressure Heatmap: Subtle background gradient showing pressure intensity
Comprehensive Dashboard: Real-time metrics table showing pressure, delta %, cumulative delta, zone, absorption, smart money, divergence, momentum, MTF confluence, and all key metrics
The dashboard displays 12+ key metrics with color-coded values and status indicators, providing complete pressure analysis at a glance.
Input Parameters
Core Settings:
Delta Length: Period for delta smoothing (5-100, default 14)
Smoothing Period: Additional smoothing for pressure index (1-20, default 3)
Volume MA Length: Period for volume average (5-100, default 20)
Absorption Threshold: Volume multiplier for absorption detection (1.0-5.0, default 2.5)
Multi-Timeframe:
Enable Multi-Timeframe Analysis: Toggle MTF pressure analysis (default enabled)
HTF 1/2/3/4: Four higher timeframe selections (default 5m, 15m, 60m, 240m)
Display Options:
Show Cumulative Delta: Toggle cumulative delta tracking (default enabled)
Show Absorption Zones: Toggle absorption detection markers (default enabled)
Show Divergences: Toggle divergence detection (default enabled)
Show Smart Money Signals: Toggle smart money analysis (default enabled)
Show Volume Profile: Toggle volume profile POC (default enabled)
Show Dashboard: Toggle metrics table (default enabled)
Show Pressure Heatmap: Toggle background gradient (default enabled)
Show Order Blocks: Toggle order block boxes (default enabled)
Colors:
All colors are fully customizable including buy pressure (neon cyan), sell pressure (neon pink), buy absorption (neon cyan), sell absorption (neon red), smart money (neon green), divergence (neon purple), and order blocks (sunset orange).
How to Use This Indicator
Step 1: Assess Current Pressure
Check the dashboard "Pressure" value and "Zone" classification. Extreme readings (>70 or <-70) often precede reversals or strong continuations. Strong readings (50-70 or -50 to -70) indicate healthy trend conditions.
Step 2: Monitor Delta Percentage
Review "Delta %" showing the proportion of volume favoring buyers vs sellers. Values above 50% indicate buying dominance, below -50% indicate selling dominance. This provides confirmation of pressure index readings.
Step 3: Track Cumulative Delta
Observe "Cum Delta" to identify longer-term institutional positioning. Rising cumulative delta during pullbacks suggests accumulation. Falling cumulative delta during rallies warns of distribution.
Step 4: Identify Absorption Zones
Watch for absorption labels and check dashboard "Absorption" status. Buy absorption near support levels suggests institutional accumulation. Sell absorption near resistance suggests institutional distribution. These zones often become significant support/resistance.
Step 5: Detect Smart Money Divergence
Monitor smart money labels and dashboard status. Accumulation signals during downtrends suggest smart money is buying weakness. Distribution signals during uptrends warn that smart money is selling strength.
Step 6: Analyze Divergences
Look for divergence labels where price makes new highs/lows but pressure doesn't confirm. Regular divergences signal potential reversals. Hidden divergences suggest trend continuation after pullbacks.
Step 7: Map Order Blocks
Identify order block boxes on the price chart. These zones mark where institutions placed large orders. Price often respects these levels on retests, providing high-probability entry zones.
Step 8: Confirm with MTF Confluence
Check "MTF Confluence" in dashboard. High positive confluence (>75) confirms buying pressure across timeframes. High negative confluence (<-75) confirms selling pressure. Low confluence suggests mixed conditions.
Best Practices
Use on liquid instruments with reliable volume data for most accurate pressure readings
Extreme pressure readings (>70 or <-70) are most reliable when accompanied by volume surges
Absorption zones near key price levels offer highest-probability reversal setups
Smart money divergence signals work best when confirmed by order block formation
Cumulative delta diverging from price often precedes major reversals
Order blocks are most reliable when formed on high volume (>1.5x average)
MTF confluence above 75% or below -75% provides strong directional conviction
Delta momentum acceleration signals often precede pressure regime changes
Pressure heatmap intensity helps visualize pressure strength at a glance
Regular divergences are most reliable at extreme pressure levels
Hidden divergences work best in established trends as continuation signals
Combine pressure analysis with price action for optimal entry timing
Indicator Limitations
Volume delta estimation is approximate - true delta requires exchange order flow data
The indicator works best on instruments with consistent, reliable volume reporting
Low-volume instruments or off-market hours can produce unreliable pressure readings
Absorption detection requires sufficient volume history for accurate average calculations
Smart money divergence assumes VWAP represents institutional positioning, which is a simplification
Order block detection uses pattern recognition that may not capture all institutional activity
MTF analysis requires data availability on all selected timeframes
Cumulative delta can drift significantly over long periods without reset mechanisms
The indicator shows pressure dynamics but cannot predict how long pressure will persist
Extreme pressure can remain extreme longer than expected during strong trends
Divergences can persist for extended periods before price responds
Technical Implementation
Built with Pine Script v6 using:
Advanced volume delta estimation using candle structure and wick analysis
Normalized pressure index calculation with volume-weighted enhancement
Seven-zone pressure classification system
Absorption detection using volume ratio and range ratio analysis
Smart money divergence calculation comparing VWAP to SMA
Order block detection using institutional footprint patterns
Cumulative delta tracking with session reset capability
Delta momentum and acceleration calculations using rate-of-change
Multi-timeframe security requests with proper lookahead settings
Fractal-based divergence detection system
Dynamic color gradients based on pressure intensity
Comprehensive dashboard with 12+ metrics and color-coded indicators
Persistent label system to prevent chart clutter
Order block box management with automatic cleanup
The code is fully open-source with detailed comments explaining each pressure calculation and detection algorithm.
Originality Statement
This indicator is original in its comprehensive pressure analysis approach. While volume delta concepts are established, this indicator is justified because:
It combines volume delta estimation with absorption detection, smart money analysis, and order block mapping in a unified system
The enhanced delta calculation uses wick weighting to capture rejected price information
Seven-zone pressure classification provides granular pressure assessment beyond simple buy/sell
Absorption detection identifies institutional activity through volume-range relationship analysis
Smart money divergence reveals hidden positioning through VWAP-SMA comparison
Order block detection maps institutional zones using volume-confirmed reversal patterns
Multi-timeframe confluence scoring validates pressure across temporal dimensions
Delta momentum and acceleration tracking provides early warning of pressure shifts
The comprehensive dashboard synthesizes 12+ distinct metrics into unified pressure intelligence
Integration of cumulative delta, absorption, divergence, and order blocks creates layered confirmation
Each component contributes unique intelligence: delta shows directional bias, pressure index quantifies strength, absorption reveals institutional activity, divergences expose hidden positioning, order blocks mark key zones, MTF confluence validates conviction, and momentum tracks acceleration. The indicator's value lies in combining these complementary perspectives into a cohesive pressure analysis system.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss and is not suitable for all investors.
Volume pressure analysis is a tool for understanding order flow dynamics, not a crystal ball for predicting future price movement. Extreme pressure readings do not guarantee reversals. Absorption zones do not guarantee support/resistance. Past pressure patterns do not guarantee future pressure patterns. Market conditions change, and strategies that worked historically may not work in the future.
The metrics displayed are mathematical calculations based on current market data, not predictions of future price movement. Pressure readings, divergences, absorption zones, and order blocks do not guarantee profitable trades. Users must conduct their own analysis and risk assessment before making trading decisions.
Always use proper risk management, including stop losses and position sizing appropriate for your account size and risk tolerance. Never risk more than you can afford to lose. Consider consulting with a qualified financial advisor before making investment decisions.
The author is not responsible for any losses incurred from using this indicator. Users assume full responsibility for all trading decisions made using this tool.
-Made with passion by officialjackofalltrades Indicator
Footprint Interpreter [TechnicalZen]Footprint Interpreter
⚠ Requires PulseWire Premium or Ultimate subscription. This indicator uses request.footprint() which is not available on free or Essential plans.
What This Indicator Does
The Footprint Interpreter reads real order flow — actual buy-side and sell-side execution data from PulseWire's footprint engine — and translates it into a visual language that reveals what the market is doing beneath the surface of price action.
You do not need the footprint chart open. You do not need to read bid/ask ladders, decode volume profiles, or interpret heat maps. The indicator extracts the essential signal from footprint data and presents it as candles, a Kalman-filtered trend ribbon, and a regime engine — all in a single pane.
The core question it answers: "Where is the real money flowing, and is it accelerating or decelerating?"
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Why Footprint Data Matters
Price tells you where the market went. Volume tells you how much participated. But neither tells you who was the aggressor .
Every trade has a buyer and a seller. Footprint data decomposes each bar's volume into buy-side executions (orders hitting the ask) and sell-side executions (orders hitting the bid). The difference — the delta — reveals which side was actively pursuing fills.
This matters because:
Absorption — Price goes sideways while one side relentlessly absorbs the other's aggression. Invisible on a price chart. Clearly visible in footprint delta.
Pre-breakout accumulation — Before a move begins, aggressive buying or selling often builds in the delta while price hasn't yet responded. The Footprint Interpreter catches this divergence.
Exhaustion — A strong price trend continues but the delta weakens. The aggressive side is running out of conviction. The indicator's regime engine detects this deceleration.
Confirmation — Price breaks a level and the delta confirms with expanding aggression in the same direction. Confidence in the move increases.
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How It Works
The indicator runs three engines simultaneously, each operating on raw footprint data — no price-derived inputs.
Engine 1 — Footprint Delta (FPD) Candles
The cumulative footprint delta is computed bar by bar: each bar's buy volume minus sell volume, accumulated over time. This running total is detrended by subtracting a slow moving average so the display oscillates around zero rather than growing indefinitely.
The result is plotted as candles. Green candles mean the FPD rose during that bar (net buying pushed the cumulative total higher). Red candles mean it fell. The candle body directly represents the flow direction and magnitude.
Engine 2 — Dual Kalman Ribbon
Two Kalman-filtered lines track the FPD at different speeds:
Short KF (default length 20) — responsive, tracks recent flow shifts
Long KF (default length 80) — stable, tracks the underlying flow trend
When the short KF is above the long KF, the ribbon fills bullish. When below, bearish. The ribbon's width indicates the strength of the directional conviction — a wide ribbon means the fast and slow flow assessments strongly agree.
Engine 3 — Volume-Native DX/ADX Regime
The regime engine is a faithful translation of the classic Directional Movement system into the volume domain. Every component has a proper analog:
Directional Movement — Instead of comparing today's high vs yesterday's high, it compares today's buy volume vs yesterday's buy volume. Is buying expanding ? Is selling expanding? Only the winning side scores — the same competitive logic as the price-based original.
True Range — Instead of max(high-low, |high-close |, |low-close |), it uses max(totalVol, |buyVol-delta |, |sellVol+delta |). This captures both the bar's flow range and the gap from the previous bar's net settlement — detecting sudden flow reversals the way price TR detects overnight gaps.
DI+, DI-, DX, ADX — computed identically to the price version, but fed entirely by volume data.
The result is a four-state regime: Bull Strong, Bull Weak, Bear Strong, Bear Weak — telling you not just which side dominates but whether that dominance is accelerating or fading .
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Why Kalman Filtering — Not Hull, EMA, or SMA
The Kalman filter is fundamentally different from traditional moving averages. A moving average is a fixed recipe: take N bars, weight them, output a number. It has no concept of whether the data it is processing is noisy or clean, fast-moving or stable.
The Kalman filter is an adaptive estimator . It maintains two quantities internally:
State estimate — its current best guess of the true value
Uncertainty estimate — how confident it is in that guess
On every bar, it computes a Kalman gain that automatically balances between trusting the new measurement and trusting its prediction. When the data is stable, the gain drops and the filter smooths heavily. When the data shifts, the gain rises and the filter responds quickly.
This matters for footprint data specifically because volume flow is inherently noisier and burstier than price. A single large institutional order can spike the delta for one bar and vanish the next. Hull or EMA will whipsaw on these spikes. The Kalman filter recognizes the spike as high-uncertainty data and dampens its response — unless the spike is sustained, in which case it adapts.
The two tunable parameters — R (measurement noise) and Q (process noise) — give precise control over this behavior without changing the filter's length or structure.
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What It Reveals — Hidden Price Action
The most powerful use of this indicator is seeing what price alone cannot show:
Divergence Between Price and Flow
Price is rising but the FPD candles are falling or flat. This means the price advance is happening on declining aggressive buying — the move is running on fumes. The Kalman ribbon will begin to narrow and eventually flip before price confirms the reversal.
Pre-Breakout Energy
Price is consolidating in a tight range. The FPD candles begin trending directionally with expanding bodies. Aggressive flow is building on one side before the breakout occurs. The regime engine shifts from weak to strong. This gives the trader a heads-up — not a prediction, but evidence of building pressure.
Absorption Detection
Price pushes into a level and stalls. The FPD shows persistent negative delta despite bullish price action — sellers are absorbing every push. The Kalman short line begins diverging from the long line in the opposite direction of price. The regime stays weak or flips. The breakout attempt is likely to fail.
Trend Confirmation
Price breaks out and the FPD confirms: expanding candles in the same direction, both KF lines aligned and rising, regime at Bull Strong. This is the highest-confidence scenario — price and flow agree, and flow is accelerating.
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Reading the Indicator
The Candles
Green body — FPD rose during this bar (net buying dominated)
Red body — FPD fell (net selling dominated)
Body size — magnitude of the net flow shift
Position relative to zero — above zero = cumulative flow above its recent average; below = below average
The Kalman Ribbon
Thin line (Short KF) — fast flow tracker, colored by slope
Thick line (Long KF) — slow flow trend, colored by direction
Ribbon fill — bullish when short above long, bearish when below
Ribbon width — wider = stronger conviction, narrower = indecision or transition
The Dashboard
Regime — four-state flow regime (Bull Strong / Bull Weak / Bear Strong / Bear Weak)
Kalman — current Kalman ribbon direction
FPD Position — whether FPD is above or below the fast Kalman line
Vol DX — signed directional strength from the volume DM engine
Bar Delta — this bar's net buy minus sell volume
Buy / Sell Vol — raw buy-side and sell-side execution volumes
Imbalance — ratio of dominant side to weak side
FPD — cumulative footprint delta total
When footprint data is unavailable (instrument or plan limitation), the dashboard title turns red with a warning indicator.
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Key Settings
DX/ADX Period (default: 25)
Smoothing length for the directional movement engine. Higher values produce more stable regime readings at the cost of responsiveness.
Detrend Period (default: 50)
Length of the SMA subtracted from FPD for display centering. Does not affect any calculations — purely visual. Higher values show longer-term flow trends. Lower values focus on recent action.
Short KF / Long KF Length (default: 20 / 80)
Controls the responsiveness of the two Kalman-filtered lines. Shorter = more reactive. Longer = more stable. The gap between them determines how quickly the ribbon responds to flow reversals.
Measurement Noise R (default: 0.01)
How much the Kalman filter trusts new data versus its own prediction. Higher = smoother. Lower = more reactive to each bar.
Process Noise Q (default: 0.10)
How quickly the Kalman filter allows its internal state to change. Higher = adapts faster to regime shifts. Lower = more rigid model.
Ticks Per Row (default: 1)
Resolution of the footprint histogram. 1 = maximum precision. Increase for very high-volatility instruments if you encounter data limits.
Value Area % (default: 70)
Percentage of total volume that defines the Value Area in the footprint data. Industry standard is 70%.
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Requirements
PulseWire Premium or Ultimate plan (required for request.footprint())
Instruments with footprint data available (most major futures, equities, and crypto pairs)
Pine Script v6
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What This Indicator Is Not
It is not a replacement for the footprint chart. It is a complementary interpretation layer. Traders who read raw footprint data will find additional context here. Traders who do not will gain access to footprint intelligence without needing to learn footprint chart reading.
It does not generate buy or sell signals . It provides directional regime information, flow momentum, and divergence detection. Trade decisions remain with the trader.
It does not predict price direction. It reveals the state of aggressive order flow and how that flow is evolving. What the market does with that information is never guaranteed.
It is not a volume indicator in the traditional sense. It does not use the standard volume series. It uses decomposed bid/ask execution data from PulseWire's footprint engine — a fundamentally different and richer data source.
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Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice, and it does not constitute a recommendation to buy, sell, or hold any financial instrument.
All trading involves risk. Past performance of any signal, regime detection system, or flow analysis mechanism does not guarantee future results. The regime states, Kalman-filtered trend readings, and flow analysis displayed represent a computational assessment of order flow data available through PulseWire's footprint engine. They are not predictions and should not be treated as certainties.
Footprint data availability and accuracy depend on the instrument, exchange, and PulseWire's data feed. The indicator requires a Premium or Ultimate PulseWire subscription. Data gaps, exchange outages, or instruments without footprint support will produce missing or incomplete readings. The dashboard provides a visual warning when footprint data is unavailable.
No indicator, algorithm, or model can account for all market variables including liquidity events, news-driven gaps, exchange outages, dark pool activity, or sudden regime changes. Order flow data represents only the visible portion of market activity — significant volume may execute through channels not captured by footprint data.
Traders should always use independent risk management, position sizing, and their own judgment before entering any trade.
By using this indicator, you acknowledge that you are solely responsible for your own trading decisions and that the authors accept no liability for any losses incurred.
Indicator
CVD IQ [TradingIQ]Hello Traders!
🔹 CVD IQ
CVD IQ is a delta-driven analytical tool designed to reveal how aggressive buying and selling activity translates into price movement.
Instead of relying purely on price, this indicator reconstructs order flow dynamics using lower timeframe data , allowing you to see:
Where did the pressure come from… and how efficiently did it move price?
It focuses on answering a deeper question:
Was the move driven by real participation, or was it inefficient, absorbed, or divergent?
aggressive buy vs sell activity (CVD)
price vs delta divergences
efficiency of price movement relative to flow
cost of moving price (delta per tick)
absorption and imbalance conditions
multi-scale flow analysis (bar, day, swing)
classic divergence detection (RSI style)
🔹 What the indicator shows
🔸 Cumulative Volume Delta (CVD)
CVD is built using lower timeframe data to approximate aggressive buying and selling.
This allows you to track:
whether buyers or sellers are in control
how much pressure is building over time
when participation is increasing or fading
🔸 IMMEDIATE Divergence detection (Classic & Cost Models)
The indicator detects when price and delta are out of sync .
Classic divergence highlights:
price making new highs while delta weakens
price making new lows while delta strengthens
potential exhaustion or reversal conditions
Cost-based divergence goes further by evaluating:
how much delta was required to move price
whether moves are becoming more or less efficient
hidden weakness in “expensive” price movement
This shifts your perspective from:
“price is moving”
to:
“how much effort did it take to move price?”
🔸 CVD Cost Per Tick (Efficiency Analysis)
One of the most important features.
The indicator measures:
Delta per tick = how much aggressive volume was required to move price
This allows you to identify:
efficient moves (low cost → strong response)
inefficient moves (high cost → weak response)
potential exhaustion when cost rises sharply
Each swing is classified into categories like:
Very High Cost
High Cost
Normal Cost
Low Cost
Very Low Cost
High cost often signals absorption or resistance from opposing liquidity .
🔸 Swing-based flow analysis
The indicator breaks market structure into swings and evaluates:
delta across each swing
cost of movement between pivots
relative efficiency vs previous swings
This helps you understand:
whether trends are strengthening or weakening
if continuation is becoming harder
when liquidity is likely opposing the move
🔸 Delta-Implied Close (Expected Price)
The script estimates where price should have closed based on delta.
This gives insight into:
whether price overperformed or underperformed relative to flow
hidden absorption when price fails to match delta
inefficiencies between participation and result
Important Note
This model is adaptive and continuously updates based on changing market conditions. It is not a predictive engine, but rather a framework for interpreting how order flow is currently interacting with price.
🔸 Delta Analysis Table (Bar / Day / Swing)
A live table provides a structured breakdown of flow and price response across three contexts:
current bar
current day
current swing
It includes:
aggressive buy & sell volume
buy/sell percentages
net delta
imbalance ratios
price movement in ticks
close position within range
delta cost per tick
cost classification
absorption detection
This allows you to quickly answer:
Who is in control, and is price responding properly?
🔹 Table Overview
Metric
Name of the metric shown in each row.
Bar
Value calculated for the current bar only.
Day
Value accumulated from the start of the current day.
Swing
Value accumulated from the start of the current swing.
🔹 Flow
Aggressive Buys
Total buy-side market order volume. Higher values indicate stronger buying pressure.
Aggressive Sells
Total sell-side market order volume. Higher values indicate stronger selling pressure.
Buy %
Percentage of total aggressive volume coming from buyers. Higher values indicate buy-side dominance.
Sell %
Percentage of total aggressive volume coming from sellers. Higher values indicate sell-side dominance.
Net Delta
Aggressive buys minus aggressive sells. Positive values favor buyers, negative values favor sellers.
Imbalance Ratio
Relative dominance between buyers and sellers, expressed as a multiple. Higher values indicate stronger directional control.
🔹 Price Response
Total Aggression
Combined aggressive buy and sell volume. Represents total market participation.
Bar Tick Move
Price movement measured in ticks. Shows how far price moved over the period.
Close Position
Where price closed within its range. Higher values mean the close is nearer the high, lower values nearer the low.
🔹 Efficiency & Cost
Delta Cost / Tick
How much delta was required to move price by one tick. Higher values indicate less efficient movement and potential absorption.
Cost
Classification of how expensive the move is relative to recent conditions. High cost suggests resistance or absorption, low cost suggests efficient movement.
Ticks per 1k Delta
Number of ticks price moved per 1000 delta. Higher values indicate more efficient price movement.
Price Move per 1k Delta
Actual price movement per 1000 delta. Higher values indicate stronger price response to order flow.
🔹 Delta-Based Expectations
Delta-Implied Close
The price level where the bar would be expected to close based on the underlying delta.
Move Ratio
Actual price movement relative to the delta-implied move.
1.0 = expected response
1.0 = stronger than expected
<1.0 = weaker than expected
🔹 How to read it
Each component provides a different layer:
CVD → who is active
Divergence → when price and flow disagree
Cost → how efficient the move is
Table → structured confirmation across contexts
Together, this shifts your thinking from:
“price moved up”
to:
“buyers were aggressive - but did price actually respond?”
🔹 Example interpretations
strong delta + efficient move → clean continuation
strong delta + weak move → absorption
rising cost over time → trend weakening
divergence signals → potential reversal or trap
low cost + expansion → strong directional move
🔹 Why this indicator is useful
It gives you:
participation behind price
context for whether moves are efficient
early detection of exhaustion or absorption
a way to quantify “effort vs result”
multi-timeframe flow insight (bar, day, swing)
🔹 Best use cases
confirming trend strength
identifying weak breakouts
spotting absorption at key levels
analyzing liquidity interaction
enhancing price action or liquidity-based models
🔹 Important note
This script uses lower timeframe data to approximate aggressive volume.
This means:
accuracy depends on data availability
different symbols may behave differently
lower timeframe selection impacts results
🔹 Inputs you can customize
lower timeframe for CVD calculation
divergence models (Classic / Cost / Both)
divergence sensitivity (small, medium, large swings)
cost structure length and thresholds
visual styling and colors
delta analysis table size
Closing Notes
CVD IQ is built to show the relationship between participation and outcome .
As always, thank you PulseWire! Indicator
Indicator
IQ Candles [TradingIQ]Hello Traders!
🔹IQ Candles
IQ Candles is a brand new chart type - a pressure-based visualization tool designed to break down what’s happening inside each candle.
Gone are the days of traditional candlesticks - it's time for an upgrade!
Instead of treating candles as simple open-high-low-close structures, this chart type reconstructs how buying and selling pressure actually developed within the bar using lower timeframe data.
It focuses on answering a more refined question:
Where did the pressure come from… and how did it translate into price?
buy vs sell pressure inside each candle
true dominance within the bar
imbalances driven by aggressive participation
absorption of pressure by opposing liquidity
hidden strength or weakness behind candle structure
🔹What the chart type shows
🔸Pressure candles (internal structure)
Each candle is reconstructed to reflect the internal distribution of buying and selling pressure.
This allows you to instantly see:
where buying pressure accumulated
where selling pressure dominated
how evenly or unevenly the candle was built
Instead of a single body, you see the composition of the move.
The example above shows a candlestick that is majority green and about 20% red. This indicates that aggressive buys dominated the candle/price area, and contributed made the highest contribution to the structure of the candle.
The example above shows a candlestick that is majority red and about 10% green. This indicates that aggressive sells dominated the candle/price area, and contributed made the highest contribution to the structure of the candle.
The example above shows a candlestick that is 50% green and 50% red. This indicates equal contribution.
🔸Smoothed Contribution
When smoothing is enabled, the chart type applies a moving average to buying and selling pressure.
This reduces noise and highlights the underlying trend of participation over time.
Instead of focusing on every short-term fluctuation, you get a clearer view of:
sustained buying pressure
sustained selling pressure
gradual shifts in control between buyers and sellers
This is especially useful for:
filtering out erratic lower timeframe noise
identifying persistent dominance
understanding whether pressure is building or fading over multiple bars
In fast or choppy conditions, raw pressure can fluctuate rapidly.
🔸Absorption detection
The chart type detects when strong pressure fails to move price effectively.
This is one of the most important concepts in order flow.
It highlights:
buying absorbed at highs
selling absorbed at lows
hidden liquidity opposing aggressive traders
potential exhaustion or reversal conditions
This helps answer:
“Was that pressure actually effective?”
The image above shows an example of the chart type when buyers are absorbed.
The image above shows an example of the chart type when sellers are absorbed.
🔸Imbalance detection
When one side heavily outweighs the other, the chart type highlights imbalance conditions.
This helps identify:
aggressive one-sided participation
momentum-driven moves
bars where one side clearly overpowered the other
Imbalances are not just about direction - they show conviction.
The image above shows the chart type detecting a buy-side imbalance candle.
The image above shows the chart type detecting a sell-side imbalance candle.
🔸Buy vs Sell pressure histogram
A histogram displays total buying and selling pressure per bar.
This gives you a quick read on:
which side is in control
how dominant that control is
whether pressure is increasing or fading
🔸Delta mode (pressure expansion)
Delta mode emphasizes the difference between dominant and opposing pressure.
This is useful for:
highlighting extreme dominance
isolating one-sided control
visualizing pressure expansion during strong moves
The image above shows how to read positive delta candles for the chart type.
The image above shows how to read negative delta candles for the chart type.
🔸Candle Radar (live table)
A live table summarizes current bar activity, including:
buy pressure
sell pressure
buy/sell percentages
delta ratio
dominant side
imbalance status
absorption status
This provides a quick overview without needing to interpret the chart visually.
🔹How to read it
Each component gives a different layer of information:
Histogram → total pressure (who is active)
Candle structure → how pressure translated into price
Imbalance → when one side dominates
Absorption → when dominance fails
Together, this shifts your perspective from:
“price moved up”
to:
“buying pressure dominated — but did it actually succeed?”
Example interpretations:
strong buy pressure + strong close → clean continuation
strong buy pressure + weak close → possible absorption
balanced pressure → indecision / consolidation
extreme imbalance → momentum or potential exhaustion
absorption signals → potential reversal or liquidity interaction
🔹Why this chart type is useful
It gives you:
internal candle structure
clear separation of buying and selling pressure
context for whether pressure is effective
imbalance detection for momentum
absorption detection for reversals
a deeper understanding of how price actually forms
🔹Best use cases
analyzing strength behind moves
confirming continuation vs weakness
spotting absorption at key levels
understanding liquidity interactions
enhancing price action or liquidity-based models
🔹Important note
Pressure can:
drive moves
fail to move price
or be absorbed by opposing liquidity
Context always matters.
🔹Important consideration
This script uses lower timeframe data to approximate internal pressure.
This means:
accuracy depends on available data
different symbols may behave differently
lower timeframe selection impacts results
🔹Inputs you can customize
The script includes flexible controls such as:
lower timeframe selection
smoothing of pressure
imbalance threshold
absorption sensitivity
delta mode behavior
extended move filtering
visual styling and colors
Closing Notes
And that’s about it!
This script is built to reveal what candles are actually doing beneath the surface -turning price into something you can interpret, not just observe.
It may receive updates based on feedback - stay tuned!
Thank you PulseWire as always! Indicator
Institutional Volume Profile [Quantum Algo]Institutional Volume Profile
Developed by QuantumAlgo
█ OVERVIEW
The Institutional Volume Profile by Quantum Algo is a next-generation volume profile indicator that goes far beyond what standard volume profile tools offer on PulseWire. While most volume profile scripts render a static histogram with flat coloring, Quantum Algo's Institutional Volume Profile introduces gradient heat mapping, buy/sell delta visualization, automatic node classification, a migration trace for tracking institutional repositioning, and a live analytics dashboard — all in one overlay.
This is the volume profile that institutional desks use, rebuilt for PulseWire by QuantumAlgo.
Institutional Volume Profile by Quantum Algo — gradient heat map mode on BTCUSDT Perpetual showing Control Level, Equilibrium Zone edges, and analytics dashboard.
The gradient heat map mode above shows how volume density is distributed across price. Warmer tones (vivid cyan) indicate heavy institutional participation. Cooler tones (muted gray) indicate thin levels where price passed through quickly. The Control Level (amber line) marks peak density. Dashed cyan lines mark the Equilibrium Zone boundaries. The analytics dashboard in the corner provides real-time readouts of all key levels.
█ WHAT MAKES THIS DIFFERENT FROM OTHER VOLUME PROFILES
Most volume profile indicators on PulseWire — including the top-ranked ones — share the same limitations: flat single-color bars that make every level look equally important, no way to see buy vs sell dominance within the profile, no automatic identification of high-volume and low-volume nodes, and no live dashboard showing where current price sits relative to the value area.
The Quantum Algo Institutional Volume Profile solves every one of these problems:
Flat bars → Gradient heat mapping that instantly shows which levels carry real institutional weight
No directional insight → Buy/sell delta coloring that reveals hidden directional bias at every price level
No node detection → Automatic Dense Node and Void Node classification with configurable thresholds
No context → Live analytics panel showing Control Level, Equilibrium Zone edges, total density, zone width, and whether price is in Premium, Discount, or Equilibrium
Static POC → Optional Migration Trace showing how the control level drifts over time as institutions reposition
This combination of features does not exist in any other volume profile indicator on PulseWire. Built entirely from scratch by Quantum Algo using a proprietary direct-mapped accumulation engine.
█ SEVEN CORE FEATURES
▸ 1 — Gradient Heat Mapping
Every row in the profile transitions smoothly from cool (sparse volume, muted gray) to warm (dense volume, vivid cyan) based on its density relative to the peak. Inside the Equilibrium Zone, the gradient shifts to a brighter cyan spectrum. The result is an instant visual heat map — your eye is drawn to the institutional clusters without reading a single number.
Institutional Volume Profile by Quantum Algo — heat map with Equilibrium Zone shading on BTCUSDT Perpetual]
Above: The heat map creates a clear visual hierarchy. The densest levels glow bright while thin levels fade into the background. The Equilibrium Zone (between the dashed lines) stands out as the fair value range.
▸ 2 — Buy/Sell Delta Background
When enabled, the profile bars are colored by directional dominance at each price level. Levels where buy-side volume exceeds sell-side show green. Levels where sell-side dominates show red. Neutral levels fall back to the standard color scheme. The intensity of the green or red scales with how extreme the dominance is.
Institutional Volume Profile by Quantum Algo — delta mode showing buy-side (green) and sell-side (red) dominance on BTCUSDT Perpetual]
Above: Delta mode reveals the directional story hidden inside the aggregate profile. You can immediately see where buyers were dominant (green zones) versus where sellers controlled the action (red zones). This is information that a standard flat-colored volume profile completely hides from you.
▸ 3 — Control Level with Style Options
The Control Level is the single price with peak accumulated density — the center of institutional gravity. Drawn as a prominent horizontal line extending across the full analysis window with configurable color, weight, and line style (Solid, Dashed, or Dotted). In the analytics panel, the exact price is displayed for precision.
▸ 4 — Equilibrium Zone (Value Area)
The zone containing the configured share of total density (default 68%, matching one standard deviation). All rows within the zone receive boosted coloring — brighter gradient in heat map mode, stronger delta colors in delta mode. Upper and lower edge lines are drawn as dashed horizontals for use as dynamic support and resistance.
Price above the upper edge is in Premium territory. Price below the lower edge is in Discount. Price inside is at Equilibrium. The analytics panel shows which context applies in real time.
▸ 5 — Dense Node and Void Node Classification
The indicator automatically scans the completed profile and labels levels as Dense Nodes (HVN — abnormally high density, strong S/R magnets) or Void Nodes (LVN — negligible density, fast-travel zones). Thresholds are configurable as multiples of the profile mean. Labels appear on the right edge of the profile for instant identification.
▸ 6 — Migration Trace (Developing POC)
An optional feature that tracks how the Control Level migrates over the scan window. A dotted trail is drawn showing where peak density sat at each sampling interval as the session developed. A flat trace means institutions were committed to one level. A migrating trace reveals active repositioning. This is a feature available on institutional platforms like Sierra Chart and Bookmap, brought to PulseWire by QuantumAlgo.
▸ 7 — Live Analytics Dashboard
A compact on-chart panel displays key profile metrics in real time: Control Level price, Equilibrium Zone upper and lower edges, total accumulated density (formatted as K/M/B), zone width in price terms, and whether current price is in Premium, Discount, or Equilibrium. The panel follows the Quantum Algo dark design language and updates automatically.
Institutional Volume Profile by Quantum Algo — full feature view with analytics dashboard, Equilibrium Zone, and Control Level on BTCUSDT Perpetual]
Above: The complete Quantum Algo Institutional Volume Profile with all features active — gradient heat mapping, Control Level, Equilibrium Zone edges, and the analytics dashboard providing full context at a glance.
█ HOW TO USE
Control Level as gravity — In ranges, price oscillates around it. A sustained break with volume confirms a directional move.
Equilibrium edges as dynamic S/R — Longs near the lower edge with stops below. Shorts near the upper edge with stops above. These levels are grounded in actual institutional participation.
Delta mode for directional bias — Switch on delta coloring to see if institutions were net buyers or net sellers at each level. If the profile shows heavy green below current price and heavy red above, the structure is bullish.
Dense Nodes as reversal zones — When price approaches a Dense Node, expect consolidation or reversal. Position for mean reversion.
Void Nodes as acceleration zones — When price enters a Void Node, expect fast movement to the next Dense Node.
Dashboard context — If the panel shows "Discount," you are below the zone — look for longs. "Premium" means above — look for shorts or exit longs. "Equilibrium" means inside fair value — range conditions.
█ SETTINGS
📐 Scan Window — Auto-fit to visible or fixed bar count up to 3000.
📊 Resolution & Layout — Vertical resolution up to 490 levels, row weight, horizontal spread, chart margin.
⚡ Participation Filter — All Participants, Buy-Side Only, or Sell-Side Only.
📊 Delta Background — Toggle buy/sell dominance coloring with customizable buy and sell tones.
🌈 Heat Mapping — Toggle gradient visualization with customizable warm and cool tones.
🎯 Control Level — Toggle, weight, tone, and line form (Solid/Dashed/Dotted).
📈 Migration Trace — Toggle and customize the developing POC trail color.
🏦 Equilibrium Zone — Set the share percentage, toggle edge lines, customize tone and weight.
🔥 Node Classification — Independent toggles for Dense and Void nodes with configurable detection thresholds.
📋 Analytics Panel — Toggle, choose corner position.
█ RECOMMENDED SETTINGS
Crypto perpetual futures on 1H to Daily: default 200-bar scan, 490 vertical resolution. Lower timeframes (5m, 15m): reduce scan to 100-150 bars. Weekly/Monthly: increase to 500-1000 bars.
For delta mode, compare the profile with delta on and off — sometimes the aggregate profile shows a symmetrical shape, but delta reveals that one side is overwhelmingly dominant. This hidden bias is invisible on standard volume profile indicators.
The Institutional Volume Profile pairs naturally with other Quantum Algo tools. Use it alongside the Zeno oscillator by Quantum Algo for timing entries within the structural framework the volume profile provides.
█ ARCHITECTURE
Unlike standard volume profile scripts that scan all price levels for every bar (O(bars × levels)), the Quantum Algo engine uses direct range-mapped accumulation: each bar's high/low range is mapped to level indices first, then volume is distributed only across the touched levels. This produces the same accurate result with significantly fewer operations, enabling 490-level resolution without performance issues.
The rendering pipeline is split into seven independent phases — accumulate, analyze, render rows, render control and edges, trace migration, classify nodes, and build the analytics panel — each handling a distinct responsibility. This modular architecture is unique to QuantumAlgo on PulseWire.
█ NOTES
Pine Script v6. Overlay indicator. Direct-mapped accumulation engine. Supports up to 490 vertical levels and 3000-bar scan windows. All drawing objects managed within PulseWire limits. Scale-anchored for correct overlay behavior.
Built by Quantum Algo. Part of the Quantum Algo institutional analysis suite developed by QuantumAlgo. Indicator
Volume Bubbles [QuantAlgo]🟢 Overview
The Volume Bubbles indicator is a multi-layered volume cluster detection system that identifies statistically significant volume events directly on your price chart, classifying them by magnitude (Small, Medium, Big) and direction (Buy, Sell, Mixed). By combining adaptive percentile thresholds across multiple lookback windows with optional volume delta analysis, this indicator highlights moments of elevated trading activity that often signal institutional participation, trend acceleration, or potential reversals across every timeframe and market.
🟢 How It Works
The indicator begins by establishing a lower timeframe for volume delta calculation. When auto-select is enabled, it picks a granular timeframe based on your chart period, using 1-second bars for sub-minute charts, 1-minute bars for intraday charts, 5-minute bars for daily charts, and 60-minute bars for higher timeframes. This allows the indicator to estimate net buying and selling pressure within each chart bar:
= taLib.requestVolumeDelta(lowerTimeframe)
float netDelta = nz(lastDelta)
float absDelta = math.abs(netDelta)
The core detection engine then calculates percentile thresholds for both volume and absolute delta across three independent lookback windows (Short, Medium, Long). Each window computes its own threshold for each cluster tier using linear interpolation:
float vSmallShort = ta.percentile_linear_interpolation(volume, shortLen, smallPct)
float vSmallMid = ta.percentile_linear_interpolation(volume, midLen, smallPct)
float vSmallLong = ta.percentile_linear_interpolation(volume, longLen, smallPct)
This means a bar's volume is not compared against a single average but ranked against the full distribution of recent volume history from multiple perspectives. A Small cluster must exceed the 75th percentile (top 25%), a Medium cluster the 90th percentile (top 10%), and a Big cluster the 97th percentile (top 3%) by default.
To filter noise, a consensus system requires agreement across the lookback windows before confirming a cluster:
f_consensus(bool pS, bool pM, bool pL, string mode) =>
int hits = (pS ? 1 : 0) + (pM ? 1 : 0) + (pL ? 1 : 0)
switch mode
"Any Window" => hits >= 1
"Majority (2 of 3)" => hits >= 2
"All Windows (strictest)" => hits >= 3
In Majority mode, for example, at least two of the three windows must agree that volume exceeds the threshold before a cluster is plotted. This prevents false signals from temporary spikes that look significant in one context but not another.
Once a cluster is confirmed, it is classified as Buy, Sell, or Mixed based on the selected method. Candle Direction uses the bar's open/close relationship, Delta Direction uses the sign of net volume delta, and Both requires agreement between the two, labeling any conflict as Mixed.
🟢 Key Features
▶ The indicator offers four detection methods, each designed to balance sensitivity and precision depending on data availability and trading style.
1. Volume Only: Uses raw bar volume as the sole input for cluster detection. This is the simplest and most universal mode, working on any symbol that provides volume data. It identifies all statistically elevated volume events regardless of whether buying or selling dominated, making it useful for spotting general activity surges around key levels, news events, or session opens.
2. Delta Only: Uses the absolute value of net volume delta instead of total volume. This mode triggers only when directional pressure (not just raw activity) is statistically elevated. It filters out high-volume bars where buying and selling were roughly balanced, focusing instead on bars where one side clearly dominated. Requires lower timeframe data availability.
3. Volume + Delta: Both volume and delta must independently exceed their respective percentile thresholds. This is the strictest detection mode. A cluster only appears when there is both unusually high total activity and unusually strong directional flow, filtering out ambiguous bars where volume was high but evenly split between buyers and sellers.
4. Volume OR Delta: Either elevated volume or elevated directional delta triggers a cluster. This is the most inclusive mode, capturing both pure volume events (such as index rebalancing or option expiration activity) and strong directional surges that may occur on relatively normal total volume. Best suited for traders who prefer broader coverage and are comfortable filtering signals with additional context.
▶ Detailed Tooltip Overlay: Hovering over any bubble reveals a comprehensive diagnostic panel summarizing the full context behind that cluster. The tooltip displays the cluster tier and direction label (e.g., BIG BUY or MEDIUM SELL), the formatted volume value, net delta value (or "n/a" if delta data is unavailable), the volume-to-average ratio expressed as a multiple, the active detection method (with a fallback note if delta was unavailable and the method defaulted to Volume Only), the individual window confirmations for both volume and delta shown as a compact S M L grid indicating which of the short, medium, and long lookback windows passed their threshold, and the classification mode used to determine the buy/sell label. This gives full transparency into exactly why each cluster was detected and how it was classified, without cluttering the chart itself.
▶ Built-in Alert System: Pre-configured alert conditions for Big clusters, Medium-or-larger clusters, and any cluster detection, allowing you to receive notifications for the volume events that matter most to your strategy.
▶ Visual Customization: Choose from 5 color presets (Classic, Aqua, Cosmic, Cyber, Neon) or define your own custom color scheme. Optional in-bubble text displays volume, delta, ratio, or combinations, while the tooltip diagnostic panel remains accessible on hover regardless of whether bubble labels are enabled or disabled.
🟢 Important Notes
1. This indicator requires volume data to function. Make sure you are using a ticker from an exchange that provides volume data. Symbols that do not report volume (such as certain forex pairs on specific brokers or custom-built indices) will trigger a warning message on the chart and produce no signals. If you see the "No Volume Data" warning, switch to a symbol or exchange that supports volume reporting.
2. Whether you are scalping on lower timeframes or swing trading on daily and weekly charts, Volume Bubbles is designed to complement your existing setup rather than replace it. Use it as a confirmation layer alongside your preferred strategy to identify when statistically significant volume activity aligns with your trade thesis, adding a data-driven edge to entries, exits, and key level analysis across any timeframe and market. Indicator
