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CVD

CVD

Cumulative Volume Delta Plots the cumulative volume delta based on lower timeframe data to approximate buying vs. selling pressure. The indicator aggregates volume imbalances over a chosen anchor period and displays them as a continuous line. Positive slope → buying pressure Negative slope → selling pressure Includes optional lower timeframe precision for more accurate delta estimation.

Pine Script® indicator

by pluckyMagpie58488

CVD Multi Exchange Percentile CVD Multi Exchange Percentile Aggregated order flow across four major crypto derivatives exchanges — with historical percentile ranking to measure how extreme today's session really is. A Cumulative Volume Delta (CVD) indicator with daily reset, divergence detection, and absorption signals, built for perpetual futures. It combines Binance, Bybit, OKX, and Bitget into a single aggregated flow, then ranks it against its own history to give you objective context. █ 🧩 KEY FEATURES 🔹 Multi Exchange Aggregation Four sources (Binance, Bybit, OKX, Bitget) can be toggled independently. The aggregated delta captures cross-exchange order flow that single-source CVD cannot detect — especially during liquidations or arbitrage-driven moves. 🔹 Historical Percentile System Each session's peak CVD is stored in a rolling buffer, separated by direction (bull vs bear). The current session is ranked against this distribution to measure how extreme the flow is compared to recent history. 🔹 Live Percentile A real-time percentile tracks the current CVD value as the session develops — no need to wait for session close. 🔹 Swing Divergence Detects divergences between price and CVD structure: - Bullish: price makes lower low, CVD makes higher low - Bearish: price makes higher high, CVD makes lower high Filtered by percentile threshold and optional trend filter. 🔹 Volume Absorption Highlights conditions where price and CVD move in opposite directions under high volume: - Bullish absorption: price down, CVD up - Bearish absorption: price up, CVD down Requires elevated volume and percentile confirmation. 🔹 Visual Encoding Histogram color reflects direction and momentum. Signal markers: - Divergence bullish: dark green triangle up - Divergence bearish: blue triangle down - Absorption bullish: orange circle - Absorption bearish: purple circle Optional info table provides real-time stats. Signal examples on TRXUSDT.P (1H) — three signal types visible: - Orange circle (Absorption Bull): price dropping but CVD rising on high volume — buying pressure hidden under falling price - Blue triangle (DIV- Bearish): price making higher high but CVD making lower high — selling pressure building despite rising price - Purple circle (Absorption Bear): price rising but CVD falling on high volume — selling pressure hidden under rising price Signal examples on ETHUSDT.P (1H) — bullish signals visible: - Dark green triangles (DIV+ Bullish): price making lower lows but CVD making higher lows — buying pressure increasing despite falling price, signaling potential reversal - Orange circle (Absorption Bull): same logic as above — hidden buying under selling candles █ 🔧 HOW IT WORKS The script fetches lower-timeframe OHLCV data from each exchange using `request.security_lower_tf()`. Each intrabar volume is classified using a CLV-based model (close location within range) to estimate buying vs selling pressure. The resulting deltas are summed across all exchanges and accumulated into a daily CVD, resetting at the start of each new UTC session. █ 📖 HOW TO USE Apply the indicator to Perpetual Futures charts (.P). The symbol is auto-detected from the chart and mapped across all supported exchanges — no manual input needed. Suggested timeframe: 1H (default percentile lookback is 336 bars, which equals ~14 days on 1H charts). Signals are contextual, not standalone triggers. Use them to identify: - flow/price divergences - potential absorption zones - extreme participation conditions █ ⚙️ SETTINGS Data Sources (Perpetual Futures Only) — Enable/disable Binance, Bybit, OKX, Bitget Settings — Intrabar precision (1/5/15/60), daily reset Signals — Percentile lookback (default 336 bars, ~14 days on 1H), min percentile for divergence (75), swing length (8), trend filter SMA (20), absorption volume lookback (10) and multiplier (1.5), show/hide toggles for divergences, absorption, trend filter, and info table █ 💡 WHAT MAKES THIS DIFFERENT Most CVD indicators rely on a single exchange and lack statistical context. This script aggregates flow across venues and ranks it using a percentile system, providing a clear measure of whether current activity is extreme or routine. Bull and bear distributions are handled separately, avoiding distortion from mixed data. █ ⚠️ LIMITATIONS — Works only on perpetual futures (.P required) — Delta is estimated from OHLCV, not tick-level order book data — Exchange data availability may vary by symbol — Intrabar resolution affects precision and performance █ 📌 DISCLAIMER This is a contextual analysis tool, not a signal generator. It does not provide buy/sell signals and should not be used as a standalone trading system. Always apply proper risk management.

Pine Script® indicator

Cumulative Volume Delta Flow [AGPro Series]Cumulative Volume Delta Flow 🔹 **Overview** Cumulative Volume Delta Flow is a hybrid CVD engine designed to expose order-flow imbalances without requiring footprint charts or exchange-native buy/sell data. It reconstructs cumulative delta using lower-timeframe breakdown when available, with intrabar polarity as a universal fallback — making it work on every symbol and every timeframe. On top of this engine, a triple-layer divergence detector identifies Regular, Hidden, and statistical Exhaustion signals, and every signal is scored by its own statistical strength with a ★/★★/★★★ rating system printed directly on the label. The indicator is built for traders who want smart-money context at a glance: when buyers are absorbing, when a rally is losing real participation, and when a climactic flush is likely to reverse — with an immediate visual cue of how strong each signal is relative to the recent flow regime. 🔹 **Unique Edge** Most CVD indicators are single-mode: either they plot cumulative delta, or they call a Regular divergence. This script combines four layers that rarely appear together in one tool: - Hybrid engine with transparent fallback (no silent failure on high TFs) - Exhaustion detection based on standard-deviation of CVD change, not price — catches reversals that price-only divergence misses - Per-signal ★/★★/★★★ strength rating using type-specific statistical metrics (pivot-gap σ for Regular/Hidden, change σ for Exhaustion), so traders instantly know which signals deserve attention - Optional reaction zones anchored at flow-driven pivots, behaving as dynamic support/resistance born from real participation events rather than pure price structure 🔹 **Methodology** - The engine computes two parallel delta streams every bar: an intrabar polarity stream (weighted by wick balance for neutral/doji candles) and a lower-timeframe stream that iterates sub-bars and signs each by its close-vs-open direction - In Hybrid mode, the LTF stream is preferred when it yields a non-zero value; the intrabar stream is used as fallback so the indicator never goes blank on exotic tickers or high timeframes - A session/daily/weekly reset prevents long-run drift and keeps the cumulative counter meaningful across regime changes - Pivots are detected on both price and CVD with a shared lookback window; the last two price pivots and their paired CVD values are tested for all four classical divergence relationships - Exhaustion is a separate statistical trigger: the single-bar CVD change is compared against a 50-bar standard deviation; a σ breach in the direction opposite to the candle body is flagged as climactic absorption - Each divergence label is rated with stars based on its type: Regular and Hidden use the CVD-pivot gap normalized by 50-bar CVD level stdev (how far apart the two flow pivots are), while Exhaustion uses the σ multiple of the current CVD change (how extreme the climactic event is) - A cooldown window suppresses signal clustering in chop, and labels are offset by ATR-scaled distance with a leader line so they never collide with candles 🔹 **Signals & Alerts** On-chart labels with star rating: - Reg Bull / Reg Bear ★-★★★ — classical reversal divergence (price exhausts, flow refuses) - Hid Bull / Hid Bear ★-★★★ — continuation divergence (pullback inside an active trend) - Exh Bull / Exh Bear ★-★★★ — statistical flow climax above the σ threshold Star thresholds for Regular/Hidden: ★★★ ≥ 2.0σ gap, ★★ ≥ 1.0σ gap, ★ < 1.0σ. Star thresholds for Exhaustion: ★★★ ≥ 3.0σ, ★★ ≥ 2.0σ, ★ < 2.0σ (minimum trigger is 1.75σ). Each signal carries its own color code and a leader line connecting the label back to the source candle for fast visual reading. Six discrete alertcondition slots are exposed plus three proactive alert() calls grouped by divergence family, so traders can route regular, hidden, and exhaustion signals to different channels. 🔹 **Key Inputs** - Calculation Method: Hybrid, LTF Only, or Intrabar Only - LTF Resolution: Auto (adaptive by chart TF) or fixed 1 / 3 / 5 / 15m - CVD Reset: Session, Daily, Weekly, or None - Pivot Length: 2–15 bars - Toggles for Regular / Hidden / Exhaustion layers independently - Exhaustion Threshold (σ): 1.0–4.0, default 1.75 - Min Bars Between Signals: anti-clustering cooldown (default 15) - Reaction Zones: optional, with ATR width, extend length, and max active cap - Label Size + Label Offset (ATR) for visual tuning - Info Panel: 5 positions, 4 text sizes, full hide toggle 🔹 **How to Use** - On the 4H timeframe, run the defaults on liquid instruments: BTCUSDT, ETHUSDT, SPX, ES, major FX pairs - Treat ★★★ signals as the highest-priority reads of the chart — these are statistical outliers - Treat ★★ signals as the normal tradeable population — the bulk of decision-making happens here - Treat ★ signals as background context — use them for bias confirmation, not as primary entries - Regular divergences are reversal warnings at structural highs/lows; they are most reliable when aligned with a key horizontal level or trendline - Hidden divergences are trend-continuation entries during pullbacks inside a confirmed trend - Exhaustion signals mark participation climaxes and often coincide with short-term reversals even when no classical pivot has formed yet - Check the Info Panel's Last Signal row for the most recent event type and its star rating without scanning the chart - Enable Reaction Zones when you want persistent S/R context from flow events; keep them off for minimal, label-only use - Consider combining with a structure tool from the AGPro Series (SFP, Breaker, Unicorn) for confluence 🔹 **Info Panel** The compact info panel on the chart surfaces seven live metrics: the current cumulative CVD value, the CVD trend classification (Up/Down/Flat based on price relative to its own EMA 21), the last signal's full name and star rating in color, the rolling divergence count over the last 200 bars (Bull / Bear), and the bar-age of the most recent bullish and bearish events. This gives a full situational snapshot without scrolling. 🔹 **Limitations & Transparency** - CVD from intrabar polarity is an approximation, not true tick-level order flow. Exchange-native buy/sell volume is only available through footprint data - On very high timeframes (Daily+), LTF breakdown may return partial data; Hybrid mode is recommended - Divergence signals appear only after both pivot legs are confirmed; the second pivot needs `pivotLen` bars of right-side confirmation, so signals print with that lag - Exhaustion requires at least 50 bars of CVD history for the standard-deviation baseline - Star ratings are statistical descriptors of signal strength relative to recent flow, not trade-quality guarantees - Past performance of any divergence pattern does not guarantee future results; this tool surfaces probabilistic context, not guaranteed reversals 🔹 **Risk Disclosure** This indicator is an analytical framework, not a trading system or financial advice. Signals are technical observations intended to support decision-making; they do not account for fundamentals, news, liquidity, or your risk tolerance. Always use proper position sizing, stop-loss placement, and risk management. Test the tool on historical data and in a simulated environment before deploying it on live capital. Trading carries risk of substantial loss.

Pine Script® indicator

Volume Strength Shift [MMT]Volume Strength Shift helps you see when buying or selling pressure is starting to take control. It breaks each candle’s volume into a bull side and a bear side, then highlights when one side begins to dominate. This indicator is built to make volume easier to read at a glance. Green areas show bullish strength, red areas show bearish strength, and the shift arrows point out when momentum is changing. The smoothed delta line, bull ratio line, and scaled CVD line give you extra confirmation without making the chart too complicated. TradingView’s own volume delta tools also focus on comparing buying and selling pressure to help traders judge sentiment and momentum. How to Use It Look for a bull shift when the indicator turns green and the bullish arrow appears. Look for a bear shift when the indicator turns red and the bearish arrow appears. Use the background tint to quickly see which side is in control. Use the CVD and bull ratio lines to confirm whether strength is building or fading. Best For Spotting momentum shifts early. Confirming entries on CBC or other momentum-based strategies. Filtering out weak or low-conviction moves. Understanding whether volume is supporting the current trend. What It Shows Histogram bars : volume strength by direction. Smoothed delta : the main trend of volume pressure. Bull ratio line : how much of volume is leaning bullish. Scaled CVD line : the running balance of buying vs. selling pressure. Shift arrows : when dominance changes from one side to the other. Simple Idea If price is moving up but the indicator is still red or neutral, the move may be weak. If price flips up and the indicator turns green at the same time, that gives you stronger confirmation that buyers are stepping in.

Pine Script® indicator

Institutional CVD Divergence [Eduardo T.]Most retail cvd indicators fail because they aggregate too much historical noise or bog down the rendering thread, I built this lightweight proxy for cumulative volume delta divergence to act as a baseline filter for structural shifts before deploying heavier raw tick parsing models. It simply decouples the bull/bear volume aggregation from the price action and flags real-time divergence anomalies directly on the chart, useful if you are trying to map institutional liquidity sweeps without freezing your platform during nfp or high volatility windows.

Pine Script® indicator

Quantum Liquidity Map - VP, VWAP & CVD Confluence [NikaQuant]Info: An overlay that combines three institutional order-flow methods — visible-range Volume Profile, session-anchored VWAP with standard-deviation bands, and Cumulative Volume Delta with divergence detection — into one coordinated tool for reading liquidity and order-flow conviction. ## Why This Combination Exists Each of the three methods answers a different question about price, and none of them can answer the others alone. Volume Profile answers "where has the market actually traded?" — it locates the price levels participants have defended with size. Anchored VWAP answers "how far is the current price from the session's true volume-weighted average?" — it measures stretch from fair value. CVD divergence answers "is this move real?" — it exposes when a new price high or low is being printed on weakening order-flow pressure. Used in isolation, each method produces false signals. A Value Area edge can be tagged without any participation. A VWAP band touch can continue for hours without mean-reverting. A CVD divergence can fire in a vacuum away from any structural level. The coordination is the entire point of this script: a Value Area edge touched while price is already two standard deviations stretched from VWAP, with a confirmed CVD divergence printing at the same bar — three independent systems agreeing — is a structurally different event than any one of them firing alone. The script exists to make that specific confluence visible in a single overlay without chart clutter or flipping between tools. ## How It Works Volume Profile — The visible range is split into horizontal price buckets. Each completed bar's volume is distributed into the bucket containing its midpoint. The highest-volume bucket becomes the Point of Control (POC). From the POC outward, buckets are added alternately above and below (whichever neighbour carries more volume) until a configurable percentage of total volume is captured — 70% by default, following the CBOT value-area method. The upper and lower boundaries of that expansion become Value Area High (VAH) and Value Area Low (VAL). A previous-session POC that current price has not yet revisited is drawn as a "naked POC" — an untested volume cluster that tends to act as a magnet. Anchored VWAP — The volume-weighted average price is calculated from scratch each time the anchor period resets (thirteen anchor options from one hour through yearly). Two standard-deviation bands are derived from the running variance of the weighted price distribution, with multipliers adjustable for both the inner and outer bands. Bands are deliberately suppressed for the first five bars of every new anchor period, because variance is mathematically unstable immediately after a reset and early spikes would be misleading. CVD Divergence — Cumulative Volume Delta is estimated per bar using the close-location-within-range method: a bar that closes near its high is interpreted as predominantly buy-driven, one that closes near its low as sell-driven, and the net difference is summed across the session. Structural swing highs and lows are detected with equal left and right confirmation windows, which prevents repainting because a pivot is only recognised once both sides are closed. A divergence is flagged only when three conditions are met: (1) price prints a new swing extreme relative to the previous one, (2) the CVD value at that swing fails to confirm the new extreme, and (3) the swing itself exceeds 1.5 times the 14-bar Average True Range. The ATR gate is the key noise filter — it throws out minor pivots that would otherwise generate meaningless divergences during tight consolidations. ## How To Use It - Start with the profile: locate POC, VAH, and VAL. These are the decision levels. - Check the VWAP band zone (shown live in the dashboard). Inside ±1 standard deviation of VWAP, price is near fair value. Beyond ±2 standard deviations, it is statistically stretched and mean-reversion odds improve. - Look for confluence at profile levels. A rejection candle at VAH while price is also outside the +2 standard deviation band on VWAP and a bearish CVD divergence has just fired is the highest-probability setup the indicator produces. The inverse applies at VAL. - A naked POC tag accompanied by CVD trending in the same direction as the test is more likely to hold than one where CVD disagrees. - Recommended timeframes: 5-minute through 4-hour for intraday; 1-hour through daily for swing. The VWAP anchor period should match the trading horizon — Session for intraday, Weekly or Monthly for swing. - Recommended markets: liquid futures, major FX pairs, large-cap equities, and liquid crypto perpetuals — any market where per-bar volume is meaningful enough for the close-location-within-range buy/sell estimate to be informative. - Avoid using on illiquid symbols where volume is sparse or spiky, and on non-standard chart types (Heikin Ashi, Renko, Kagi, Point & Figure, Range) — they distort both the profile inputs and the CVD calculation. ## Settings - Profile Rows (default 60): number of horizontal buckets. Higher values give finer resolution at the cost of more noise per bucket. - Value Area % (default 0.70): volume percentage that defines the value area, following the CBOT convention. - Lookback Bars (default 48): how many completed bars of history feed the profile. - Show Naked POC (default on): draws previous-session POCs that current price has not yet revisited. - Profile Width (default 0.30): horizontal footprint of the heatmap as a fraction of the lookback window. - CVD Pivot Lookback (default 5): bars required on each side to confirm a swing. Higher values produce fewer but stronger divergence signals. - VWAP Period (default Session): anchor period from one hour through yearly. - Inner SD Multiplier (default 1.0) and Outer SD Multiplier (default 2.0): standard-deviation band widths. - Dashboard position, size, and dark-mode toggle: cosmetic only. ## Alerts Four alert conditions are included, each with a JSON payload suitable for webhook routing: - Price touches POC (within half an ATR) - Price enters the VAH zone - Price enters the VAL zone - CVD divergence detected (bullish or bearish) ## Notes - Non-repainting. Divergence signals fire only on confirmed (closed) bars and require both-sided pivot confirmation. The profile, VWAP and CVD values use historical bar data only, with no lookahead. - The CVD estimate is range-based (close-location-within-range), not tick-based. On very short timeframes, where a single bar can contain many aggressive sweeps, this is an approximation of true order flow — it correlates well with tick CVD on liquid instruments but is not a substitute for it on sub-minute scalping. - Overlay indicator, pinned to the right scale. Pine Script v6. ───────────────────────────────────────── ════════════════════════

Pine Script® indicator

Updated

Alien The Bayesian Follower [by Oberlunar] Alien The Bayesian Follower 👁⭐ — Bayesian Gating Filter by Oberlunar Alien The Bayesian Follower by Oberlunar is a permission layer for execution engines. At its core sits a conjugate Bayesian update that continuously revises the expected edge of each trading cell as live evidence accumulates, and automatically disables cells whose edge has decayed. Empirically, for most of the time, when a long/short gate is active, the price goes in the opposite direction or straight in the trend. Use it at 30 m, with lower TF at 15 m and trade on pullbacks. The state space is built by crossing three fixed methodologies: a 5-class daily Regime Classifier built on Kaufman Efficiency Ratio, lag-1 autocorrelation of returns, and ATR ratio; a Dragon momentum composite aggregating EMA, RSI, MACD, and TRIX into 5 buckets; and a Pulsar flow composite aggregating OBV, CVD, and price-vs-flow divergences into 5 buckets. The full 5×5 Dragon × Pulsar grid is evaluated only inside the MIXED regime, where four specific bucket combinations carry a statistically significant edge after Bonferroni correction across all 25 cells. The four surviving cells correspond to two long setups and two short setups. The strongest long edge sits at the intersection of strong bullish momentum and still-neutral flow — the pre-alignment phase where price has turned but order flow hasn't fully confirmed. Full alignment between momentum and flow tends to mark exhaustion. The same asymmetry holds in reverse for the short cells. Each surviving cell carries a Normal prior representing its expected edge and the uncertainty around it. The Bayesian engine is the heart of the indicator: as the script runs, every walk-forward observation matching a cell updates that cell's prior through a conjugate Normal-Normal step, producing a posterior that shrinks prior and live evidence together via precision weighting. When live samples are few, the posterior stays close to the prior, and the cell relies on its original estimate. When live samples accumulate, the posterior tracks reality and the original prior fades. Each cell is then assigned a status based on its posterior credible interval. **BORN** means not enough live data yet. **OK** means the credible interval excludes zero with the expected sign and the magnitude remains close to the prior. **DRIFT** means the sign is still correct, but the edge has weakened substantially. **DEAD** means the credible interval includes zero, or the sign has inverted — the cell has lost its edge and is automatically blocked from firing. This is the core defensive feature: strategies decay, and when one of the four cells decays, the Bayesian engine stops trusting it without any manual intervention. Alerts in strict mode restrict firing to primary cells only (±2). Permissive mode allows secondary cells (±1) as well. The dashboard shows the live state of all four cells side by side: prior, posterior with credible interval, sample count, and status. Everything else — the cyberpunk palette, the segmented trend wedges in stay-out zones, the optional alien mascot rotating to follow the local trend — is visual feedback layered on top of the same Bayesian rule. Enjoy, By Oberlunar 👁⭐

Pine Script® indicator

by oberlunar_tr

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.tradingview.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 TradingView as always!

Pine Script® indicator

Updated

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 TradingView!

Pine Script® indicator

Institutional Footprint Divergence Engine 🔹 Introduction This indicator, the Institutional Footprint Divergence Engine, attempts to identify moments where price action and genuine order flow diverge — a condition that historically precedes reversals driven by smart money absorption and distribution. The core idea is this: if price makes a new swing high but the underlying buy-sell delta is contracting, the market is printing a higher high on less aggressive buying pressure, suggesting the move is being distributed into rather than genuinely accumulated. The inverse is equally meaningful at lows. Unlike traditional divergence indicators that use derivative oscillators like RSI or MACD as the proxy for momentum, this script uses volume delta — the direct arithmetic difference between buying and selling volume at the bar level — sourced natively from TradingView's newly released request.footprint() function where a Premium or Ultimate subscription is active. On standard charts, the indicator falls back to a tick-estimated delta approximation. The distinction matters, and I'll cover precisely why throughout this description. Every detected divergence is assigned a composite quality score from 0 to 100, computed across five weighted dimensions that assess the structural strength, volume context, cumulative delta alignment, and volatility regime at the moment of detection. Only divergences that clear a user-defined score threshold are displayed — filtering the noise that plagues most divergence tools. 🔹 The Premise — Why Delta Divergence Reveals Institutional Behavior 🔸 What volume delta actually measures Every transaction in a liquid market has a buyer and a seller. Volume delta measures the net directional aggression of those transactions: it is the sum of volume that traded at the ask (aggressive buying) minus the volume that traded at the bid (aggressive selling) within a single bar. A positive delta bar means buyers were more aggressive. A negative delta bar means sellers were more aggressive. This is categorically different from price direction. A bar can close higher while posting a negative delta — meaning price moved up, but sellers were the more aggressive counterparty throughout the move. This is the fingerprint of absorption: a large participant or group of participants quietly selling into rising price, absorbing aggressive buy orders without allowing the market to fall. They want retail to push price higher. They're using that momentum as liquidity to distribute their position. Delta divergence is the systematic detection of this condition across swing structures. 🔸 The mechanics of absorption at swing highs Assume price has been in an uptrend and just made a swing high at $4,200 with a delta of +850 contracts — strong buyer aggression confirming the high. Price retraces, then pushes up again to $4,215, printing a higher high. But this time, the delta is only +210. Price went higher. The aggressive buying volume did not. What does this tell you? The move to $4,215 required proportionally far less buyer aggression than the move to $4,200. Two possibilities explain this: either sellers are absorbing the buying (distribution), or organic buying interest is fading and the move is increasingly resting on passive limit sell orders being consumed by declining buy-side momentum. Either way, the structural message is identical — the higher high is not supported by the order flow that created it, and the probability of continuation has deteriorated meaningfully. This is the ICT and Smart Money Concepts concept of distribution rendered in order flow terms rather than price structure terms alone. 🔸 The symmetric argument at swing lows At swing lows, the bullish divergence condition is: price makes a lower low, but the negative delta at that low is less negative than the prior swing low. Less aggressive selling at a lower price. This is absorption at the demand side — large buyers accumulating into weakness, absorbing retail sell orders without allowing price to collapse further. The lower low prints because they let it — they need the price to be there to fill their orders. But the delta tells you that sellers were unable to drive the same aggression they managed at the prior low. Harris (2003), in his foundational text on market microstructure, describes this phenomenon as informed traders systematically positioning against the uninformed flow — using the uninformed participants' aggression as liquidity. Cont, Stoikov & Talreja (2010), in their research on limit order book dynamics, demonstrate empirically that large passive participants consistently exploit periods of high aggressive flow imbalance to establish positions at favorable prices. Delta divergence is not a leading indicator in the traditional sense. It is a coincident indicator of order flow context that becomes meaningful when paired with a confirmed swing structure. 🔸 Why native footprint data changes the calculus Prior to January 2026, Pine Script had no access to true intrabar volume distribution. Every "delta" calculation in TradingView scripts was an estimate — typically assigning the bar's total volume directionally based on close position within the bar's range, or using up/down tick counting approximations. These methods are reasonable proxies but they introduce systematic errors: a bar that closes at its midpoint with heavy two-way activity looks identical to a quiet, directionless bar. TradingView's request.footprint() function changes this entirely. It exposes the actual buy and sell volume recorded at each price level (row) within the bar — the genuine transaction-level data that footprint chart platforms like Sierra Chart and Bookmap have historically required separate subscriptions and data feeds to access. The delta returned by fp.delta() is not an estimate. It is the arithmetic difference between actual ask-side and bid-side transactions aggregated across the bar. This is the first time this data has been natively programmable in Pine Script, and IFDE is built specifically around it. 🔹 How It Works 🔸 Footprint Data and the Delta Fallback On a Premium or Ultimate TradingView account with a compatible symbol, request.footprint() returns a footprint object for each bar. IFDE calls fp.buy_volume() and fp.sell_volume() to get true directional volume, and fp.delta() for the bar's net delta. It also iterates every price row via fp.rows() and evaluates row.has_buy_imbalance() and row.has_sell_imbalance() — flagging bars where a disproportionate volume cluster exists at a specific price level, which often marks the precise price where institutional absorption occurred. When footprint data is unavailable (standard account or non-supported symbol), the indicator falls back to a tick-estimated delta: up-close bars assign 100% of volume to the buy side; down-close bars assign 100% to the sell side; inside bars distribute proportionally based on close position within the range. This fallback is clearly flagged in the status label as ⚠️ ESTIMATED. The divergence logic functions identically in both modes — only the precision of the underlying delta changes. The Ticks Per Footprint Row input controls the price granularity of the footprint: smaller values create more rows with finer resolution, larger values consolidate into fewer, broader rows. For index futures like ES and NQ, 4–10 ticks per row is typically appropriate. For crypto, you may need to experiment depending on the instrument's tick size. 🔸 Swing Pivot Detection The indicator uses Pine's native ta.pivothigh() and ta.pivotlow() functions to identify confirmed swing highs and lows. The Swing Pivot Length input defines the lookback and lookahead symmetry of the pivot — a value of 10 means a bar must be the highest high within 10 bars on both sides to qualify as a pivot. Higher values find more significant structural swings but introduce more lag. Lower values are more responsive but noisier. Critically, delta is sampled at the confirmed pivot bar using ta.valuewhen() — not at the current bar. This eliminates the most common repainting failure mode in divergence indicators: using the current bar's momentum reading to classify a past pivot. The delta value associated with each pivot is locked in the moment the pivot is confirmed. 🔸 Divergence Logic Each time a new pivot high is confirmed, IFDE compares it against the previous confirmed pivot high. If the current price is higher but the current delta is lower, a bearish divergence is registered. The same comparison runs at pivot lows for bullish divergence, where current price lower and current delta less negative triggers the signal. The Divergence Lookback setting controls the maximum bar distance between the two pivots being compared. Setting this too wide increases the chance of detecting structurally irrelevant comparisons — swings separated by 150 bars on a 5-minute chart may have no meaningful relationship. Setting it too tight misses legitimate multi-leg divergences. 40–60 bars is a reasonable starting point for most timeframes. 🔸 The ML Quality Score (0–100) This is the engine's core differentiating feature. Every detected divergence is not displayed by default — it must first pass a composite quality score threshold. The score is calculated across five weighted dimensions: Delta Magnitude is the most heavily weighted dimension by default (30%). It measures how extreme the opposing delta pressure is, normalised against the rolling maximum delta magnitude over the lookback window. A divergence where the delta is merely slightly less positive scores lower than one where the delta has completely reversed sign. Volume Confirmation (25%) assesses whether total bar volume at the divergence pivot is above the 14-bar average. Low-volume divergences are structurally weaker — the absorption signal requires meaningful participation to be credible. CVD Alignment (20%) checks whether the Cumulative Volume Delta — the running sum of all bar-level deltas, mean-reverted against its own moving average — is trending in the direction that supports the divergence. A bullish divergence at a price low carries far more weight when CVD has been quietly rising even as price made new lows. Price Structure (15%) scores the magnitude of the price swing itself, relative to the current ATR. A divergence across a 0.5 ATR swing scores lower than one across a 2.5 ATR swing. Trivially small swings produce trivially meaningful divergence signals. Regime Bonus (10%) applies a bonus or penalty based on the current volatility regime, described in detail below. The weights are fully user-configurable in the 🤖 ML Score Weights input group. Shifting weight toward CVD Alignment, for example, will make the score more conservative and context-dependent. Shifting weight toward Delta Magnitude makes it more responsive to extreme single-bar order flow events. The scores are normalised internally so they always sum to 100 regardless of how you distribute the weights. Only divergences scoring above the Min Quality Score threshold are displayed. The default of 55 is intentionally permissive to begin with. As you develop familiarity with the indicator on your instrument and timeframe, raising this to 65 or 70 will progressively filter toward only the highest-conviction setups. 🔸 Adaptive Regime Detection The indicator compares the current 14-period ATR against its own simple moving average over the Regime Detection Period to classify the current volatility environment into three states: HIGH VOLATILITY, NORMAL, and LOW VOLATILITY. In high volatility regimes, the score threshold is automatically scaled up by 20% — making it harder for a divergence to pass. This is because high-volatility environments produce frequent large delta swings that generate divergence signals with greater frequency but lower predictive value. The regime is tightening the filter precisely when noise is highest. In low volatility regimes, the threshold is scaled down by 15%. Quiet, low-volatility markets are where institutional accumulation and distribution most commonly occurs under the radar — smaller delta contrasts carry more informational weight when total market activity is compressed. The current regime and adjusted score floor are displayed in the status label in the top-left corner of the pane. A subtle background colour (green tint for low vol, red tint for high vol) is painted on the price chart to give continuous regime context at a glance. 🔸 The Pane Display The indicator runs in its own pane below the price chart, containing three visual elements: The delta histogram plots the smoothed EMA of bar-level delta as coloured columns — cyan for positive (net buying) and red for negative (net selling). The colour intensity scales with the magnitude of the delta relative to the recent maximum, so visually dominant bars correspond to the highest-conviction order flow readings. The CVD deviation line in yellow shows the cumulative volume delta minus its moving average baseline. This is more useful than raw CVD for divergence context because it removes the secular trend in cumulative flow and focuses on relative shifts — making it easy to spot when CVD is rising or falling against price. The zero line serves as the delta neutrality reference. Bars crossing from negative to positive delta, or vice versa, in the context of a divergence signal are particularly significant. On the price chart, divergence lines connect the two pivot points being compared, with opacity scaling to score strength — higher-scoring divergences are rendered more vividly. Labels mark each divergence with its star rating (★ for score 55–69, ★★ for 70–84, ★★★ for 85–100) and the actual score value, along with whether live footprint data or tick estimation is in use. 🔹 Settings Reference Swing Pivot Length — Controls pivot sensitivity. Lower = more signals, higher = more structural significance. Recommended: 8–15. Divergence Lookback — Maximum bars between the two pivots being compared. Recommended: 30–75. Min Quality Score — Score threshold below which divergences are hidden. Start at 55, tune upward as you calibrate to your instrument. Ticks Per Footprint Row — Footprint granularity. Only relevant with live FP data. Tighter rows = more precision, more computation. Delta Smoothing Period — EMA period applied to raw delta before divergence comparison. Smoothing reduces false triggers from single noisy bars. Recommended: 2–5. CVD Baseline Length — Period of the SMA used to mean-revert the cumulative delta. Shorter = more responsive CVD; longer = smoother trend. Alert Min Score — Score threshold for alert conditions. Set higher than the display threshold if you want alerts only for the strongest signals. 🔹 Closing Remarks Delta divergence is one of the few conditions in technical analysis that has a genuinely defensible mechanical explanation rooted in market microstructure — it is not a pattern-matching heuristic but a direct observation of the imbalance between aggressive buying and selling pressure across a swing structure. The availability of native footprint data in Pine Script for the first time makes it possible to build this kind of tool without the estimations and approximations that have historically compromised order flow analysis within TradingView. That said, this indicator is a probabilistic model, not a signal generator. A score of 90 does not mean the trade works. It means the order flow context at that divergence was unusually well-structured relative to the five dimensions measured. Markets can and do continue trending through well-formed divergences, particularly in strongly trending regimes where institutional participants are not distributing but rather re-accumulating on every pullback. The most effective use of IFDE is as a confluence filter — a condition that must be present alongside your existing structural, session, or macro framework before you engage a level. A bearish divergence at a weekly resistance level, in a high-volatility regime, scoring 82, with live footprint data showing 7 sell imbalance clusters, is a meaningfully different proposition than a 56-scoring divergence on estimated delta at a randomly selected intraday high. Use the score. Respect the regime. Verify the data source. The rest is your edge. 🔹 References Market Microstructure & Order Flow Harris, L. (2003). Trading and Exchanges: Market Microstructure for Practitioners. Oxford University Press. Cont, R., Stoikov, S., & Talreja, R. (2010). A stochastic model for order book dynamics. Operations Research, 58(3), 549–563. Volume and Delta Analysis Easley, D., & O'Hara, M. (1992). Time and the process of security price adjustment. Journal of Finance, 47(2), 577–605. Easley, D., Hvidkjaer, S., & O'Hara, M. (2002). Is information risk a determinant of asset returns? Journal of Finance, 57(5), 2185–2221. Institutional Order Flow & Smart Money Chordia, T., Roll, R., & Subrahmanyam, A. (2002). Order imbalance, liquidity, and market returns. Journal of Financial Economics, 65(1), 111–130. Grinblatt, M., & Keloharju, M. (2000). The investment behavior and performance of various investor types. Journal of Financial Economics, 55(1), 43–67.

Pine Script® indicator

by Resonant_Trader

AlphaSpark Delta CVD Flow The Entry Logic: :arrow_up_small: AlphaSpark Delta CVD Flow This goes on your bottom pane. I took a standard Cumulative Volume Delta (CVD) moving average concept and kind of supercharged it. Pure Breakouts Only: It only prints a signal when the CVD line aggressively breaks out of all four moving averages. The DeltaFlow Exhaustion Filter (My own take on it): This is the custom piece I built into the engine. During the NY Open, institutions love to print massive fakeout candles (Liquidity Sweeps). Standard CVD bots will tell you to "Buy" right at the absolute top of that sweep. This indicator reads a custom Money Flow Index (DeltaFlow from the old "AlphaSpark DeltaShift") in the background. It will block the long signal if the market is already overbought, and block the short if it's oversold. As a result, it will spam you a lot less. One Long followed by one Short and vice-versa.

Pine Script® indicator

Updated

TickCharts [crlmx]Volume-based candlestick chart - each candle represents a fixed dollar volume, rather than a time interval. A configurable bar statistics table shows delta, CVD, and volume breakdowns per candle. Reveals market participation pace, institutional activity, and regime shifts through candle formation speed. Key Features Dollar volume threshold candles (default $1M) Tick-accurate volume via TradingView footprint API (Premium or above) Bar statistics table with 6 configurable rows below candles 9 data types per row: Time, Volume, Delta, Buy, Sell, Delta %, Buy %, Sell %, Session CVD Volume progress label showing dollar amount, threshold and percentage on the live candle Streamlined input / UI brought to you by crlmx Trading Applications Volume candles compress during consolidation and expand during breakouts Fast candle succession signals high participation; slow formation signals stalling CVD tracks cumulative order flow direction across the visible range Delta and CVD rows show buyer/seller dominance per candle Recommended settings: Crypto (BTC/ETH): Candle Volume: $5M-$10M Index Futures (ES/NQ): Candle Volume: $1M-$2M Commodities (Gold): Candle Volume: $500K-$1M Version History v0.42 (Latest - 07 Mar 2026) Updated LTF Volume calculation to Footprint API Added Bar statistics table with 6 configurable rows and 9 data types Added row customisation

Pine Script® indicator

Updated

CVD Divergence & Absorption [UAlgo]CVD Divergence & Absorption is a dual context indicator that combines a cumulative volume delta (CVD) oscillator with price pivot structure to detect three important signal classes: Regular Divergence, Hidden Divergence, and Absorption. The script is designed to help traders compare price movement against directional volume participation and identify moments where price and CVD disagree, or where price stalls at similar levels while CVD continues to expand or contract. The indicator runs in a separate pane ( overlay=false ) and plots a continuous CVD line, while signal labels and price side connecting lines are projected onto the main chart using force_overlay=true . This gives a clean workflow where you can monitor the CVD series in its own panel and still see exact divergence locations directly on price. A key strength of this script is its lower timeframe volume decomposition. Instead of assigning the full chart bar volume to a single direction, it samples lower timeframe candles through request.security_lower_tf() , classifies each sub candle as up volume or down volume based on its close versus open, and aggregates the result into a bar level delta. That delta is then accumulated into the running CVD value. This approach is practical, efficient, and more granular than a simple chart timeframe approximation. The script also includes quality controls for signal validation: Pivot based comparisons for both price and CVD Minimum and maximum bar distance filters between pivot comparisons Equal price tolerance for absorption detection A line of sight filter that rejects visually obstructed divergences where intervening candles violate the connecting path The result is a professional divergence framework focused on cleaner, more interpretable signals rather than high frequency marking of every pivot mismatch. Educational tool only. Not financial advice. 🔹 Features 🔸 1) Lower Timeframe CVD Construction (LTF Volume Decomposition) The script builds CVD using lower timeframe candles selected by the user through the Lower Timeframe (LTF) input. For each chart bar, it retrieves arrays of lower timeframe open, close, and volume values and computes a signed delta: Up LTF candle (close > open) adds volume Down LTF candle (close < open) subtracts volume Neutral LTF candle contributes zero This produces a more refined bar delta than a single bar directional assumption and makes the CVD line more responsive to intrabar rotation. 🔸 2) Pivot Based Signal Engine for Price and CVD Signal generation is anchored to confirmed price pivots using user defined left and right pivot bars. A signal candidate is considered only when: A price pivot high/low is confirmed by ta.pivothigh or ta.pivotlow The CVD value at that pivot location also behaves like a local high/low (simple local extremum check) This means the script does not compare arbitrary points. It compares structurally meaningful swing locations. 🔸 3) Regular Divergence Detection (Bullish and Bearish) The indicator supports classic regular divergence logic: Bullish Regular Divergence: price makes a lower low while CVD makes a higher low Bearish Regular Divergence: price makes a higher high while CVD makes a lower high These signals can indicate weakening trend continuation pressure and potential reversal behavior, depending on context. 🔸 4) Hidden Divergence Detection (Bullish and Bearish) The script also detects hidden divergence, which many traders use as continuation style confirmation: Bullish Hidden Divergence: price makes a higher low while CVD makes a lower low Bearish Hidden Divergence: price makes a lower high while CVD makes a higher high Hidden divergence is optional and can be toggled independently from regular divergence. 🔸 5) Absorption Detection with Equal Price Tolerance Absorption logic is included to capture situations where price prints near equal pivots, but CVD continues moving in a direction that suggests aggressive participation is being absorbed at the level: Bearish Absorption (at highs): price is approximately equal high, but CVD is higher Bullish Absorption (at lows): price is approximately equal low, but CVD is lower The Equal Price Tolerance % input allows the script to treat two pivots as "equal" within a configurable percentage band. This makes absorption detection adaptable across instruments with different volatility profiles. 🔸 6) Minimum / Maximum Pivot Distance Filters To avoid weak or overly stale comparisons, the script enforces: A minimum number of bars between pivots A maximum lookback distance for valid pivot pairing This helps reduce noisy signals from pivots that are too close together and prevents pairing pivots that are too far apart to be contextually useful. 🔸 7) Line of Sight Validation (Signal Quality Filter) Before accepting a pivot comparison, the script checks whether the straight line connecting the two price pivots is "clear" from intervening candle violations: For bearish (high based) comparisons, intervening highs must not cross above the connecting line For bullish (low based) comparisons, intervening lows must not cross below the connecting line This is a strong visual integrity filter. It avoids many cluttered or ambiguous divergence lines that would look invalid once drawn on the chart. 🔸 8) Dual Visualization on Price and CVD When a signal is detected, the script draws: A label on price ("Reg", "Hid", or "Abs") A line connecting the two relevant price pivots on the main chart A line connecting the corresponding CVD pivot values in the CVD pane Line styles are used to distinguish signal types: Solid for Regular Divergence Dashed for Hidden Divergence Dotted for Absorption This synchronized plotting makes it easy to verify the signal logic visually. 🔸 9) Conflict Handling for Cleaner Labels Absorption labels are intentionally suppressed when a Hidden Divergence signal is already active on the same side in the same event block: bullAbs and not bullHidDiv bearAbs and not bearHidDiv This prevents duplicate labels on the same pivot and improves chart readability. 🔸 10) Lightweight Pivot Memory Management The script stores historical pivot comparison points in separate arrays for highs and lows and caps them using a helper method ( maxSize = 15 ). This keeps the logic efficient while preserving enough recent history for valid comparisons. 🔹 Calculations 1) Lower Timeframe Delta Aggregation The script retrieves lower timeframe OHLCV arrays and computes bar delta by summing signed volume from each LTF candle: array ltf_open = request.security_lower_tf(syminfo.tickerid, i_ltf, open) array ltf_close = request.security_lower_tf(syminfo.tickerid, i_ltf, close) array ltf_volume = request.security_lower_tf(syminfo.tickerid, i_ltf, volume) if ltf_c > ltf_o totalDelta += ltf_v else if ltf_c < ltf_o totalDelta -= ltf_v Interpretation: The script uses candle direction as a proxy for buying/selling pressure inside each chart bar. This is an estimated delta model based on candle body direction, not true bid/ask tape delta. 2) CVD Accumulation Bar delta is added into a running cumulative value stored inside a custom tracker object: method update_cvd(CVD_Tracker this, float delta) => this.currentCVD += delta this.currentCVD The tracker persists across bars using: var CVD_Tracker tracker = CVD_Tracker.new(0.0, array.new(), array.new()) This design keeps both the CVD value and pivot histories in one structured container. 3) Price Pivot Detection Price pivots are confirmed using standard left/right pivot logic: float ph = ta.pivothigh(high, i_left, i_right) float pl = ta.pivotlow(low, i_left, i_right) Because pivot confirmation occurs after i_right bars, signal labels and lines are placed at: bar_index - i_right This aligns the plotted signal with the actual pivot bar, not the confirmation bar. 4) CVD Pivot Confirmation at the Same Pivot Location The script requires CVD to form a local extremum at the price pivot location using a simple 3-point comparison around currentCVD : bool cvdIsPh = currentCVD > currentCVD and currentCVD > currentCVD bool cvdIsPl = currentCVD < currentCVD and currentCVD < currentCVD Then: bool isPh = not na(ph) and cvdIsPh bool isPl = not na(pl) and cvdIsPl This ensures price and CVD are compared on synchronized pivot events rather than unrelated timestamps. 5) Pivot Pair Selection with Distance Constraints When a new pivot is confirmed, the script scans prior pivots of the same type (highs with highs, lows with lows) and applies: i_min_bars as the minimum spacing i_max_bars as the maximum valid distance if barsBetween < minBars continue if barsBetween > maxBars break This keeps comparisons within a user defined structural window. 6) Line of Sight Filter (Price Geometry Validation) Before checking divergence conditions, the script verifies that the connecting price line is not invalidated by intervening candles. For highs: if barsBack >= 0 and high >= lineY clear := false For lows: if barsBack >= 0 and low <= lineY clear := false Interpretation: Bearish comparisons require a clean descending/ascending line between highs without intermediate highs breaking above it. Bullish comparisons require a clean line between lows without intermediate lows breaking below it. This is one of the script’s strongest anti-noise mechanisms. 7) Equal Price Tolerance for Absorption The script calculates percentage difference between pivot prices and treats them as equal if the difference is within the tolerance: float priceDiffPct = math.abs(newPivot.priceVal - histPivot.priceVal) / histPivot.priceVal * 100 bool isEqual = priceDiffPct <= eqTol This enables absorption logic to work with approximate equal highs/lows instead of requiring perfect price matches, which are rare in live markets. 8) Bearish Signal Logic (Regular, Hidden, Absorption) For pivot highs, the script compares a new pivot high against a historical pivot high after passing distance and line of sight checks. Bearish Regular Divergence newPivot.priceVal > histPivot.priceVal and not isEqual and newPivot.cvdVal < histPivot.cvdVal Meaning: Price makes a higher high CVD makes a lower high Bearish Hidden Divergence newPivot.priceVal < histPivot.priceVal and not isEqual and newPivot.cvdVal > histPivot.cvdVal Meaning: Price makes a lower high CVD makes a higher high Bearish Absorption isEqual and newPivot.cvdVal > histPivot.cvdVal Meaning: Price prints an approximately equal high CVD pushes higher, suggesting buying effort is absorbed near the same price zone 9) Bullish Signal Logic (Regular, Hidden, Absorption) For pivot lows, the script compares a new pivot low against a historical pivot low after passing distance and line of sight checks. Bullish Regular Divergence newPivot.priceVal < histPivot.priceVal and not isEqual and newPivot.cvdVal > histPivot.cvdVal Meaning: Price makes a lower low CVD makes a higher low Bullish Hidden Divergence newPivot.priceVal > histPivot.priceVal and not isEqual and newPivot.cvdVal < histPivot.cvdVal Meaning: Price makes a higher low CVD makes a lower low Bullish Absorption isEqual and newPivot.cvdVal < histPivot.cvdVal Meaning: Price prints an approximately equal low CVD pushes lower, suggesting selling effort is absorbed near the same price zone 10) Signal Plotting and Visual Encoding When a condition is confirmed, the script plots both price side and CVD side lines between the historical pivot and the new pivot, plus a compact label at the new pivot location. Examples: label.new(bar_index - i_right, low , text="Reg", ...) line.new(bullLastPivot.loc, bullLastPivot.priceVal, bullNewPivot.loc, bullNewPivot.priceVal, ..., force_overlay=true) line.new(bullLastPivot.loc, bullLastPivot.cvdVal, bullNewPivot.loc, bullNewPivot.cvdVal, ..., force_overlay=false) Style mapping: line.style_solid for Regular Divergence line.style_dashed for Hidden Divergence line.style_dotted for Absorption 11) Pivot History Storage and Capacity Control Each confirmed pivot is stored in a side specific array (highs or lows) using a helper method: method add_pivot(array this, Pivot p, int maxSize = 15) => this.push(p) if this.size() > maxSize this.shift() This preserves recent structural history for future comparisons while keeping memory usage controlled.

Pine Script® indicator

CVD Z-Score [SolQuant]The CVD Z-Score indicator measures cumulative buying versus selling pressure, normalized as a statistical z-score, to detect volume-price divergences and accumulation/distribution phases. It displays a smoothed oscillator that highlights when volume delta reaches statistical extremes, identifies effort-versus-result efficiency, and flags potential spot accumulation setups where rising CVD coincides with flat price action and declining open interest. █ USAGE Reading the Z-Score Oscillator The main line oscillates around zero. Positive values indicate net buying pressure is above its recent average; negative values indicate net selling pressure. The line is colored blue when bullish and pink when bearish. The further the line moves from zero, the more statistically significant the current volume delta is relative to its recent history. A gradient fill extends from the zero line to the oscillator, making momentum direction and strength immediately visible. The neutral zone between +1.0 and -1.0 represents normal statistical variation. Values beyond ±1.0 indicate increasingly meaningful directional pressure. Values beyond ±2.0 are statistically extreme. Climax Zone Warnings When the Z-Score first crosses above +2.0 or below -2.0, a diamond marker appears on the oscillator. These climax entries indicate that buying or selling pressure has reached a statistical extreme — a condition that often precedes exhaustion or reversal. While the Z-Score remains in the extreme zone, a subtle background highlight persists as a visual reminder that conditions are overextended. Diamonds mark only the first bar entering the extreme zone, not every bar within it. This keeps the chart clean while still flagging the transition into climax territory. Spot Accumulation Signals Blue circle markers appear at the bottom of the oscillator when three conditions align simultaneously: 1 — The CVD Z-Score is positive and rising (buying pressure increasing) 2 — Price action is flat (range is contained within 1.5x ATR) 3 — Open Interest is declining (futures positions are unwinding) This combination suggests that buying is occurring in the spot market while futures traders are reducing exposure — a pattern often associated with accumulation phases before a move higher. Dashboard An optional dashboard displays three real-time metrics: • Z-Score: Current value with trend arrow and extreme zone highlighting. Green background at extreme overbought, red at extreme oversold. • Efficiency: Shows whether the current market is in a "Breakout" state (price responding to volume), "Churn" state (volume active but price stalling), or "Balanced." • Phase: Displays the current signal state — "Accumulation" when spot accumulation conditions are met, "Climax" when the Z-Score is in an extreme zone, or "Neutral." █ DETAILS CVD Calculation Cumulative Volume Delta is built bar-by-bar. Bullish bars (close > open) add their full volume to the running total. Bearish bars (close < open) subtract their full volume. Doji bars (close = open) contribute zero. The resulting cumulative line tracks the net balance of buying versus selling pressure over time. Z-Score Normalization The raw CVD value is normalized into a z-score by subtracting its Simple Moving Average and dividing by its Standard Deviation, both calculated over the configurable lookback period (default: 20). This transforms the CVD into a standardized measure of how far current buying/selling pressure deviates from its recent norm. An EMA of the configurable smoothing length (default: 5) is applied to reduce noise while preserving responsiveness. Efficiency Analysis (Effort vs Result) The efficiency metric compares price movement to CVD movement over the last 5 bars. The ratio is calculated as the absolute price change divided by the absolute CVD change, scaled for readability. High efficiency (above 5) indicates a "Breakout" — price is moving significantly relative to volume delta, suggesting genuine directional commitment. Low efficiency (below 0.5) indicates "Churn" — volume delta is active but price is not responding, which may signal absorption, distribution, or range-bound conditions. Open Interest Integration Open Interest data is fetched from a configurable ticker (default: BINANCE:BTCUSDT.P_OI). The change in OI is used exclusively for spot accumulation signal detection. Declining OI combined with rising CVD and flat price suggests that buying pressure is coming from the spot market rather than leveraged futures positions. █ SETTINGS Z-Score Settings • Z-Score Lookback Period: SMA and Standard Deviation period for z-score normalization (default: 20). Higher values produce a smoother baseline but slower response to regime changes. • Smoothing Length (EMA): EMA period applied to the raw z-score (default: 5). Higher values reduce noise; lower values increase sensitivity. Data Source • OI Ticker: Symbol for Open Interest data used in spot accumulation detection (default: BINANCE:BTCUSDT.P_OI). Change this to match the asset being analyzed. Signals • Show Spot Accumulation Signals: Toggle blue circle markers when CVD is rising with flat price and declining OI. • Show Climax Zone Warnings: Toggle diamond markers and background highlights at extreme z-score levels (±2.0). Dashboard • Show Dashboard: Toggle the multi-metric information panel. • Dashboard Position: Place the dashboard at any of seven screen positions. • Dashboard Size: Choose between Tiny, Small, or Medium text sizes. This indicator measures statistical extremes in volume delta and does not predict price direction. Accumulation signals identify a specific volume-price-OI pattern that does not guarantee a subsequent move. Climax events indicate statistical extremes that may not result in reversals. It does not constitute financial advice. Past performance does not guarantee future results.

Pine Script® indicator

BTC Spot CVD (Daily Reset) - Multi Exchange This indicator plots intraday Cumulative Volume Delta (CVD) for BTC spot markets across multiple major exchanges in a single pane, allowing quick comparison of relative buying/selling pressure throughout the day. Exchanges / Pairs included COINBASE:BTCUSD OKX:BTCUSDT BINANCE:BTCUSDT BITFINEX:BTCUSD KUCOIN:BTCUSDT KRAKEN:BTCUSD BYBIT:BTCUSDT Each exchange is drawn as its own colored CVD line, and the right edge shows a live label with full symbol name + current CVD value. How CVD is calculated (important) TradingView spot feeds generally do not provide true aggressor-side trade data (buy vs sell). This script uses a tick-rule estimate based on bar-to-bar price change: If close > close → bar volume is treated as buying (+) If close < close → bar volume is treated as selling (−) If unchanged → 0 That signed volume is accumulated over time to form CVD. Intraday reset CVD resets at the start of each new trading day (based on the symbol’s daily session/day boundary on TradingView). This makes it easy to compare “today’s” flow across venues without long-term drift. Units toggle: BTC vs USD In settings you can switch: BTC mode: CVD in BTC (base units) USD mode: CVD converted to quote value using the bar’s price (BTC delta × price). For USDT pairs, USD mode treats USDT as USD-like. How to use Add the indicator to any chart/timeframe. Use the Inputs panel to show/hide specific exchanges. Compare which venues lead/lag and where delta is strongest/weakest intraday. Use the zero line as a quick reference for net positive vs net negative delta for the day. Notes / limitations This is an approximation of volume delta using OHLCV data, not true order-flow delta from trade prints. Results can vary by timeframe because the tick-rule sign is derived from the bar close.

Pine Script® indicator

Kalman Absorption/Distribution Tracker 3-State EKF Quant-Grade Institutional Flow: 3-State EKF Absorption Tracker SUMMARY An advanced, open-source implementation of a 3-State Extended Kalman Filter (EKF) designed to track institutional Order Flow. By analyzing 1-second intrabar microstructure data, this script estimates the true Position, Velocity, and Volatility of the Cumulative Volume Delta (CVD), revealing hidden Absorption and Distribution events in real-time. INTRODUCTION: THE SIGNAL AMIDST THE NOISE In the world of technical analysis, noise is the enemy. Traditional indicators rely on Moving Averages (SMA, EMA) to smooth out price and volume data. The problem is the "Lag vs. Noise" paradox: to get a smooth signal, you must accept lag; to get a fast signal, you must accept noise. This indicator solves that paradox by introducing aerospace-grade mathematics to the TradingView community: The 3-State Extended Kalman Filter (EKF). Unlike moving averages that blindly average past data, a Kalman Filter is a probabilistic state-space model. It constantly predicts where the order flow "should" be, compares it to the actual measurement, and updates its internal model based on the calculated uncertainty of the market. This script is not just another volume oscillator. It is a full microstructure analysis engine that digests intrabar data (down to 1-second resolution) to track the true intent of "Smart Money" while filtering out the noise of retail chop. THE INNOVATION: WHY 3 STATES? Most Kalman Filters found in public libraries are "1-State" (tracking price only) or occasionally "2-State" (tracking price and velocity). This script introduces a highly advanced 3-State EKF. The filter tracks three distinct variables simultaneously in a feedback loop: State 1: Position (The True CVD) This is the noise-filtered estimate of the Cumulative Volume Delta. It represents the actual inventory accumulation of aggressive buyers versus sellers, stripped of random noise. State 2: Velocity (The Momentum) This tracks the rate of change of the order flow. Is buying accelerating? Is selling pressure fading even as price drops? This provides a leading signal before the cumulative value even turns. State 3: Volatility (The Adaptive Regime) This is the game-changer. The filter estimates the current volatility of the order flow (Log-Volatility). In high-volatility environments (like news events), the filter automatically widens its uncertainty bands (Covariance) and reacts faster. In low-volatility environments (chop), it tightens up and ignores minor fluctuations. THE LOGIC: DETECTING ABSORPTION AND DISTRIBUTION The core philosophy of this indicator is based on Wyckoff Logic: Effort vs. Result. -- Effort: Represented by the CVD (Buying/Selling pressure). -- Result: Represented by Price Movement. When these two diverge, we have an actionable signal. The script uses the EKF Velocity state to detect these moments: Absorption (Bullish) This occurs when the EKF detects high negative Velocity (aggressive selling), but Price refuses to drop. The "Smart Money" is absorbing the sell orders via limit buys. The indicator highlights this as a Blue Event in the dashboard. Distribution (Bearish) This occurs when the EKF detects high positive Velocity (aggressive buying), but Price refuses to rise. Limit sellers are capping the market. The indicator highlights this as an Orange Event. TECHNICAL DEEP DIVE: UNDER THE HOOD For the developers and quants, here is how the Pine Script is architected using the "type" and "method" features of Pine Script v5. 1. Data Ingestion (Microstructure) The script uses "request.security_lower_tf" to pull intrabar data regardless of your chart timeframe. This allows the script to see "inside" the bar. A 5-minute candle might look green, but the microstructure might reveal that 80% of the volume was selling absorption at the wick. This script sees that. 2. Tick Classification Standard CVD assumes that if Price Close is greater than Price Open, all volume is buying. This is often flawed. This script offers three modes of tick handling, including a "High-Low Distribution" method that statistically apportions volume based on where the tick closed relative to its high and low. 3. The EKF Mathematics The script implements the standard Extended Kalman Filter equations manually. It calculates the Jacobian matrix to handle the non-linear relationship between volatility and price. The "Process Noise Matrix" (Q) is dynamically scaled by the Volatility State. This means the mathematics of the indicator literally "breathe" with the market conditions—expanding during expansion and contracting during consolidation. THE DASHBOARD & VISUALS: The indicator features a professional-grade HUD (Heads Up Display) located on the chart table. -- EKF State Vector: Displays the real-time Position, Velocity, and Volatility values derived from the matrix. -- Ease of Movement (Wyckoff): Calculates how much price moves per 1,000 contracts of CVD. For example, if Price moves +5 points per 1k Buy CVD, but only -2 points per 1k Sell CVD, the "Path of Least Resistance" is clearly UP. -- Session State: Tracks cumulative confirmed Bullish vs. Bearish events for Today, Yesterday, and the Day Before (3-Day Profile). -- Bias Summary: An algorithmic conclusion telling you if the day is "Confirmed Bullish," "Accumulating," or "Neutral." HOW TO TRADE THIS INDICATOR Strategy A: The Reversal (Absorption Play) Look for price making a Lower Low. Look for the EKF Velocity (Histogram) to be Deep Red (High Selling Pressure). Watch the Dashboard "Absorption" count increase. SIGNAL: When EKF Velocity crosses back toward zero and turns grey/green, the absorption is complete. This indicates sellers are exhausted and limit buyers have control. Strategy B: The Trend Continuation (Ease of Movement) Check the Dashboard "Ease of Movement" section. If "Price per +1K CVD" is significantly higher than "Price per -1K CVD", buyers are efficient. Wait for a pullback where EKF Velocity hits the "Neutral Zone" (Gray). SIGNAL: Enter Long when Velocity ticks positive again, aligning with the dominant Ease of Movement stats. CONFIGURATION GUIDE: Because this is a quant-grade tool, the settings allow for fine-tuning the physics of the filter. -- Velocity Decay: Controls how fast momentum resets to zero. Set high (0.98) for trending markets, or lower (0.85) for mean-reverting chop. -- Volatility Persistence: Controls how "sticky" volatility regimes are. -- Process Noise: Increase this if the filter feels too laggy; decrease it if the filter feels too jittery (noisy). -- Measurement Noise: Increase this to trust the Mathematical Model more than the Price Data (smoother output). WHY OPEN SOURCE? Complex statistical filtering is often sold behind closed doors in expensive "Black Box" algorithms. By releasing this 3-State EKF open source, the goal is to raise the standard of development on TradingView. I encourage the community to inspect the code, specifically the "ekf_update_3state" function, to understand how matrix operations can be simulated in Pine Script to create adaptive, self-correcting indicators. And also update me for improvements. DISCLAIMER: This tool analyzes microstructure volume data. It requires a subscription plan that supports Intrabar inspection (Premium/Pro recommended for best results). Past performance of the Kalman Filter logic does not guarantee future results. Volume analysis is subjective and should be used as part of a comprehensive strategy. SUGGESTED SETTINGS -- Timeframe: Works best on 1m, 3m, or 5m charts (Intrabar data is fetched from 1S). -- Asset Class: Highly effective on Futures (ES, NQ, BTC) and high-volume Forex/Crypto pairs where volume data is reliable. -- Background: Dark mode recommended for Dashboard visibility. WHAT IS A KALMAN FILTER? Imagine driving a car into a tunnel where your GPS signal is lost. Prediction: Your car knows its last speed (Velocity) and position. It predicts where you are every second inside the tunnel. Update: When you exit the tunnel, the GPS connects again. The system compares where it thought you were versus where the satellite says you are. Correction: It corrects your position and updates its estimate of your speed. Now apply this to trading: -- The Tunnel: Market Noise, wicks, and Fake-outs. -- The Car: The True Market Trend. -- This Indicator: The navigation system that tells you where the market actually is, ignoring the noise of the tunnel. Enjoy the indicator and trade safe! Dr. Jay Desai (Investment Management & Derivatives Area, Gujarat University)

Pine Script® indicator

Cumulative Volume Delta (CVD) Suite [QuantAlgo]🟢 Overview The Cumulative Volume Delta (CVD) Suite is a comprehensive toolkit that tracks the net difference between buying and selling pressure over time, helping traders identify significant accumulation/distribution patterns, spot divergences with price action, and confirm trend strength. By visualizing the running balance of volume flow, this indicator reveals underlying market sentiment that often precedes significant price movements. 🟢 How It Works The indicator begins by determining the optimal timeframe for delta calculation. When auto-select is enabled, it automatically chooses a lower timeframe based on your chart period, e.g., using 1-second bars for minute charts, 5-second bars for 5-minute charts, and progressively larger intervals for higher timeframes. This granular approach captures volume flow dynamics that might be missed at the chart level. Once the timeframe is established, the indicator calculates volume delta for each bar using directional classification: getDelta() => close > open ? volume : close < open ? -volume : 0 When a bar closes higher than it opens (bullish candle), the entire volume is counted as positive delta representing buying pressure. Conversely, when a bar closes lower than its open (bearish candle), volume becomes negative delta representing selling pressure. This classification is applied to every bar in the selected lower timeframe, then aggregated upward to construct the delta for each chart bar: array deltaValues = request.security_lower_tf(syminfo.tickerid, lowerTimeframe, getDelta()) float barDelta = 0.0 if array.size(deltaValues) > 0 for i = 0 to array.size(deltaValues) - 1 barDelta := barDelta + array.get(deltaValues, i) This aggregation process sums all the individual delta values from the lower timeframe bars that comprise each chart bar, capturing the complete volume flow activity within that period. The resulting bar delta then feeds into the various display calculations: rawCVD = ta.cum(barDelta) // Cumulative sum from chart start smoothCVD = ta.sma(rawCVD, smoothingLength) // Smoothed for noise reduction rollingCVD = math.sum(barDelta, rollingLength) // Rolling window calculation Note: This directional bar approach differs from exchange-level orderflow CVD, which uses tick data to separate aggressive buy orders (executed at the ask price) from aggressive sell orders (executed at the bid price). While this method provides a volume flow approximation rather than pure tape-reading precision, it offers a practical and accessible way to analyze buying and selling dynamics across all timeframes and instruments without requiring specialized data feeds on TradingView. 🟢 Key Features The indicator offers five distinct visualization modes, each designed to reveal different aspects of volume flow dynamics and cater to various trading strategies and market conditions. 1. Oscillator (Raw): Displays the true cumulative volume delta from the beginning of chart history, accompanied by an EMA signal line that helps identify trend direction and momentum shifts. When CVD crosses above the signal line, it indicates strengthening buying pressure; crosses below suggest increasing selling pressure. This mode is particularly valuable for spotting long-term accumulation/distribution phases and identifying divergences where CVD makes new highs/lows while price fails to confirm, often signaling potential reversals. 2. Oscillator (Smooth): Applies a simple moving average to the raw CVD to filter out noise while preserving the underlying trend structure, creating smoother signal line crossovers. Use this when trading trending instruments where you need confirmation of genuine volume-backed moves versus temporary volatility spikes. 3. Oscillator (Rolling): Calculates cumulative delta over only the most recent N bars (configurable window length), effectively resetting the baseline and removing the influence of distant historical data. This approach focuses exclusively on current market dynamics, making it highly responsive to recent shifts in volume pressure and particularly useful in markets that have undergone regime changes or structural shifts. This mode can be beneficial for traders when they want to analyze "what's happening now" without legacy bias from months or years of prior data affecting the readings. 4. Histogram: Renders the per-bar volume delta as individual histogram bars rather than cumulative values, showing the immediate buying or selling pressure that occurred during each specific candle. Positive (green) bars indicate that bar closed higher than it opened with buying volume, while negative (red) bars show selling volume dominance. This mode excels at identifying sudden volume surges, exhaustion points where large delta bars fail to move price, and bar-by-bar absorption patterns where one side is aggressively consuming the other's volume. 5. Candles: Transforms CVD data into OHLC candlestick format, where each candle's open represents the CVD at the start of the bar and subsequent intra-bar delta changes create the high, low, and close values. This visualization reveals the internal volume flow dynamics within each time period, showing whether buying or selling pressure dominated throughout the bar's formation and exposing intra-bar reversals or sustained directional pressure. Use candle wicks and bodies to identify volume acceptance/rejection at specific CVD levels, similar to how price candles show acceptance/rejection at price levels. ▶ Built-in Alert System: Comprehensive alerts for all display modes including bullish/bearish momentum shifts (CVD crossing signal line), buying/selling pressure detection (histogram mode), and bullish/bearish CVD candle formations. Fully customizable with exchange and timeframe placeholders. ▶ Visual Customization: Choose from 5 color presets (Classic, Aqua, Cosmic, Ember, Neon) or create your own custom color schemes. Optional price bar coloring feature overlays CVD trend colors directly onto your main chart candles, providing instant visual confirmation of volume flow and making divergences immediately apparent. Optional info label with configurable position and size displays current CVD values, data source timeframe, and mode at a glance.

Pine Script® indicator

Futures Ultra CVD (Pure )Futures Ultra CVD (Pure) Futures Ultra CVD (Pure) is a volume-driven Cumulative Volume Delta (CVD) indicator designed to expose real buying and selling pressure behind price movement. Unlike price-only indicators, this script analyzes how volume is distributed within each bar to determine whether aggressive buyers or sellers are in control, then tracks how that pressure evolves over time. This version is intentionally pure and ungated: it does not rely on external symbols, market filters, session bias, or macro confirmation. All signals are derived strictly from price, volume, and delta behavior of the active chart, making it suitable for futures, equities, crypto, and FX. Core Concept: How CVD Is Calculated For each bar, volume is split into buying pressure and selling pressure using the bar’s price position: Buying volume increases as price closes closer to the high Selling volume increases as price closes closer to the low The difference between buying and selling volume forms Delta: Positive delta = net aggressive buying Negative delta = net aggressive selling This delta is then accumulated into Cumulative Volume Delta (CVD) using one of three user-selectable modes: Total – running cumulative sum of all delta values Periodic – rolling sum over a fixed lookback period EMA – smoothed cumulative delta using an exponential average This flexibility allows traders to choose between raw order-flow tracking or smoother, trend-like behavior depending on timeframe and instrument. Visual Structure & Histogram Logic The CVD is displayed as a column histogram, not a line, to emphasize momentum and pressure shifts. Enhanced coloring provides additional context: Brighter green/red bars indicate increasing momentum Muted colors indicate stalling or weakening pressure Optional footprint-style highlights appear when buy or sell volume overwhelms the opposite side by a user-defined imbalance factor This allows traders to visually distinguish: Strength vs weakness Continuation vs exhaustion Absorption and aggressive participation Built-In Order Flow Signals The script automatically detects and labels key order-flow events: Strong Delta Triggered when delta exceeds a user-defined threshold, highlighting unusually aggressive buying or selling. Delta Surge Detects sudden expansion in delta compared to the prior bar, often associated with breakout attempts or liquidation events. Zero-Line Crosses Marks transitions between net bullish and bearish participation as CVD crosses above or below zero. CVD Continuation Logic (Trend Confirmation) Beyond raw delta, the script evaluates CVD structure to identify continuation conditions: A bullish continuation requires: Positive and rising CVD Strong buy delta Confirmation from at least one of the following: CVD above its EMA and SMA Bullish price expansion Sustained positive delta pressure Bearish continuation follows the inverse logic. These continuation signals are designed to confirm participation strength, not predict reversals. Conflict Detection (Divergence Warning) The indicator also flags conflict conditions, where: Strong buying occurs while CVD remains negative Strong selling occurs while CVD remains positive These scenarios often precede failed breakouts, absorption zones, or short-term reversals and can be used as cautionary signals. Alerts & Practical Use All major events include built-in alerts: Strong delta Delta surge CVD continuations Zero-line crosses Buy/sell imbalances Conflict signals Alerts can be set to trigger on bar close or intrabar in real time, depending on trader preference. How Traders Typically Use This Indicator Confirm breakouts with delta participation Validate trends using CVD continuation instead of price alone Identify absorption or exhaustion via conflicts and imbalances Combine with price structure, VWAP, or market profile tools This script is not a trading system by itself. It is a decision-support tool designed to reveal what price alone cannot: who is actually in control of the market. On-Chart Symbols & What They Mean This script uses a small number of visual symbols to communicate order-flow events clearly and consistently. All symbols are derived directly from the Cumulative Volume Delta calculations described above. Δ+ (Green Up Arrow) Strong Buy Delta Indicates that buying pressure on the current bar exceeded the Strong Delta Threshold Represents aggressive market buying dominating selling volume Often appears during breakouts, trend acceleration, or initiative buying This symbol does not imply direction by itself; it only confirms strong buyer participation. Δ− (Red Down Arrow) Strong Sell Delta Indicates that selling pressure on the current bar exceeded the Strong Delta Threshold Represents aggressive market selling dominating buying volume Often appears during breakdowns, liquidation events, or initiative selling Like Δ+, this symbol measures participation strength, not trade direction. ↑ (Green Label Up) CVD Bullish Continuation Appears when all of the following are present: CVD is positive and increasing Strong buy delta is detected At least one confirmation condition is met: CVD is above its EMA and SMA Price shows bullish expansion Consecutive positive delta bars (sustained buying pressure) This symbol highlights trend continuation supported by volume, not a reversal signal. ↓ (Red Label Down) CVD Bearish Continuation Appears when: CVD is negative and decreasing Strong sell delta is detected At least one confirmation condition is met: CVD is below its EMA and SMA Price shows bearish expansion Consecutive negative delta bars (sustained selling pressure) This indicates bearish continuation with participation confirmation. Cyan / Orange Histogram Bars Footprint-Style Volume Imbalance Cyan bars indicate buy volume exceeds sell volume by the imbalance factor Orange bars indicate sell volume exceeds buy volume by the imbalance factor These bars highlight areas where one side is overwhelming the other, often associated with absorption, initiative moves, or failed auctions. Bright vs Muted Histogram Colors CVD Momentum State Bright colors = CVD increasing in the direction of its current bias Muted colors = CVD losing momentum or stalling This allows quick visual identification of strengthening vs weakening participation. Conflict Alerts (No Symbol by Default) Delta vs CVD Disagreement These conditions trigger alerts (but no fixed chart icon): Strong buying while CVD remains negative Strong selling while CVD remains positive Conflicts often signal absorption, trap conditions, or short-term exhaustion. Important Usage Notes All symbols are informational, not trade entries. Signals are calculated from price-based volume distribution, not true bid/ask data. Results depend on the quality of volume data provided by the exchange and TradingView.

Pine Script® indicator

Volume Pressure Oscillator The Volume Pressure Oscillator (VPO) is a momentum-based indicator that measures the directional pressure of cumulative volume delta (CVD) combined with price efficiency. It oscillates between 0 and 100, with readings above 50 indicating net buying pressure and readings below 50 indicating net selling pressure. The indicator is designed to identify the strength and sustainability of volume-driven trends while remaining responsive during consolidation periods. How the Indicator Works The VPO analyzes volume flow by examining price action at lower timeframes to build a Cumulative Volume Delta (CVD). For each chart bar, the indicator looks at intrabar price movements to classify volume as either buying volume or selling volume. These classifications are accumulated into a running total that tracks net directional volume. The indicator then measures the momentum of this CVD over both short-term and longer-term periods, providing responsiveness to recent changes while maintaining awareness of the broader trend. These momentum readings are normalized using percentile ranking, which creates a stable 0-100 scale that works consistently across different instruments and market conditions. A key feature is the extreme zone persistence mechanism. When the indicator enters extreme zones (above 80 or below 20), it maintains elevated readings as long as volume pressure continues in the same direction. This allows the VPO to stay in extreme zones during strong trends rather than quickly reverting to neutral, making it useful for identifying sustained volume pressure rather than just temporary spikes. What Makes This Indicator Different While many indicators measure volume or volume delta, the VPO specifically measures how aggressively CVD is currently changing and whether that pressure is being sustained. It's the difference between knowing "more volume has accumulated on the buy side" versus "buying pressure is intensifying right now and shows signs of continuation." 1. Focus on CVD Momentum, Not CVD Levels Most CVD indicators display the cumulative volume delta as a line that trends up or down indefinitely. The VPO is fundamentally different - it measures the slope of CVD rather than the absolute level. This transforms CVD from an unbounded cumulative metric into a bounded 0-100 oscillator that shows the intensity and direction of current volume pressure, not just the historical accumulation. 2. Designed to Stay in Extremes During Trends Unlike traditional oscillators that treat extreme readings (above 80 or below 20) as overbought/oversold reversal signals, the VPO is engineered to oscillate within extreme zones during strong trends. When sustained buying or selling pressure exists, the indicator remains elevated (e.g., 80-95 or 5-20) rather than quickly reverting to neutral. This makes it useful for trend continuation identification rather than exclusively for reversal trading. 3. Percentile-Based Normalization The VPO uses percentile ranking over a lookback window, which provides consistent behavior across different instruments, timeframes, and volatility regimes without constant recalibration. 4. Dual-Timeframe Momentum Synthesis The indicator simultaneously considers short-term CVD momentum (responsive to recent changes) and longer-term CVD momentum (tracking trend direction), weighted and combined with a slow-moving trend bias. This multi-timeframe approach helps it stay responsive in ranging markets while maintaining context during trends. How to Use the Indicator Understanding the Zones: 80-100 (Strong Buying Pressure): CVD momentum is strongly positive. In trending markets, the indicator oscillates within this zone rather than immediately reverting to neutral. This suggests sustained accumulation and trend continuation probability. 60-80 (Moderate Buying): Positive volume pressure but not extreme. Suitable for identifying pullback entry opportunities within uptrends. 40-60 (Neutral Zone): Volume pressure is balanced or unclear. No strong directional edge from volume. Often seen during consolidation or trend transitions. 20-40 (Moderate Selling): Negative volume pressure developing. May indicate distribution or downtrend continuation setups. 0-20 (Strong Selling Pressure): CVD momentum is strongly negative. During downtrends, sustained readings in this zone suggest continued distribution and downside follow-through probability. Practical Applications: Trend Confirmation: When price makes new highs/lows, check if VPO confirms with similarly elevated readings. Divergences (price making new highs while VPO fails to reach prior highs) may indicate weakening momentum. Range Trading: During consolidation, the VPO typically oscillates between 30-70. Readings toward the low end of the range (30-40) may present accumulation opportunities, while readings at the high end (60-70) may indicate distribution zones. Extreme Persistence: If VPO reaches 90+ or drops below 10, this indicates exceptional volume pressure. Rather than fading these extremes immediately, monitor whether the indicator stays elevated. Sustained extreme readings suggest strong trend continuation potential. Context with Price Action: The VPO is most effective when combined with price action or other orderflow indicators. Use the indicator to gauge whether volume is confirming or contradicting. What the Indicator Does NOT Do: It does not provide specific entry or exit signals It does not predict future price direction It does not guarantee profitable trades It should not be used as a standalone trading system Settings Explanation Momentum Period (Default: 14) This parameter controls the lookback period for CVD rate-of-change calculations. Lower values (5-10): Make the indicator more responsive to recent volume changes. Useful for shorter-term trading and more active oscillation. May produce more whipsaws in choppy markets. Default value (14): Provides balanced responsiveness while filtering out most noise. Suitable for swing trading and daily timeframe analysis. Higher values (20-50): Create smoother readings and focus on longer-term volume trends. Better for position trading and reducing false signals, but with slower reaction to genuine changes in volume pressure. Important Notes: This indicator requires intrabar data to function properly. On some instruments or timeframes where lower timeframe data is not available, the indicator may not display. The indicator uses request.security_lower_tf() which has a limit of intrabars. On higher timeframes, this provides extensive history, but on very low timeframes (<1-minute charts), the indicator may only cover limited historical bars. Volume data quality varies by exchange and instrument. The indicator's effectiveness depends on accurate volume reporting from the data feed.

Pine Script® indicator

CVD [able0.1]# CVD Overlay iOS Style - Complete User Guide ## 📖 Table of Contents 1. (#what-is-cvd) 2. (#installation-guide) 3. (#understanding-the-display) 4. (#reading-the-info-table) 5. (#settings--customization) 6. (#trading-strategies) 7. (#common-mistakes-to-avoid) --- ## 🎯 What is CVD? **CVD (Cumulative Volume Delta)** tracks the **difference between buying and selling pressure** over time. ### Simple Explanation: - **Positive CVD** (Orange) = More buying than selling = Bulls winning - **Negative CVD** (Gray) = More selling than buying = Bears winning - **Rising CVD** = Increasing buying pressure = Potential uptrend - **Falling CVD** = Increasing selling pressure = Potential downtrend ### Why It Matters: CVD helps you see **who's really in control** of the market - not just price movement, but actual buying/selling volume. --- ## 🚀 Installation Guide ### Step 1: Open Pine Editor 1. Go to TradingView 2. Click the **"Pine Editor"** tab at the bottom of the screen 3. Click **"New"** or open an existing script ### Step 2: Copy & Paste the Code 1. Select all existing code (Ctrl+A / Cmd+A) 2. Delete it 3. Copy the entire CVD iOS Style code 4. Paste it into Pine Editor ### Step 3: Add to Chart 1. Click **"Save"** button (or Ctrl+S / Cmd+S) 2. Click **"Add to Chart"** button 3. The indicator will appear on your chart! ### Step 4: Initial Setup - The indicator appears as an **overlay** on your price chart - You'll see an **orange/gray line** following price - An **info table** appears in the top-right corner --- ## 📊 Understanding the Display ### Main Chart Elements: #### 1. **CVD Line** (Orange/Gray) - **Orange Line** = Positive CVD (buying pressure) - **Gray Line** = Negative CVD (selling pressure) - This line moves with your price chart but shows volume delta #### 2. **CVD Zone** (Shaded Area) - Light shaded box around the CVD line - Shows the "range" of CVD movement - Helps visualize CVD boundaries #### 3. **Center Line** (Dotted) - Gray dotted line in the middle of the zone - Represents the "neutral" point - CVD crossing this = shift in market control #### 4. **Reference Asset Line** (Light Gray) - Shows Bitcoin (BTC) price movement for comparison - Helps you see if your asset moves with or against BTC - Can be changed to any asset you want #### 5. **CVD Label** - Shows current CVD value - Positioned above/below zone to avoid overlap - Updates in real-time #### 6. **Reset Background** (Very Light Gray) - Appears when CVD resets - Indicates a new calculation period --- ## 📋 Reading the Info Table The info table (top-right) shows **8 key metrics**: ### Row 1: **Header** ``` ╔═ CVD able ═╗ | 15m | ████████ | able ``` - **CVD able** = Indicator name + creator - **15m** = Current timeframe - **████████** = Visual decoration - **able** = Creator signature ### Row 2: **CVD Value** ``` CVD▲ | 7.39K | ████████ | █ █ █ ``` - **CVD▲** = CVD with trend arrow - ▲ = CVD increasing - ▼ = CVD decreasing - ► = CVD unchanged - **7.39K** = Actual CVD number - **Progress Bar** = Visual strength (darker = stronger) - **Vertical Bars** = Height shows intensity ### Row 3: **Delta** ``` ◆DELTA | -1.274K | ████░░░░ | ░ ░ ``` - **Delta** = Volume change THIS BAR ONLY - **Negative** = More selling this bar - **Positive** = More buying this bar - Shows **immediate** pressure (not cumulative) ### Row 4: **UP Volume** ``` UP↑ | -1.263K | ████████ | █ █ █ ``` - Total **buying volume** this bar - Higher = Stronger buying pressure - Green/Orange vertical bars = Bullish strength ### Row 5: **DOWN Volume** ``` DN↓ | 2.643K | ████████ | ░ ░ ░ ``` - Total **selling volume** this bar - Higher = Stronger selling pressure - Gray vertical bars = Bearish strength ### Row 6-7: **Reference Asset** (if enabled) ``` ══ REF ══ | ══════ | ████████ | █ █ PRICE▲ | 4130.300 | ████████ | █ █ ``` - **REF** = Reference asset header - **PRICE▲** = Reference price with trend - Shows if BTC (or chosen asset) is rising/falling - Compare with your chart to see correlation ### Row 8: **Market Status** ``` ◄STATUS► | NEUT | ████░░░░ | ▒ ▒ ``` - **BULL** = CVD positive + Delta positive = Strong buying - **BEAR** = CVD negative + Delta negative = Strong selling - **NEUT** = Mixed signals = Wait for clarity **Status Colors:** - **Orange background** = Bullish (good for long) - **Gray background** = Bearish (good for short) - **White background** = Neutral (no clear signal) --- ## ⚙️ Settings & Customization ### Main Settings (⚙️) #### **CVD Reset** - **None** = CVD never resets (from beginning of data) - **On Higher Timeframe** = Resets when HTF candle closes - 15m chart → Resets hourly - 1h chart → Resets daily - Recommended for most traders - **On Session Start** = Resets at market open - **On Visible Chart** = Resets from leftmost visible bar #### **Precision** - **Low (Fast)** = Uses 1m data, faster but less accurate - **Medium** = Uses 5m data, balanced (recommended) - **High** = Uses 15m data, most accurate but slower #### **Cumulative** - ✅ On = CVD accumulates over time (recommended) - ❌ Off = Shows only current bar delta #### **Show Labels** - ✅ On = Shows CVD value label on chart - ❌ Off = Cleaner chart, no label #### **Show Info Table** - ✅ On = Shows info table (recommended for beginners) - ❌ Off = Hide table for minimalist view --- ### 🎨 iOS Style Colors You can customize **every color** to match your chart theme: #### **Primary Colors** - **Primary (Orange)** = Main bullish color (#FF9500) - **Secondary (Gray)** = Main bearish color (#8E8E93) - **Background** = Table background (#FFFFFF) - **Text** = Text color (#1C1C1E) #### **Bullish/Bearish** - **Bullish (Orange)** = Positive CVD color - **Bearish (Gray)** = Negative CVD color - **Opacity** = Zone transparency (0-100%) - **Show Zone** = Enable/disable shaded area #### **Table Colors** (📋) - **Header Background** = Top row background - **Header Text** = Top row text color - **Cell Background** = Data cells background - **Cell Text** = Data cells text color - **Border** = Table border color - **Accent Background** = Special rows background - **Alert Background** = Warning/status background --- ### 📊 Reference Asset Settings #### **Enable** - ✅ On = Shows reference asset line - ❌ Off = Hide reference asset #### **Symbol** - Default: `BINANCE:BTCUSDT` - Can change to any asset: - `BINANCE:ETHUSDT` (Ethereum) - `SPX` (S&P 500) - `DXY` (US Dollar Index) - Any ticker symbol #### **Color & Width** - Customize line appearance - Width: 1-4 (thickness) --- ## 💡 Trading Strategies ### Strategy 1: CVD Divergence (Beginner-Friendly) **What to Look For:** - Price making **higher highs** but CVD making **lower highs** = Bearish divergence - Price making **lower lows** but CVD making **higher lows** = Bullish divergence **How to Trade:** 1. Wait for divergence to form 2. Look for confirmation (price reversal, candlestick pattern) 3. Enter trade in divergence direction 4. Stop loss beyond recent high/low **Example:** ``` Price: /\ /\ /\ (higher highs) CVD: /\ / \/ (lower highs) = Bearish signal ``` ### Strategy 2: CVD Trend Following (Intermediate) **What to Look For:** - **Strongly rising CVD** + **rising price** = Strong uptrend - **Strongly falling CVD** + **falling price** = Strong downtrend **How to Trade:** 1. Wait for CVD and price moving in same direction 2. Enter on pullbacks to support/resistance 3. Stay in trade while CVD trend continues 4. Exit when CVD trend breaks **Signals:** - CVD ▲▲▲ + Price ↑ = Go LONG - CVD ▼▼▼ + Price ↓ = Go SHORT ### Strategy 3: CVD + Reference Asset (Advanced) **What to Look For:** - Your asset **rising** but BTC (reference) **falling** = Relative strength - Your asset **falling** but BTC (reference) **rising** = Relative weakness **How to Trade:** 1. Compare CVD movement with BTC 2. If your CVD rises faster than BTC = Buy signal 3. If your CVD falls faster than BTC = Sell signal 4. Use for **pair trading** or **asset selection** ### Strategy 4: Volume Delta Confirmation **What to Look For:** - **Large positive Delta** = Strong buying this bar - **Large negative Delta** = Strong selling this bar **How to Trade:** 1. Price breaks resistance + Large positive Delta = Confirmed breakout 2. Price breaks support + Large negative Delta = Confirmed breakdown 3. Use Delta to **confirm** price moves, not predict them **Rules:** - Delta > 2x average = Very strong pressure - Delta near zero at key level = Weak move, likely false breakout --- ## 🎓 Reading Real Scenarios ### Scenario 1: Strong Buying Pressure ``` Table Shows: CVD▲ | 12.5K | ████████ | ████ (CVD rising) ◆DELTA | +2.8K | ████████ | ▲ (Positive delta) UP↑ | 3.1K | ████████ | ████ (High buy volume) DN↓ | 0.3K | ██░░░░░░ | ░ (Low sell volume) ◄STATUS► | BULL | ████████ | ████ (Orange background) ``` **Interpretation:** Strong buying, good for LONG trades ### Scenario 2: Distribution (Hidden Selling) ``` Table Shows: CVD► | 8.2K | ████░░░░ | ▒▒ (CVD flat) ◆DELTA | -1.5K | ████████ | ▼ (Negative delta) UP↑ | 0.8K | ███░░░░░ | ░ (Low buy volume) DN↓ | 2.3K | ████████ | ████ (High sell volume) ◄STATUS► | BEAR | ████████ | ░░░░ (Gray background) ``` **Interpretation:** Price may look stable, but selling increasing = Prepare for drop ### Scenario 3: Neutral/Choppy Market ``` Table Shows: CVD► | 5.1K | ████░░░░ | ▒ (CVD sideways) ◆DELTA | +0.2K | ██░░░░░░ | ─ (Small delta) UP↑ | 1.2K | ████░░░░ | ▒ (Medium buy) DN↓ | 1.0K | ████░░░░ | ▒ (Medium sell) ◄STATUS► | NEUT | ████░░░░ | ▒▒ (White background) ``` **Interpretation:** No clear direction = Stay out or reduce position size --- ## ⚠️ Common Mistakes to Avoid ### Mistake 1: Trading on CVD Alone - ❌ **Wrong:** "CVD is rising, I'll buy immediately" - ✅ **Right:** "CVD is rising, let me check price structure, support/resistance, and wait for confirmation" ### Mistake 2: Ignoring Delta - ❌ **Wrong:** Looking only at cumulative CVD - ✅ **Right:** Watch both CVD (trend) and Delta (momentum) - Delta shows **immediate** pressure changes ### Mistake 3: Wrong Timeframe - ❌ **Wrong:** Using 1m chart with High Precision (too slow) - ✅ **Right:** Match precision to timeframe: - 1m-5m → Low Precision - 15m-1h → Medium Precision - 4h+ → High Precision ### Mistake 4: Not Using Reset - ❌ **Wrong:** Using "None" reset for intraday trading - ✅ **Right:** Use "On Higher Timeframe" to see fresh CVD each session ### Mistake 5: Overtrading Neutral Status - ❌ **Wrong:** Forcing trades when STATUS = NEUT - ✅ **Right:** Only trade clear BULL or BEAR status ### Mistake 6: Ignoring Reference Asset - ❌ **Wrong:** Trading altcoin without checking BTC - ✅ **Right:** Always check if BTC CVD agrees with your asset --- ## 🔥 Pro Tips ### Tip 1: Multi-Timeframe Analysis - Check CVD on **3 timeframes**: - Lower TF (15m) = Entry timing - Current TF (1h) = Trade direction - Higher TF (4h) = Overall trend ### Tip 2: Volume Confirmation - Big price move + Small Delta = **Weak move** (likely reversal) - Small price move + Big Delta = **Strong accumulation** (continuation) ### Tip 3: CVD Reset Zones - Pay attention to **reset backgrounds** (light gray) - Often marks **session starts** = High volatility periods ### Tip 4: Divergence + Status - Bearish divergence + STATUS = BEAR = **Strongest short signal** - Bullish divergence + STATUS = BULL = **Strongest long signal** ### Tip 5: Color Psychology - **Orange** (Bullish) is **warm** = Buying energy - **Gray** (Bearish) is **cool** = Selling pressure - Train your eye to read colors instantly ### Tip 6: Table as Quick Scan - Glance at table without reading numbers: - **All orange** = Bullish - **All gray** = Bearish - **Mixed** = Wait --- ## 📱 Quick Reference Card | Signal | CVD | Delta | Status | Action | |--------|-----|-------|--------|--------| | **Strong Buy** | ▲▲ High | ++ Positive | BULL | Long Entry | | **Strong Sell** | ▼▼ Low | -- Negative | BEAR | Short Entry | | **Divergence Buy** | ▲ Rising | Price ▼ | → BULL | Long Setup | | **Divergence Sell** | ▼ Falling | Price ▲ | → BEAR | Short Setup | | **Neutral** | → Flat | ~0 Near Zero | NEUT | Stay Out | | **Accumulation** | → Flat | ++ Positive | NEUT→BULL | Watch for Breakout | | **Distribution** | → Flat | -- Negative | NEUT→BEAR | Watch for Breakdown | --- ## 🆘 Troubleshooting ### Issue: "Indicator not showing" - **Solution:** Make sure overlay=true in code, re-add to chart ### Issue: "Table overlaps with price" - **Solution:** Change table position in code or use TradingView's "Move" feature ### Issue: "CVD line too far from price" - **Solution:** This is normal! CVD is volume-based, not price-based. Focus on CVD direction, not position ### Issue: "Too many lines on chart" - **Solution:** Disable "Show Zone" and "Show Labels" in settings for cleaner view ### Issue: "Calculations too slow" - **Solution:** Change Precision to "Low (Fast)" or use higher timeframe ### Issue: "Reference asset not showing" - **Solution:** Check if "Enable" is ON and symbol is valid (e.g., BINANCE:BTCUSDT) --- ## 🎬 Getting Started Checklist - Install indicator on TradingView - Set precision to "Medium" - Set reset to "On Higher Timeframe" - Enable info table - Add reference asset (BTC) - Practice reading the table on demo account - Test on different timeframes (15m, 1h, 4h) - Compare CVD with your current strategy - Paper trade for 1 week before going live - Keep a trading journal of CVD signals --- ## 📚 Summary **CVD shows WHO is winning: Buyers or Sellers** **Key Points:** 1. **Orange/Rising CVD** = Buying pressure = Bullish 2. **Gray/Falling CVD** = Selling pressure = Bearish 3. **Delta** = Immediate momentum THIS BAR 4. **Status** = Overall market condition 5. **Always confirm** with price action & other indicators **Remember:** - CVD is a **tool**, not a crystal ball - Use with proper risk management - Practice makes perfect - Stay disciplined! --- **Created by: able** **Version:** iOS Style v1.0 **Contact:** For questions, refer to TradingView community Happy Trading! 🚀📈

Pine Script® indicator

by Able-terminal

Institution Radar Institution Radar Institution Radar compares Price RSI with Volume-Delta RSI to show when price moves are real (backed by volume) or fake (moving without volume). This helps reveal two powerful concepts: Absorption (Bullish or Bearish) Absorption happens when a large limit order is sitting in the order book. Market orders hit it over and over, but the level doesn't break. This usually means: Strong players are absorbing the aggressive orders Price is likely to move in the opposite direction The next candle often reacts immediately Can lead to a full reversal or just a short 1–2 candle move Exhaustion (Bullish or Bearish) Exhaustion happens when institutions pull their limit orders away. There is no real volume behind the move, so price drifts up or down easily. This usually means: The current move is weak A slowdown, pullback, or reversal is likely Often shows up right before a flip in direction 📌 What the Signals Mean Green signal → next candles often push upward Red signal → next candles often push downward These can mark trend reversals or temporary 1–2 candle reactions 🎚️ Sensitivity Setting You can adjust how strict the signals are: Lower sensitivity = more signals, more noise Higher sensitivity = fewer signals, but more accurate and stronger A higher sensitivity is recommended if you only want the cleanest institutional moments.

Pine Script® indicator

Updated

Cumulative Volume Profile Delta This indicator calculates the Cumulative Volume Profile Delta (CVPD). It constructs a high-resolution volume profile for each bar using intra-bar data, then derives and accumulates the delta from that profile to show net buying/selling pressure. Key Features: Statistical Volume Profile Engine: For each bar, the indicator builds a high-resolution volume profile on a lower 'Intra-Bar Timeframe'. Instead of simple tick counting, it uses statistical models ('PDF' allocation) to distribute volume across price levels and advanced classifiers ('Dynamic' split) to determine the buy/sell pressure before accumulation. Periodic Accumulation: The CVPD accumulation is anchored to a user-defined 'Anchor Timeframe' (e.g., daily, weekly). This cyclical reset allows to analyze the build-up of pressure within specific trading periods. "Delta Candle" Visualization: The periodic CVPD is shown as a candle, where: Open: The CVPD value at the start of the period (or zero). High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure within that period's profile. Close: The final net delta value (CVD) for the period. Dual CVD & Divergence Engine: The indicator calculates two CVPDs: a Periodic one (for plotting) and a Continuous one (non-resetting). The continuous line is used as a stable source for the built-in divergence engine (detecting Regular, Hidden, and Exaggerated). Dynamic Divergence Plotting: Divergence markers are plotted relative to the periodic (candle) CVPD. They automatically adjust their vertical position after a reset to remain visually aligned with the plotted candles. Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint. The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars). The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed). Multi-Timeframe (MTF) Capability: MTF Output: The entire analysis (Delta Candles, Divergences) can be calculated on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Limitation: The Divergence detection engine (pivDiv) is disabled if a Higher Timeframe (HTF) is selected. Integrated Alerts: Includes 18 comprehensive alerts for: The start and end of all 6 divergence types. The periodic CVPD crossing the zero line. Conditions of agreement or disagreement between the delta and the main bar's direction. Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.Example: crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Pine Script® indicator

by AustrianTradingMachine

Updated

Cumulative Volume Delta This Cumulative Volume Delta (CVD) indicator analyzes intra-bar volume dynamics. It introduces a periodic reset mechanism, anchoring the accumulation to a user-defined timeframe (e.g., daily, weekly) for cyclical analysis. Key Features: Dual CVD Calculation: The indicator computes two CVD values simultaneously: Periodic CVD: Resets on the user-defined 'Anchor Timeframe'. This is plotted as "Delta Candles". Continuous CVD: Accumulates volume continuously (non-resetting) and is used as the source for divergence detection. Intra-Bar Delta Analysis: Uses a lower timeframe ('Intra-Bar Timeframe') to calculate buy/sell pressure based on the direction of the intra-bar candles. "Delta Candle" Visualization: The periodic CVD is shown as a candle, where: Open: The CVD value at the start of the period (or zero). High/Low: Represent the peak buying (CVD High) and selling (CVD Low) pressure within that period. Close: The final net delta value for that period. Full Divergence Suite (Class A, B, C): A built-in engine automatically detects and plots Regular (A), Hidden (B), and Exaggerated (C) divergences between price and the continuous CVD line. Dynamic Divergence Plotting: Divergence markers are plotted relative to the periodic (candle) CVD. They automatically adjust their vertical position after a reset to remain visually aligned with the plotted candles. Note on Confirmation (Lag): Divergence signals rely on a pivot confirmation method to ensure they do not repaint. The Start of a- divergence is only detected after the confirming pivot is fully formed (a delay based on Pivot Right Bars). The End of a divergence is detected either instantly (if the signal is invalidated by price action) or with a delay (when a new, non-divergent pivot is confirmed). Multi-Timeframe (MTF) Capability: MTF Output: The entire dual-CVD analysis can be run on a higher timeframe (using the Timeframe input), with standard options to handle gaps (Fill Gaps) and prevent repainting (Wait for...). Limitation: The Divergence detection engine (pivDiv) is disabled if a Higher Timeframe (HTF) is selected. Integrated Alerts: Includes 18 comprehensive alerts for: The start and end of all 6 divergence types. The periodic CVD crossing the zero line. Conditions of agreement or disagreement between the delta and the main bar's direction. Caution: Real-Time Data Behavior (Intra-Bar Repainting) This indicator uses high-resolution intra-bar data. As a result, the values on the current, unclosed bar (the real-time bar) will update dynamically as new intra-bar data arrives. This behavior is normal and necessary for this type of analysis. Signals should only be considered final after the main chart bar has closed. DISCLAIMER For Informational/Educational Use Only: This indicator is provided for informational and educational purposes only. It does not constitute financial, investment, or trading advice, nor is it a recommendation to buy or sell any asset. Use at Your Own Risk: All trading decisions you make based on the information or signals generated by this indicator are made solely at your own risk. No Guarantee of Performance: Past performance is not an indicator of future results. The author makes no guarantee regarding the accuracy of the signals or future profitability. No Liability: The author shall not be held liable for any financial losses or damages incurred directly or indirectly from the use of this indicator. Signals Are Not Recommendations: The alerts and visual signals (e.g., crossovers) generated by this tool are not direct recommendations to buy or sell. They are technical observations for your own analysis and consideration.

Pine Script® indicator

by AustrianTradingMachine

Updated

Select market data provided by ICE Data Services. Select reference data provided by FactSet. Copyright © 2026 FactSet Research Systems Inc.Copyright © 2026, American Bankers Association. CUSIP Database provided by FactSet Research Systems Inc. All rights reserved. SEC fillings and other documents provided by Quartr.© 2026 TradingView, Inc.

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