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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! Indicador
Rolling Kinetic Energy [Velocity x Pace x Friction]Volume, OrderFlow, CVD, Momentum, Volatility, Scalping, Physics
Description:
The Rolling Kinetic Energy oscillator translates the laws of physics into order flow analysis. Rather than viewing volume and price as separate entities, this tool treats the market as an object in motion, calculating the "Kinetic Energy" behind a price swing to determine its true physical momentum.
The Underlying Logic & Calculations:
In classical physics, Kinetic Energy is calculated as 1/2 * Mass * Speed^2. This script applies that exact formula using market data proxies over a strict, unanchored rolling window (default 5 bars):
Mass (Volume Flow): The script calculates the intra-bar Delta (buying volume vs. selling volume) based on price action relative to the open, high, low, and close. It sums this Delta over the rolling window, and takes the absolute value to represent the market's "Mass."
Speed (Price Pace): It calculates the net point change of the asset over the exact same rolling window and divides it by the window length. This output (points per bar) represents the "Speed" or pace of the market.
Kinetic Calculation: The engine computes the raw energy using the formula: 0.5 * Mass * (Pace ^ 2). Because squaring the pace removes the negative sign during a downtrend, the script intentionally reapplies the directional sign based on the original price pace (positive for uptrends, negative for downtrends).
Visual Features:
Histogram: Plots the directional Kinetic Energy. Electric Blue represents bullish kinetic energy, while Deep Orange represents bearish kinetic energy.
Zero Baseline: The equilibrium point where market energy flips.
Kinetic Smoothing Line: A 3-period Weighted Moving Average (WMA) layered over the histogram to smooth out erratic energy spikes and reveal the broader momentum trend.
How to Use It in Trading:
This tool is highly effective for fast-paced scalping on volatile indices.
Confirming Breakouts: A true, sustainable breakout requires high mass (volume) moving at high speed (price). When breaking a key level, a massive surge in Kinetic Energy confirms that heavy market participation is driving the move.
Spotting Hollow Moves: If price is drifting higher or lower but the Kinetic Energy histogram remains flat and close to the zero line, it indicates a "hollow" move—low mass and low speed. These moves are highly susceptible to sudden mean-reversion, making it a great filter for fading choppy, low-energy market conditions. Indicador
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MTF Market Structure Trend Dashboard (D,4H,1H,15M,5M,1M) wpf fixMTF Market Structure Trend Dashboard (D,4H,1H,15M,5M,1M)
WPF FIX Indicador
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market sentimentThis code acts as a Market Momentum & Intensity Tracker. It converts raw price and volume data into a clear "Mood Dashboard" to help you identify the strength of a trend.
Simple Breakdown of What the Code Does:
* Data Extraction:
It automatically pulls data (Price and Volume) for the asset you select from the menu, such as NIFTY, BANKNIFTY, CNXFINANCE, or HDFCBANK, regardless of which chart you are currently viewing.
* The "Intensity" Logic:
The code calculates a Speed Ratio. It compares today's Candle Body Size and Trading Volume against their 20-day averages.
* High Ratio (> 2.0): Means the move is twice as strong as usual (Institutional activity).
* Low Ratio (< 1.2): Means the move is weak or standard (Retail activity).
* Classification into 6 Stages:
Based on the color of the candle (Red for Selling, Green for Buying) and the Speed Ratio, it classifies the market into 6 specific "Sentiments":
* Stage 1 (Heavy): Panic selling or aggressive FOMO buying.
* Stage 2 (Normal): A steady, healthy trend.
* Stage 3 (Low): Exhaustion; the move is slowing down or stabilizing.
* Visual Dashboard:
It creates a clean, customizable table on your chart showing the last 7 days of data. This allows you to see at a glance if the market is shifting from "Panic Selling" to "Stable Buying."
The Main Benefit:
It filters out "Market Noise." By looking at the Sentiment column, you can avoid "catching a falling knife" during Heavy Selling or chasing a rally that has already reached Low Buying (Exhaustion) levels.
In short: It tells you not just where the price is going, but with how much force it is moving. Indicador
Past Months High And Low Author: Josh0183
// Version: 1.0.0
Past Months High And Low
A configurable multi-month indicator that visualizes the current month (CM) and up to 12 previous months (PM1–PM12) on the price chart. Each month can be shown or hidden and styled with separate High/Low colors. Includes optional mid-lines, a zone overlay, and a Broken Level system with per-month coloring, labeling, and a break-marker. Proximity alerts are available to notify when price approaches key monthly levels. Auto-fade feature helps keep the chart readable by diminishing older months.
Key features:
- CM (Current Month) visualization with customizable High/Low colors and line style
- PM1 … PM12 visualization with individual visibility and color pairs
- Optional Mid Lines with a dedicated color
- Zone overlay to emphasize a price band
- Broken Level indicators with configurable colors, labels, and break markers
- Proximity alerts (Enable Proximity Alerts + Alert Distance %)
- Auto-Fade Older Months to emphasize recent activity
- Fully input-driven, scalable design for clarity and customization
Use cases:
- Trend context: observe month-over-month dynamics
- Support/resistance visualization across a rolling 12-month window
- Quick visual cues for near-term levels and potential break points
*/
// Extended "How to read" section
/*
Extended How to Read (text-only guidance)
How to read this indicator at a glance
- CM (Current Month): The active month line(s) show today’s context. If CM High/Low colors are blue/green, look for current momentum and immediate resistance/support cues around the present price.
- PM1–PM12: Each past month displays a High/Low band in its own color pair. PM1 is the most recent completed month, PM12 is the oldest visible month. More recent months are generally more relevant for short- to mid-term context.
- Mid-lines: A light reference line runs across the chart to mark the mid-point of the visible range for each month, helping you gauge how price sits relative to the month’s range.
- Zone overlay: A shaded band highlights a target zone or risk area. If price sits inside the zone, pay attention to whether price is gravitating toward the zone’s boundaries or crossing through it.
- Broken Levels: If a month’s level has been breached recently, the indicator marks the breach with month-specific colors. A “Broken” label may appear near the breached line, and, if enabled, a break marker will appear on the exact bar where the break occurred.
- Price scale labels: The scale shows which line corresponds to which month (e.g., PM1 = most recent past month, PM12 = oldest), with CM representing the current month.
Quick-start checklist (minimum viable setup)
- Set Number of Previous Months (i_numMonths) to 3–6 to validate the visuals without clutter.
- Enable CM (Show Current Month) if you want current-month context; pick CM High/Low colors that contrast with PM colors.
- Enable PM1–PM12 as needed:
- Show PM1 (the most recent past month)
- Show PM2
- … continue up to PM12 as desired
- Choose per-month High/Low color pairs that are distinct and easy to differentiate.
- If you want mid-lines, enable Show Mid Lines and select a visible Mid Line Color.
- If you want a reference band, enable Zone and adjust Zone Color to your palette.
- If you’re monitoring strength/reversals near level boundaries, enable Proximity Alerts and configure the Alert Distance (%).
- If you plan to emphasize recent activity, enable Auto-Fade and set Max Fade to taste (e.g., 40–70%).
How to read common scenarios
- Price rising toward PM1 High: look for a potential push into PM1’s upper band; watch for a test of CM boundaries for momentum shift.
- Price crossing the Zone boundary from below: the zone acts as a target; a break through the zone may indicate a stronger move; check PM2/PM3 levels for alignment.
- Break event on PM4: if a PM4 level breaches (Broken Level active), check CM and PM1–PM3 for supporting context; a break marker indicates the exact bar of breach.
- Auto-fade engaged: the most recent months (PM1–PM3) appear darker/less transparent; older months fade toward the background, helping you focus on recent dynamics.
What to look for during live trading
- Confirm convergence/divergence between CM and PM1–PM3 signals.
- Use PM1–PM3 as a layered support/resistance map; stronger confluence across several PMs increases level significance.
- If proximity alerts fire, review price relative to corresponding month’s High/Low and break status to decide on entries/exits.
Notes on readability and customization
- If you publish with many months visible (PM1–PM12), consider enabling Auto-Fade to maintain readability on smaller displays.
- For dense charts, you can temporarily hide PM9–PM12 and rely on CM plus PM1–PM6 for a cleaner view, then re-enable as needed.
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Stock Market Correlation Heatmap PROStock Market Correlation Heatmap PRO
This script is designed to provide a real-time view of how global equity markets are moving relative to the current chart, using correlation as the primary metric.
Instead of focusing on a single instrument in isolation, it offers a broader perspective by tracking multiple indices simultaneously and visualizing their relationship through a structured heatmap.
Core Concept
Markets rarely move independently.
Major indices across the world are often highly correlated during risk-on or risk-off environments, and understanding these relationships can provide additional context for trade decisions.
This script calculates rolling correlation values between the current chart and a basket of global indices, then translates those values into a visual heatmap.
Correlation Logic
Correlation measures how closely two instruments move together:
• +1.0 → Strong positive correlation (moving together)
• 0.0 → No meaningful relationship
• -1.0 → Strong negative correlation (moving opposite)
By continuously recalculating these values over a configurable lookback period, the script provides a dynamic view of market alignment.
Global Market Coverage
The heatmap includes a wide range of global indices, including:
• US markets (S&P 500, NASDAQ, Dow, Russell)
• European markets (DAX, FTSE, CAC, Euro Stoxx)
• Asian markets (Nikkei, Hang Seng, KOSPI, China A50)
• Emerging and regional indices
This allows users to quickly assess whether moves are localized or part of a broader global trend.
Spectral Heatmap Visualization
Correlation values are mapped to a multi-step color gradient for clarity:
• Dark Green → Strong positive correlation
• Light Green → Moderate alignment
• Yellow → Neutral / decoupled
• Orange → Weak inverse correlation
• Red → Strong negative correlation
This “spectral” approach allows for quick interpretation without needing to read raw numbers.
Market Tide (Average Correlation)
The script calculates an aggregate correlation value across all tracked indices, referred to as the “Market Tide.”
This represents overall global alignment with the current chart and can be used to identify:
• Broad market consensus
• Divergence between the chart and global flows
• Strength or weakness of a move relative to the wider market
Use Cases
This tool can be used for:
• Confirming trade direction with global market alignment
• Identifying divergence (when your chart moves independently)
• Avoiding trades during low correlation / mixed conditions
• Understanding risk-on vs risk-off environments
It is particularly useful for indices, futures, and macro-driven markets.
Interpretation Guide
• Strong Green Across Board → Broad market agreement (trend confirmation)
• Mixed Colors → Fragmented market (lower conviction environment)
• Red Across Board → Inverse positioning (potential hedge or divergence)
• Yellow / Neutral → Lack of clear global direction
Customization
• Adjustable correlation lookback period
• Fully customizable symbol list
• Editable color palette for visual preference
Notes
This script is intended as a contextual tool to support decision-making.
It does not generate direct buy or sell signals and should be used alongside price action, structure, and risk management. Indicador
Breadth Alpha Breadth Alpha
A quantitative market-breadth dashboard that transforms raw breadth data into actionable, regime-aware trade signals — then validates them with a built-in backtest engine.
What It Does
1. Data Layer
Pulls the percentage of S&P 500 stocks trading above their 20 / 50 / 100 / 200-day moving averages and blends them into a single weighted composite (200d weighted 10x more than 20d) to emphasize structural trend health over short-term noise.
2. Momentum Layer
Four stacked histogram bars show the rate-of-change of the composite at four lookback horizons (default 1 / 4 / 10 / 20 bars). When all four layers agree ("4/4 confluence"), directional conviction is highest.
3. Regime Detection
The composite is classified into four regimes — Overbought, Bullish, Bearish, Oversold — using configurable thresholds (default 70 / 30). Background gradient zones and a real-time info table keep the current state visible at a glance.
4. Smart Signal Scoring
Six raw signals (OS Entry/Exit, OB Entry/Exit, Golden/Death Cross) are scored by historical edge. High-EDGE signals (e.g. OS Entry) receive double weight; negative-EDGE signals (e.g. Golden Cross) are disabled. A regime filter ensures long signals fire only in Bear/Oversold regimes and short signals only in Bull/Overbought
regimes — solving the classic "losing money in bull markets" problem of naive mean-reversion breadth strategies.
5. Backtest Analytics (10 x 16 table)
For every signal the panel reports: count, hit rate, average & median forward return, standard deviation, best/worst case, and a risk-adjusted EDGE ratio (avg / std). A regime section adds per-bar Sharpe ratios, and a confluence section quantifies the value of momentum alignment. Users can sweep the Forward Bars parameter
to study signal decay over holding periods.
How To Use It
- Look for Smart Buy/Sell markers — they only appear when score >= minimum threshold AND the regime filter passes.
- Check the Info Table (top-right) for real-time breadth values, momentum count (x/4 Up), and the current signal score (BUY/SELL x/5).
- Use the Backtest Table (bottom-left) to audit which signals actually deliver edge on your chosen symbol and timeframe. Signals with EDGE > 0.5 are statistically meaningful; negative EDGE means the signal works in reverse.
- Adjust Forward Bars (5 / 10 / 20 / 50) to find the optimal holding period where signal edge peaks before decaying.
Design Philosophy
Most breadth indicators show data. Breadth Alpha shows data, scores it, filters it by context, and proves whether it works — all inside a single Pine Script indicator with zero repainting. Indicador
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