OPEN-SOURCE SCRIPT
Mis à jour Delta Heiken Ashi - Reversals
This indicator identifies significant delta pressure reversals on Heiken Ashi candles, marking where sustained buying or selling runs exhaust and flip.
Built on the same delta-colored Heiken Ashi engine as the original indicator, this version adds filtered reversal markers designed to catch meaningful intraday turning points rather than bar-by-bar momentum reads.
How it works:
The indicator tracks "runs" — consecutive periods where estimated delta stays on one side of zero (net buying or net selling). When a run ends and delta flips, the completed run is evaluated against multiple filters. Only significant reversals get marked.
Three filters must all pass:
Run Duration — The prior run must last a minimum number of bars. Brief delta spikes don't count.
Swing Size — Peak delta during the run must exceed a threshold relative to recent delta activity. Weak, indecisive runs are filtered out.
Run Volume — The run's average volume per bar must meet a minimum fraction of the overall average volume. This naturally filters thin overnight sessions where delta is noisy and unreliable.
Separate RTH and OVN settings — Regular Trading Hours and overnight sessions have independent thresholds for run duration, swing size, and volume requirements. OVN moves develop slower and on thinner volume, so they need different parameters. Each session can be toggled on or off independently.
⚠️ Important: This is not true delta. Delta is approximated by attributing each bar's volume based on where price closed within its range. This is directionally useful but it is not actual order flow from Level 2 data.
Pairs well with support/resistance levels, market structure indicators, or any framework where knowing when a move is exhausting adds edge.
Built on the same delta-colored Heiken Ashi engine as the original indicator, this version adds filtered reversal markers designed to catch meaningful intraday turning points rather than bar-by-bar momentum reads.
How it works:
The indicator tracks "runs" — consecutive periods where estimated delta stays on one side of zero (net buying or net selling). When a run ends and delta flips, the completed run is evaluated against multiple filters. Only significant reversals get marked.
Three filters must all pass:
Run Duration — The prior run must last a minimum number of bars. Brief delta spikes don't count.
Swing Size — Peak delta during the run must exceed a threshold relative to recent delta activity. Weak, indecisive runs are filtered out.
Run Volume — The run's average volume per bar must meet a minimum fraction of the overall average volume. This naturally filters thin overnight sessions where delta is noisy and unreliable.
Separate RTH and OVN settings — Regular Trading Hours and overnight sessions have independent thresholds for run duration, swing size, and volume requirements. OVN moves develop slower and on thinner volume, so they need different parameters. Each session can be toggled on or off independently.
⚠️ Important: This is not true delta. Delta is approximated by attributing each bar's volume based on where price closed within its range. This is directionally useful but it is not actual order flow from Level 2 data.
Pairs well with support/resistance levels, market structure indicators, or any framework where knowing when a move is exhausting adds edge.
Notes de version
Added "Wait for Bar Close" (default off) right below "Show Reversal Markers." Script open-source
Dans l'esprit TradingView, le créateur de ce script l'a rendu open source afin que les traders puissent examiner et vérifier ses fonctionnalités. Bravo à l'auteur! Bien que vous puissiez l'utiliser gratuitement, n'oubliez pas que la republication du code est soumise à nos Règles.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Script open-source
Dans l'esprit TradingView, le créateur de ce script l'a rendu open source afin que les traders puissent examiner et vérifier ses fonctionnalités. Bravo à l'auteur! Bien que vous puissiez l'utiliser gratuitement, n'oubliez pas que la republication du code est soumise à nos Règles.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.