OPEN-SOURCE SCRIPT
מעודכן Devtrader Order Flow & Volume Profile
Copy this directly into the TradingView publication description:
```markdown
# Devtrader Order Flow & Volume Profile
**Devtrader Order Flow & Volume Profile** is a pressure-first order-flow indicator designed to make classified buying and selling activity easier to interpret across the current candle, trading session and day.
It combines:
- Volume delta candles
- Candle, session and daily pressure
- Cumulative Volume Delta
- Developing session volume profile
- POC, VAH and VAL
- Relative-volume qualification
- Footprint imbalances
- Absorption analysis
- Confirmed CVD divergence
- Developing POC migration
- Configurable alerts
The objective is to provide structured order-flow context without covering the chart with unnecessary levels or signals.
---
## Pressure Matrix
The dashboard presents four independent pressure horizons:
### Candle
Shows the classified volume activity of the current chart candle:
- Buy volume
- Sell volume
- Total classified volume
- Raw volume delta
- Normalized delta percentage
- Relative volume
- Pressure classification
### Session
Accumulates order-flow activity during the configured trading session:
- Session buy and sell volume
- Session delta and delta percentage
- Session CVD
- Positive and negative delta candle counts
- Maximum and minimum candle delta
- Session pressure state
Session pressure resets when the configured session begins, independently of the volume-profile reset period.
### Day
Accumulates classified order flow across the current calendar day using the selected timezone:
- Daily buy and sell volume
- Daily delta and delta percentage
- Daily CVD
- Positive and negative delta candle counts
- Daily pressure state
### Previous Day
Displays the completed previous day for comparison with the developing current day.
---
## Pressure States
Volume pressure is classified using transparent, configurable thresholds:
- **BALANCED** — delta is inside the neutral range
- **BUY BIAS / SELL BIAS** — directional activity is present but limited
- **BUY / SELL** — directional pressure exceeds the configured threshold
- **STRONG BUY / STRONG SELL** — extreme normalized delta is present
Strong candle pressure also requires sufficient relative volume. This prevents low-participation candles from being treated like meaningful order-flow events.
Additional dashboard states include:
- **EARLY** — insufficient session/day candles for a mature reading
- **EST** — values include lower-timeframe estimates
- **GAPS** — some eligible candles did not contain usable pressure data
- **CLOSED** — the configured session has finished
---
## Delta Candles
Delta candles separate price direction from volume pressure:
- The candle outline represents price direction.
- The internal fill represents normalized volume delta.
- Positive delta grows from the lower part of the selected candle range.
- Negative delta grows from the upper part.
- Fill intensity increases with delta magnitude.
- Small delta values remain visually neutral.
The display can use the candle body or the complete high-to-low range. Full-body and midpoint-based fill modes are available.
This makes price-and-delta disagreement visible. For example, a bearish candle containing positive delta can indicate that aggressive buying failed to produce upward price progress.
---
## Developing Session Volume Profile
The indicator constructs a configurable session profile using classified buy and sell volume at each price row.
Available profile modes:
- **Total Volume** — clean auction distribution
- **Delta Dominance** — total-volume shape coloured by directional pressure
- **Buy / Sell Split** — footprint-style separation of classified buying and selling
Profile settings include:
- Custom trading session
- Exchange or selected timezone
- Daily, weekly, monthly or session-only reset
- Adaptive or fixed footprint-row resolution
- Configurable value-area percentage
- Profile width, offset and row separation
- Value-area and outside-value transparency
The analytical profile retains its full resolution while displayed rows can be consolidated to keep the chart readable.
---
## POC and Value Area
The session Point of Control is treated as auction context rather than a directional signal.
Available POC presentation modes:
- Profile-edge notch
- Label only
- Short dotted line
- Extended line
- Hidden
Additional options include:
- Developing POC migration trail
- Previous completed-session POC
- VAH and VAL bracket
- Profile mean
- Optional price labels
Per-candle POC is disabled by default and can be enabled for qualified, recent or all candles.
---
## Order-Flow Events
### Extreme Delta
Detects unusually strong positive or negative candle delta when relative-volume participation meets the configured requirement.
### Absorption
Highlights situations where aggressive volume fails to move price effectively:
- Strong positive delta with a weak close can indicate buyers being absorbed.
- Strong negative delta with a strong close can indicate sellers being absorbed.
Absorption describes order-flow evidence and should be confirmed with market structure and location.
### Stacked Imbalances
Native footprint mode can detect consecutive diagonal buy or sell imbalances across multiple price rows.
### CVD Divergence
Confirmed pivot logic compares price structure against session CVD:
- Lower price low with a higher CVD low
- Higher price high with a lower CVD high
Divergence markers appear only after the configured pivot confirmation period. They are intentionally delayed to avoid using unconfirmed future bars.
### Developing POC Migration
Tracks meaningful movement of the developing session POC while filtering insignificant one-row changes.
---
## Alerts
The indicator includes alerts for:
- Extreme positive delta
- Extreme negative delta
- Buyers absorbed
- Sellers absorbed
- Stacked buy imbalance
- Stacked sell imbalance
- Confirmed bullish CVD divergence
- Confirmed bearish CVD divergence
- Strong session buy pressure
- Strong session sell pressure
- Strong daily buy pressure
- Strong daily sell pressure
- Developing POC migration up
- Developing POC migration down
Signals can be restricted to confirmed candle closes.
---
## Data Modes
### TradingView Footprint
Uses TradingView’s native Pine footprint data and is the strict default.
Native footprint access requires a TradingView Premium or Ultimate plan.
### Lower-Timeframe Estimate
Classifies lower-timeframe volume using intrabar price movement when explicitly selected.
This mode is an estimate and is clearly identified in the dashboard.
### Auto
Uses native footprint information when available and falls back to the lower-timeframe estimate when necessary.
Auto mode provides continuity but can produce mixed-source session or daily calculations. The dashboard reports this condition.
---
## Important Data Limitation
TradingView classifies footprint buying and selling volume from lower-timeframe price behaviour. It does not provide a guaranteed exchange-level aggressor flag for every transaction.
Therefore:
- “Buy volume” and “sell volume” are classified volume.
- Lower-timeframe mode is an additional approximation.
- The indicator does not receive full Level II order-book data.
- It cannot display resting liquidity, queue position, spoofing or hidden orders.
- Realtime values can change until the current candle closes.
- Historical footprint precision can differ from realtime precision.
- Standard candles are recommended.
This is an order-flow and auction-analysis indicator, not a replacement for a dedicated Level II platform.
---
## Suggested Use
The indicator is best used to answer questions such as:
- Is current candle pressure aligned with price?
- Is session pressure strengthening or weakening?
- Does daily pressure confirm the session move?
- Is price accepting above or below the session value area?
- Is the developing POC migrating with price?
- Is aggressive volume producing price progress?
- Are buyers or sellers being absorbed?
- Is participation sufficient for the delta reading to matter?
Order-flow readings should be combined with market structure, liquidity, session context and risk management.
---
## Disclaimer
This indicator is intended for discretionary analysis and educational purposes.
It does not:
- Place or manage orders
- Provide guaranteed entries or exits
- Predict future price direction
- Guarantee the accuracy or completeness of exchange data
- Replace independent risk management
Order-flow conditions describe observed market activity. They should not be treated as standalone trading instructions.
```
```markdown
# Devtrader Order Flow & Volume Profile
**Devtrader Order Flow & Volume Profile** is a pressure-first order-flow indicator designed to make classified buying and selling activity easier to interpret across the current candle, trading session and day.
It combines:
- Volume delta candles
- Candle, session and daily pressure
- Cumulative Volume Delta
- Developing session volume profile
- POC, VAH and VAL
- Relative-volume qualification
- Footprint imbalances
- Absorption analysis
- Confirmed CVD divergence
- Developing POC migration
- Configurable alerts
The objective is to provide structured order-flow context without covering the chart with unnecessary levels or signals.
---
## Pressure Matrix
The dashboard presents four independent pressure horizons:
### Candle
Shows the classified volume activity of the current chart candle:
- Buy volume
- Sell volume
- Total classified volume
- Raw volume delta
- Normalized delta percentage
- Relative volume
- Pressure classification
### Session
Accumulates order-flow activity during the configured trading session:
- Session buy and sell volume
- Session delta and delta percentage
- Session CVD
- Positive and negative delta candle counts
- Maximum and minimum candle delta
- Session pressure state
Session pressure resets when the configured session begins, independently of the volume-profile reset period.
### Day
Accumulates classified order flow across the current calendar day using the selected timezone:
- Daily buy and sell volume
- Daily delta and delta percentage
- Daily CVD
- Positive and negative delta candle counts
- Daily pressure state
### Previous Day
Displays the completed previous day for comparison with the developing current day.
---
## Pressure States
Volume pressure is classified using transparent, configurable thresholds:
- **BALANCED** — delta is inside the neutral range
- **BUY BIAS / SELL BIAS** — directional activity is present but limited
- **BUY / SELL** — directional pressure exceeds the configured threshold
- **STRONG BUY / STRONG SELL** — extreme normalized delta is present
Strong candle pressure also requires sufficient relative volume. This prevents low-participation candles from being treated like meaningful order-flow events.
Additional dashboard states include:
- **EARLY** — insufficient session/day candles for a mature reading
- **EST** — values include lower-timeframe estimates
- **GAPS** — some eligible candles did not contain usable pressure data
- **CLOSED** — the configured session has finished
---
## Delta Candles
Delta candles separate price direction from volume pressure:
- The candle outline represents price direction.
- The internal fill represents normalized volume delta.
- Positive delta grows from the lower part of the selected candle range.
- Negative delta grows from the upper part.
- Fill intensity increases with delta magnitude.
- Small delta values remain visually neutral.
The display can use the candle body or the complete high-to-low range. Full-body and midpoint-based fill modes are available.
This makes price-and-delta disagreement visible. For example, a bearish candle containing positive delta can indicate that aggressive buying failed to produce upward price progress.
---
## Developing Session Volume Profile
The indicator constructs a configurable session profile using classified buy and sell volume at each price row.
Available profile modes:
- **Total Volume** — clean auction distribution
- **Delta Dominance** — total-volume shape coloured by directional pressure
- **Buy / Sell Split** — footprint-style separation of classified buying and selling
Profile settings include:
- Custom trading session
- Exchange or selected timezone
- Daily, weekly, monthly or session-only reset
- Adaptive or fixed footprint-row resolution
- Configurable value-area percentage
- Profile width, offset and row separation
- Value-area and outside-value transparency
The analytical profile retains its full resolution while displayed rows can be consolidated to keep the chart readable.
---
## POC and Value Area
The session Point of Control is treated as auction context rather than a directional signal.
Available POC presentation modes:
- Profile-edge notch
- Label only
- Short dotted line
- Extended line
- Hidden
Additional options include:
- Developing POC migration trail
- Previous completed-session POC
- VAH and VAL bracket
- Profile mean
- Optional price labels
Per-candle POC is disabled by default and can be enabled for qualified, recent or all candles.
---
## Order-Flow Events
### Extreme Delta
Detects unusually strong positive or negative candle delta when relative-volume participation meets the configured requirement.
### Absorption
Highlights situations where aggressive volume fails to move price effectively:
- Strong positive delta with a weak close can indicate buyers being absorbed.
- Strong negative delta with a strong close can indicate sellers being absorbed.
Absorption describes order-flow evidence and should be confirmed with market structure and location.
### Stacked Imbalances
Native footprint mode can detect consecutive diagonal buy or sell imbalances across multiple price rows.
### CVD Divergence
Confirmed pivot logic compares price structure against session CVD:
- Lower price low with a higher CVD low
- Higher price high with a lower CVD high
Divergence markers appear only after the configured pivot confirmation period. They are intentionally delayed to avoid using unconfirmed future bars.
### Developing POC Migration
Tracks meaningful movement of the developing session POC while filtering insignificant one-row changes.
---
## Alerts
The indicator includes alerts for:
- Extreme positive delta
- Extreme negative delta
- Buyers absorbed
- Sellers absorbed
- Stacked buy imbalance
- Stacked sell imbalance
- Confirmed bullish CVD divergence
- Confirmed bearish CVD divergence
- Strong session buy pressure
- Strong session sell pressure
- Strong daily buy pressure
- Strong daily sell pressure
- Developing POC migration up
- Developing POC migration down
Signals can be restricted to confirmed candle closes.
---
## Data Modes
### TradingView Footprint
Uses TradingView’s native Pine footprint data and is the strict default.
Native footprint access requires a TradingView Premium or Ultimate plan.
### Lower-Timeframe Estimate
Classifies lower-timeframe volume using intrabar price movement when explicitly selected.
This mode is an estimate and is clearly identified in the dashboard.
### Auto
Uses native footprint information when available and falls back to the lower-timeframe estimate when necessary.
Auto mode provides continuity but can produce mixed-source session or daily calculations. The dashboard reports this condition.
---
## Important Data Limitation
TradingView classifies footprint buying and selling volume from lower-timeframe price behaviour. It does not provide a guaranteed exchange-level aggressor flag for every transaction.
Therefore:
- “Buy volume” and “sell volume” are classified volume.
- Lower-timeframe mode is an additional approximation.
- The indicator does not receive full Level II order-book data.
- It cannot display resting liquidity, queue position, spoofing or hidden orders.
- Realtime values can change until the current candle closes.
- Historical footprint precision can differ from realtime precision.
- Standard candles are recommended.
This is an order-flow and auction-analysis indicator, not a replacement for a dedicated Level II platform.
---
## Suggested Use
The indicator is best used to answer questions such as:
- Is current candle pressure aligned with price?
- Is session pressure strengthening or weakening?
- Does daily pressure confirm the session move?
- Is price accepting above or below the session value area?
- Is the developing POC migrating with price?
- Is aggressive volume producing price progress?
- Are buyers or sellers being absorbed?
- Is participation sufficient for the delta reading to matter?
Order-flow readings should be combined with market structure, liquidity, session context and risk management.
---
## Disclaimer
This indicator is intended for discretionary analysis and educational purposes.
It does not:
- Place or manage orders
- Provide guaranteed entries or exits
- Predict future price direction
- Guarantee the accuracy or completeness of exchange data
- Replace independent risk management
Order-flow conditions describe observed market activity. They should not be treated as standalone trading instructions.
```
הערות שחרור
Added the 2A · Footprint values input group with:Show footprint values — defaults to trueMode: Sell × Buy, Delta, or Total volume
Text size
Compact/full formatting
Buy, sell, and neutral text colours
Minimum row width
Values come directly from displaySells and displayBuys, the same consolidated buckets used to size each profile box.
Sell appears on the left; buy appears on the right.
Existing boxes carry the text, so no labels or additional drawing objects were introduced.
Narrow rows use a combined value or suppress it. Text wrapping prevents overflow.
Maximum split-profile usage remains 400 boxes for 200 rows, under the declared 500-box limit.
סקריפט קוד פתוח
ברוח האמיתית של TradingView, יוצר הסקריפט הזה הפך אותו לקוד פתוח, כך שסוחרים יוכלו לעיין בו ולאמת את פעולתו. כל הכבוד למחבר! אמנם ניתן להשתמש בו בחינם, אך זכור כי פרסום חוזר של הקוד כפוף ל־כללי הבית שלנו.
כתב ויתור
המידע והפרסומים אינם מיועדים להיות, ואינם מהווים, ייעוץ או המלצה פיננסית, השקעתית, מסחרית או מכל סוג אחר המסופקת או מאושרת על ידי TradingView. קרא עוד ב־תנאי השימוש.
סקריפט קוד פתוח
ברוח האמיתית של TradingView, יוצר הסקריפט הזה הפך אותו לקוד פתוח, כך שסוחרים יוכלו לעיין בו ולאמת את פעולתו. כל הכבוד למחבר! אמנם ניתן להשתמש בו בחינם, אך זכור כי פרסום חוזר של הקוד כפוף ל־כללי הבית שלנו.
כתב ויתור
המידע והפרסומים אינם מיועדים להיות, ואינם מהווים, ייעוץ או המלצה פיננסית, השקעתית, מסחרית או מכל סוג אחר המסופקת או מאושרת על ידי TradingView. קרא עוד ב־תנאי השימוש.