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Volume Delta Analyzer
Volume Delta Analyzer
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WHAT IT DOES
Matrix fetches real tick-level volume delta from TradingView's premium data feed and visualizes it directly on your chart. It decomposes total volume into buyer vs seller initiated trades, tracks cumulative volume delta (CVD), detects divergences, identifies absorption, and optionally displays a volume profile histogram.
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FEATURES
• Real Delta — Not an approximation. Uses ta.requestVolumeDelta() for actual tick data
• Buy/Sell Decomposition — See exactly how much volume was buyer vs seller initiated
• CVD Tracking — Cumulative volume delta to see who's in control over time
• Delta Spike Alerts — Get notified when delta exceeds a multiple of ATR
• CVD Divergence — Background highlights when price and CVD diverge
• Bar Coloring — Paint candles green/red based on delta direction
• Absorption Detection — Visual circles when big volume hits with small price movement
• Volume Profile Mode — Horizontal histogram showing delta distribution across price levels
• Smart Timeframe — Auto-selects optimal sub-timeframe based on your chart
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USE CASES
• Order flow analysis without Level 2 data
• Spot absorption before breakout/breakdown
• Confirm breakouts with real delta direction
• Detect smart money divergence via CVD
• Volume profile at a glance
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REQUIRES
TradingView Premium plan for real volume delta data.
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CREDITS
Based on volume delta research by Benb1122. Enhanced with absorption detection, divergence alerts, and profile visualization.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
WHAT IT DOES
Matrix fetches real tick-level volume delta from TradingView's premium data feed and visualizes it directly on your chart. It decomposes total volume into buyer vs seller initiated trades, tracks cumulative volume delta (CVD), detects divergences, identifies absorption, and optionally displays a volume profile histogram.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
FEATURES
• Real Delta — Not an approximation. Uses ta.requestVolumeDelta() for actual tick data
• Buy/Sell Decomposition — See exactly how much volume was buyer vs seller initiated
• CVD Tracking — Cumulative volume delta to see who's in control over time
• Delta Spike Alerts — Get notified when delta exceeds a multiple of ATR
• CVD Divergence — Background highlights when price and CVD diverge
• Bar Coloring — Paint candles green/red based on delta direction
• Absorption Detection — Visual circles when big volume hits with small price movement
• Volume Profile Mode — Horizontal histogram showing delta distribution across price levels
• Smart Timeframe — Auto-selects optimal sub-timeframe based on your chart
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
USE CASES
• Order flow analysis without Level 2 data
• Spot absorption before breakout/breakdown
• Confirm breakouts with real delta direction
• Detect smart money divergence via CVD
• Volume profile at a glance
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
REQUIRES
TradingView Premium plan for real volume delta data.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
CREDITS
Based on volume delta research by Benb1122. Enhanced with absorption detection, divergence alerts, and profile visualization.
Note di rilascio
- Added some feature so overall include now Core Analysis:
Volume Delta (Δ) with Buy/Sell decomposition
Cumulative Volume Delta (CVD) tracking
Delta percentage calculation
Exhaustion & Absorption Patterns:
Pattern Signal Meaning
Bull Exhaustion 🟢 Sellers exhausted, price likely reverses up
Bear Exhaustion 🔴 Buyers exhausted, price likely reverses down
Bull Absorption 🟢 Sellers absorbed by passive buyers
Bear Absorption 🔴 Buyers absorbed by passive sellers
Analysis Dashboard (Table):
Real-time price data (close, change %)
Volume metrics (delta, CVD, buy/sell volume)
Buy/Sell pressure ratio with dominant side
Current pattern detection
CVD trend direction
Enhancements:
Bar coloring by delta
Absorption circles (candle-based)
Background highlighting on divergence
Delta spike alerts
Volume profile mode
5 alert conditions
Note di rilascio
Bug fix Note di rilascio
- bug fix and enhancement , Delta Volume Profile fixedNote di rilascio
### 🚀 Release Notes — Volume Delta Analyzer [v2.1 Pro Update]This major release resolves multiple critical runtime crashes, upgrades the core order flow & divergence algorithms to institutional standards, and delivers a complete visual overhaul for maximum chart clarity.
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#### 🛠️ Critical Stability & Bug Fixes
* **Resolved Historical Buffer Error (`Offset 52 Beyond Buffer Limit 51`)**: Added explicit `max_bars_back=500` allocations across all historical volume, delta, CVD, and price series, with all loop lookbacks strictly bounded by `bar_index`.
* **Fixed Profile Crash (`ta.highest(high, 0)`)**: Resolved a fatal Pine Script v6 runtime crash that occurred when Volume Profile mode was disabled by enforcing safe minimum lookback lengths ($\ge 1$).
* **Eliminated CVD NaN Corruption**: Implemented an intra-bar volume estimation fallback with strict `nz()` sanitization, preventing Cumulative Volume Delta from breaking into `na` when lower-timeframe sub-bar data is missing.
* **Volume Profile Alpha & Overlap Fix**: Clamped profile box transparency between [20, 85] to prevent negative alpha errors, and shifted the horizontal histogram into the right chart margin so it never obscures active candlesticks.
* **Fixed Divergence Dimensionality Error**: Corrected conviction scoring by normalizing price swings with ATR and CVD swings with delta standard deviation Z-scores ($0.5\sigma$ to $5.0\sigma$), eliminating erroneous multi-million multiplier values.
* **Label Pool Starvation Protection**: Divergence badges now confirm strictly on bar close (`barstate.isconfirmed`), eliminating duplicate tick generation and protecting TradingView's 500 label limit.
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#### ⚡ Order Flow & Calculation Enhancements
* **True Order Flow Absorption Detection**: Upgraded absorption logic from generic candle wicks to true delta absorption (aggressive market sellers absorbed by passive limit bids at lows, and vice versa at highs).
* **Point of Control (POC) Discovery**: Volume profile automatically identifies and highlights the highest-volume delta node with a dedicated golden accent and POC marker.
* **Cooldown Protection**: Added configurable signal cooldown periods to prevent rapid-fire redundant divergence alerts during volatile trending moves.
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#### 🎨 Visual Overhaul & Professional Polish
* **Clean Minimalist Candle Numbers**: Replaced bulky black rectangular cards with clean, borderless monospace numbers directly under candles for zero chart clutter.
* **New "Spike Bars Only" Display Mode**: Option to display footprint delta exclusively on institutional imbalance bars ($|Z| \ge 1.2\sigma$).
* **Compact Pill Divergence Badges**: Replaced oversized callout balloons with sleek wick badges (`▲ EXH 2.1σ`, `▲ ABS 1.8σ`).
* **Glassmorphic HUD Dashboard**: Replaced the legacy 16-row bordered table with a 6-row borderless glassmorphic terminal (available in **Compact HUD** and **Full Terminal** modes).
* **Subtle Ambient Shading**: Softened background divergence glow to 92–98% transparency (off by default) to keep price action completely visible.
* **Default Typography Standardized to "Normal"**: All candle numbers, divergence badges, profile values, and HUD table cells now default to readable `size.normal`.
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.