[SignalFI] Tick Speed Delta Volume
Tick Speed Δvol shows who is in control of the tape right now, on four tick scales at once, directly on your price chart. Next to the live candle it draws one row each for the 1T, 10T, 100T and 1000T volume delta, plus a weighted composite (WTD), so you can read buying and selling pressure from a 1-minute or 5-minute chart without keeping four tick charts open.
It was built for liquid futures such as NQ and MNQ on 1m to 5m charts, and works on any symbol that has tick intervals on TradingView. It is the volume-delta column of [SignalFI] Tick Speed, moved onto the price chart and given a visual readout.
WHY TICK SPEED Δvol
Volume delta answers a simple question: are the contracts trading right now being driven by buyers or by sellers? Reading it on one tick scale is noisy. Reading it on four scales side by side shows whether a push is a one-off burst (1T and 10T only) or sustained flow that the slower scales (100T and 1000T) agree with.
Keeping that reading next to the candle, instead of in a separate pane, keeps your eyes on price while you trade.
HOW IT WORKS
Each scale is read from its own tick timeframe with request.security_lower_tf(). The 10T, 100T and 1000T readings come from the real tick candles TradingView builds; they are not 1T counts divided by 10, 100 or 1000.
- Δvol (volume delta) for each scale, from -100% to +100%:
- On 1T, each trade is classified as buyer- or seller-initiated from the bid and ask: at or above the ask is a buy, at or below the bid is a sell, and trades in between are compared with the midpoint. When bid/ask is missing or the trade is exactly at the midpoint, the uptick/downtick rule is used instead.
- On 10T, 100T and 1000T, it is the volume of up-moving candles minus the volume of down-moving candles over the last few closed candles (the "Candles" input), divided by total volume. This is close to true aggressor delta on 10T and coarser on 1000T.
- Speed for each scale: trades per second and contracts per second, each divided by its own moving baseline (an EMA over the "Speed Baseline" number of chart bars), so 1.00 is normal pace and 2.00 is twice normal. Speed only affects the shading of the boxes, not the Δvol values.
- WTD (weighted composite): the weighted average of the four Δvol values. The default weights favour the slower scales (1T 0.1, 10T 0.2, 100T 0.3, 1000T 0.4), so WTD reads calmer than the 1T and 10T rows. Scales that are switched off or have no tick data are left out and the remaining weights are re-normalised.
The calculation is the same one used by [SignalFI] Tick Speed, so the two scripts agree when they use the same inputs.
WHAT YOU SEE
- Five labels just right of the live candle, top to bottom: 1T, 10T, 100T, 1000T and WTD. The stack is centred on the last close and moves with price.
- Each label shows:
- The direction arrow and size of the volume delta: ▲ for buyers, ▼ for sellers, • for neutral (within ±5%).
- A centre-zero text oscillator: selling fills to the left of the │ line and buying fills to the right, 10% per cell, so a full side means 100%. Half cells give 5% resolution.
- Text colour that fades from neutral grey at 0% to full blue (buying) or red (selling) as the reading gets stronger.
- Box shading in the same direction colour, with opacity set by speed: faint when the tape is slow, solid when it runs at 2.5 times normal or more. On a near-solid box the text switches to your chart's text colour so it stays readable.
- A vertical WTD label to the left of the stack: the same composite reading drawn as a vertical oscillator, with buying filling upward and selling filling downward from a zero line that sits on the last close.
- A scale that is switched off shows "off", and a scale without tick data shows "—", so the stack never shifts.
The labels show the live state of the latest bar; they are redrawn on every update.
HOW TO READ IT
- All four rows and WTD leaning the same way, with solid boxes, means the move has real participation behind it across short and longer tick scales.
- 1T and 10T flipping back and forth while 100T, 1000T and WTD hold one direction is usually noise inside a larger flow.
- Strong delta on the fast scales with faint (slow) boxes is a small amount of trading leaning one way, not a surge.
- Delta fading toward neutral on the slower scales after a move shows the pressure behind it drying up.
- Tick Speed Δvol is a context tool. It shows the pressure in the tape; it does not generate trade entries on its own and should be combined with your own analysis and risk management.
INPUTS
- Tick Scales: turn each scale on or off, set its weight in WTD, and set how many closed candles it averages over.
- Volume: Speed Basis, which chooses what drives box opacity: Ticks (trade pace), Volume (contract pace) or Blend (default, the geometric mean of the two).
- Calculation: Speed Baseline length in chart bars.
- Visuals: up, down and neutral colours.
- Labels: offset from the live candle in bars, row spacing in multiples of ATR(14), text size, and the text oscillator on or off.
REQUIREMENTS AND LIMITATIONS
- Your TradingView plan and the symbol must support tick-based intervals.
- Use it on a time-based chart. On a tick chart, the script shows a notice instead of values.
- The labels need room to the right of the live candle. Raise "Offset (bars)" if they overlap the candles, and "Row Spacing" if they overlap each other when you zoom out.
- Tick history is limited. 1T data runs out first (a few hundred 1-minute bars on MNQ), followed by 10T and 100T. The speed baselines are built from that history, so box shading settles after the chart has loaded some tick data.
- Realtime tick data can arrive a few seconds late, and the readings on the forming bar update until the bar closes.
- The script always requests standard candle data, so it gives the same readings on Heikin Ashi and other chart types as on regular candles.
- Volume delta on 10T, 100T and 1000T is based on candle direction, not an individual trade-by-trade split. Only 1T uses the bid/ask classification, and it depends on the data feed supplying bid and ask for each trade. Where it is not supplied, the uptick/downtick rule is used.
This script is for informational and educational purposes only and is not financial advice.
It was built for liquid futures such as NQ and MNQ on 1m to 5m charts, and works on any symbol that has tick intervals on TradingView. It is the volume-delta column of [SignalFI] Tick Speed, moved onto the price chart and given a visual readout.
WHY TICK SPEED Δvol
Volume delta answers a simple question: are the contracts trading right now being driven by buyers or by sellers? Reading it on one tick scale is noisy. Reading it on four scales side by side shows whether a push is a one-off burst (1T and 10T only) or sustained flow that the slower scales (100T and 1000T) agree with.
Keeping that reading next to the candle, instead of in a separate pane, keeps your eyes on price while you trade.
HOW IT WORKS
Each scale is read from its own tick timeframe with request.security_lower_tf(). The 10T, 100T and 1000T readings come from the real tick candles TradingView builds; they are not 1T counts divided by 10, 100 or 1000.
- Δvol (volume delta) for each scale, from -100% to +100%:
- On 1T, each trade is classified as buyer- or seller-initiated from the bid and ask: at or above the ask is a buy, at or below the bid is a sell, and trades in between are compared with the midpoint. When bid/ask is missing or the trade is exactly at the midpoint, the uptick/downtick rule is used instead.
- On 10T, 100T and 1000T, it is the volume of up-moving candles minus the volume of down-moving candles over the last few closed candles (the "Candles" input), divided by total volume. This is close to true aggressor delta on 10T and coarser on 1000T.
- Speed for each scale: trades per second and contracts per second, each divided by its own moving baseline (an EMA over the "Speed Baseline" number of chart bars), so 1.00 is normal pace and 2.00 is twice normal. Speed only affects the shading of the boxes, not the Δvol values.
- WTD (weighted composite): the weighted average of the four Δvol values. The default weights favour the slower scales (1T 0.1, 10T 0.2, 100T 0.3, 1000T 0.4), so WTD reads calmer than the 1T and 10T rows. Scales that are switched off or have no tick data are left out and the remaining weights are re-normalised.
The calculation is the same one used by [SignalFI] Tick Speed, so the two scripts agree when they use the same inputs.
WHAT YOU SEE
- Five labels just right of the live candle, top to bottom: 1T, 10T, 100T, 1000T and WTD. The stack is centred on the last close and moves with price.
- Each label shows:
- The direction arrow and size of the volume delta: ▲ for buyers, ▼ for sellers, • for neutral (within ±5%).
- A centre-zero text oscillator: selling fills to the left of the │ line and buying fills to the right, 10% per cell, so a full side means 100%. Half cells give 5% resolution.
- Text colour that fades from neutral grey at 0% to full blue (buying) or red (selling) as the reading gets stronger.
- Box shading in the same direction colour, with opacity set by speed: faint when the tape is slow, solid when it runs at 2.5 times normal or more. On a near-solid box the text switches to your chart's text colour so it stays readable.
- A vertical WTD label to the left of the stack: the same composite reading drawn as a vertical oscillator, with buying filling upward and selling filling downward from a zero line that sits on the last close.
- A scale that is switched off shows "off", and a scale without tick data shows "—", so the stack never shifts.
The labels show the live state of the latest bar; they are redrawn on every update.
HOW TO READ IT
- All four rows and WTD leaning the same way, with solid boxes, means the move has real participation behind it across short and longer tick scales.
- 1T and 10T flipping back and forth while 100T, 1000T and WTD hold one direction is usually noise inside a larger flow.
- Strong delta on the fast scales with faint (slow) boxes is a small amount of trading leaning one way, not a surge.
- Delta fading toward neutral on the slower scales after a move shows the pressure behind it drying up.
- Tick Speed Δvol is a context tool. It shows the pressure in the tape; it does not generate trade entries on its own and should be combined with your own analysis and risk management.
INPUTS
- Tick Scales: turn each scale on or off, set its weight in WTD, and set how many closed candles it averages over.
- Volume: Speed Basis, which chooses what drives box opacity: Ticks (trade pace), Volume (contract pace) or Blend (default, the geometric mean of the two).
- Calculation: Speed Baseline length in chart bars.
- Visuals: up, down and neutral colours.
- Labels: offset from the live candle in bars, row spacing in multiples of ATR(14), text size, and the text oscillator on or off.
REQUIREMENTS AND LIMITATIONS
- Your TradingView plan and the symbol must support tick-based intervals.
- Use it on a time-based chart. On a tick chart, the script shows a notice instead of values.
- The labels need room to the right of the live candle. Raise "Offset (bars)" if they overlap the candles, and "Row Spacing" if they overlap each other when you zoom out.
- Tick history is limited. 1T data runs out first (a few hundred 1-minute bars on MNQ), followed by 10T and 100T. The speed baselines are built from that history, so box shading settles after the chart has loaded some tick data.
- Realtime tick data can arrive a few seconds late, and the readings on the forming bar update until the bar closes.
- The script always requests standard candle data, so it gives the same readings on Heikin Ashi and other chart types as on regular candles.
- Volume delta on 10T, 100T and 1000T is based on candle direction, not an individual trade-by-trade split. Only 1T uses the bid/ask classification, and it depends on the data feed supplying bid and ask for each trade. Where it is not supplied, the uptick/downtick rule is used.
This script is for informational and educational purposes only and is not financial advice.
SignalFi is creating cutting edge TradingView scripts to help identify rogue market Alpha. Check out signalfi.net for subscription information and @signalfi_ on Twitter for updates.
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。
SignalFi is creating cutting edge TradingView scripts to help identify rogue market Alpha. Check out signalfi.net for subscription information and @signalfi_ on Twitter for updates.
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。