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H4 Swing ATR Delta Zones

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Cumulative Volume Delta-powered supply & demand zones on H4. CVD strength ratings (Weak/Moderate/Strong) + 15M BOS/CHoCH signals for precision execution.

**H4 Swing CVD Zones** is a professional supply & demand indicator powered by **Cumulative Volume Delta (CVD)** analysis. It identifies institutional accumulation/distribution zones on the 4-hour timeframe and grades each zone's strength using volume-weighted delta momentum.

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## 🔹 Core Features

### **CVD-Powered Zone Strength**
Each swing point is analysed using a proprietary **CVD calculation** that combines:

- **Price Momentum**: (Close - Open) normalized by ATR — measures directional conviction of the swing candle
- **Volume Weighting**: Relative volume raised to a configurable power (0-1) — amplifies CVD during high-volume institutional moves
- **Dynamic Percentile Thresholds**: Rolling P20/P50/P80 thresholds adapt to recent market volatility

**Zone Classifications:**
| Strength | CVD Threshold | Visual |
|----------|---------------|--------|
| **Strong** | CVD > P80 | Bright colour, high conviction |
| **Moderate** | CVD > P50 | Medium intensity |
| **Weak** | CVD > P20 | Faded colour, lower conviction |
| **Neutral** | CVD ≤ P20 | Gray/orange, indecision zone |

### **H4 Institutional Zones (Locked Timeframe)**
- **Fractal-based swing detection** calculated exclusively on the 4-hour chart
- **ATR-adaptive sizing**: Zone height scales with H4 volatility
- **Smart Zone Management**:
- Auto-mitigation when price pierces zones (fades to transparent shadow)
- Distance filtering: Show only N closest zones above/below price
- Deduplication prevents overlapping zones from same fractal event

### **15M Market Structure Overlay**
When viewing 15-minute charts, unlock execution signals:
- **BOS** (Break of Structure): Trend continuation — price breaks swing high/low in direction of EMA-50 trend
- **CHoCH** (Change of Character): Trend reversal — price breaks swing high/low against EMA-50 trend
- **Precision Projection**: Lines draw from exact pivot to the bar where close breaks through

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## 🎯 How To Use

**Step 1 — Macro Context (H4 or any TF)**
Zones always calculate from H4. Identify **Strong CVD zones** (brightest colours) — these represent the highest-conviction institutional accumulation/distribution areas where CVD momentum was strongest.

**Step 2 — Set Alerts**
- Right-click zone lines → "Add Alert"
- Get notified when price enters high-CVD zones

**Step 3 — Execution (15M Chart)**
- Drop to 15M when price reaches a Strong/Moderate CVD zone
- **CHoCH** = Reversal entry (counter-trend, fade the move into zone)
- **BOS** = Continuation entry (trend-aligned, breakout from zone)

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## ⚙️ Key Inputs

| Input | Description |
|-------|-------------|
| **Fractal Bars** | Swing strength (higher = fewer, stronger pivots) |
| **ATR Length** | Volatility lookback for zone sizing |
| **Volume Weight (0-1)** | CVD volume exponent — higher = more sensitive to volume spikes |
| **Threshold Lookback** | Rolling window for CVD percentile calculations |
| **Delta EMA Length** | Smooths CVD before percentile classification |
| **Smooth Percentile** | Apply EMA smoothing to P20/P50/P80 thresholds |
| **Zone Distance** | Max zones to display (closest to price) |
| **Show Mitigated** | Toggle faded shadows of hit zones |

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## 📊 Best Practices

- **Strong CVD zones** = Highest probability — these formed on candles with both strong directional momentum AND elevated volume
- **Trending Markets**: Use BOS signals for pullbacks to H4 demand/supply zones with Strong CVD
- **Ranging Markets**: Use CHoCH signals for reversals at Strong/Moderate CVD zone extremes
- **Confluence**: Strong CVD zone + opposing liquidity sweep = highest probability setup

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## 🔔 Alerts

The indicator fires alerts when:
- Price enters any CVD-rated zone
- Price crosses zone boundaries
- Zone mitigation events (zone is tested/broken)

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**Recommended Timeframes:** H4 for analysis, 15M for execution
**Markets:** Forex, Crypto, Futures, Equities
**Style:** Supply/Demand, Smart Money Concepts, Volume Delta, Swing Trading

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