OPEN-SOURCE SCRIPT
Delta Run Confluence
Delta Run Confluence
Any bar can show net buying or net selling in its volume delta. This looks for the runs: several bars of the same flow that moved price the way flow should, with nothing pushing back.
That's what this indicator finds. It watches every bar for a run of one-sided delta, checks whether price responded to it, checks that the other side has gone quiet, and marks the bar where all three line up.
It's a confluence tool, not a standalone indicator. Here's the approach. Put it on your chart and keep trading your own setup. When a marked run shows up at a level you're already watching, you can start asking a real question: do reversals happen more often when a run lands there? Or do continuations? The chart shows you the runs and the table gives you the numbers, so you can work that out on your own symbol and timeframe.
🔸 Three checks, one bar
It runs three checks on estimated volume delta and only marks a bar when all three pass:
▪ 3-Bar Delta Run. Delta is estimated from lower-timeframe candles (1-second candles on a 1-minute chart, 1-minute candles up to 15 minutes), each one's volume signed by its direction. A run is three bars in a row with net delta on the same side, buying or selling. Three is the default and you can change it. It means one side kept pressing.
▪ Delta Efficiency. Take the run's price range and divide it by the delta behind it. Compare that with the last 100 bars. Above average, price moved more than it normally does for that much delta. Below average, price barely moved for it, which is what absorption looks like. You can look for either, or both.
▪ Isolation Test. No run the other way in the last 45 minutes. One-sided flow, not a tug-of-war.
Persistent, effective and uncontested, all on the same bar. When that happens the run is marked, green for buy-flow, red for sell-flow. That's the confluence.
Every threshold is a plain number you can turn up or down. Want only the cleanest runs? Widen the isolation window. Curious about absorption near session highs and lows? Set the efficiency filter to Absorbed.
🔶 WHAT YOU'LL SEE
▪ Marked runs take the flow colour. The rest of your chart stays as it is.
▪ A soft glow around the marked candles, so you spot them zoomed right out.
▪ A triangle under a buy-flow run, or over a sell-flow run, on the bar that completed it.
▪ Dots along the bottom count runs as they build. A faded stack is a run that didn't pass. A bright one-two-three staircase is one that did.
▪ Alerts for buy-flow and sell-flow runs.
🔶 THE TABLE
It tells you what marked runs did on the chart you have open right now:
▪ Marked runs ▲ / ▼ and how many per session.
▪ Avg run size · flow strength. How big the runs were in ticks, and how heavy their delta was compared with normal. Above one means heavier than usual.
▪ Next candle continued / reversed. What the very next candle did.
▪ Follow-through / pullback. Over the next five bars (adjustable), how far price ran with the flow and how far against it, in ticks.
▪ Delta source. Where the delta came from and how much of the chart had real lower-timeframe data.
▪ Last bar. So you know it's live.
Load it on the timeframe you actually trade. Look at the numbers. Then decide whether run confluence adds anything to your entries, long or short.
🔶 HOW IT'S BUILT
▪ Each lower-timeframe candle's volume takes the sign of that candle. If open equals close, the sign comes from the previous candle's close.
▪ Signed volumes are added up for each chart bar.
▪ 1-minute charts use 1-second data. Up to 15 minutes, 1-minute data. Above that, 5-minute data. Or pick a source manually.
▪ Bars with no lower-timeframe data fall back to candle direction times volume. The table tells you how much of the chart that applies to.
All three checks run on that one delta series. No second data source, no third-party code. Everything is evaluated on closed bars.
🔶 SETTINGS
▪ Run length. Default 3.
▪ Delta source timeframe. Auto, or fixed.
▪ Efficiency filter and baseline. Any, Efficient or Absorbed. Baseline default 100 bars.
▪ Require isolation and window. Default on, 45 minutes.
▪ Follow-through window. Default 5 bars.
▪ Palette. Green / Red by default. Already on green and red candles? Aurora (cyan and magenta) stands out more. Heat (yellow and orange) if you want something else.
▪ Dim all other candles. Off by default. Turn it on and the marked runs become the only colour on the chart.
▪ Glow and glow size. Sized in ATR multiples so it scales with volatility.
▪ Run dots. Marked runs only, completed runs, all run bars, or off.
▪ Table. On or off, corner, text size.
🔶 LIMITATIONS
▪ Delta comes from lower-timeframe candles, not bid and ask ticks. It won't match a footprint.
▪ Lower-timeframe history is limited. Older bars use the fallback, and that boundary moves
forward over time. Check the Delta source row before trusting long histories.
▪ Real-time intrabars can differ slightly from historical ones specifically after a refresh.
▪ No volume, no runs. Minute-based intraday charts only.
▪ The glow draws on recent runs only. Older runs keep their colours, markers and dots.
▪ The table is descriptive and in-sample. No costs, no backtest, and the numbers change with every symbol and timeframe.
🔶 SUMMARY
Three checks on estimated volume delta, marked on the chart at the bar where all three pass, with a live table showing what those runs did on your chart. Built as confluence for traders who want to know whether one-sided flow, buying or selling, is behind the setups they already take.
Any bar can show net buying or net selling in its volume delta. This looks for the runs: several bars of the same flow that moved price the way flow should, with nothing pushing back.
That's what this indicator finds. It watches every bar for a run of one-sided delta, checks whether price responded to it, checks that the other side has gone quiet, and marks the bar where all three line up.
It's a confluence tool, not a standalone indicator. Here's the approach. Put it on your chart and keep trading your own setup. When a marked run shows up at a level you're already watching, you can start asking a real question: do reversals happen more often when a run lands there? Or do continuations? The chart shows you the runs and the table gives you the numbers, so you can work that out on your own symbol and timeframe.
🔸 Three checks, one bar
It runs three checks on estimated volume delta and only marks a bar when all three pass:
▪ 3-Bar Delta Run. Delta is estimated from lower-timeframe candles (1-second candles on a 1-minute chart, 1-minute candles up to 15 minutes), each one's volume signed by its direction. A run is three bars in a row with net delta on the same side, buying or selling. Three is the default and you can change it. It means one side kept pressing.
▪ Delta Efficiency. Take the run's price range and divide it by the delta behind it. Compare that with the last 100 bars. Above average, price moved more than it normally does for that much delta. Below average, price barely moved for it, which is what absorption looks like. You can look for either, or both.
▪ Isolation Test. No run the other way in the last 45 minutes. One-sided flow, not a tug-of-war.
Persistent, effective and uncontested, all on the same bar. When that happens the run is marked, green for buy-flow, red for sell-flow. That's the confluence.
Every threshold is a plain number you can turn up or down. Want only the cleanest runs? Widen the isolation window. Curious about absorption near session highs and lows? Set the efficiency filter to Absorbed.
🔶 WHAT YOU'LL SEE
▪ Marked runs take the flow colour. The rest of your chart stays as it is.
▪ A soft glow around the marked candles, so you spot them zoomed right out.
▪ A triangle under a buy-flow run, or over a sell-flow run, on the bar that completed it.
▪ Dots along the bottom count runs as they build. A faded stack is a run that didn't pass. A bright one-two-three staircase is one that did.
▪ Alerts for buy-flow and sell-flow runs.
🔶 THE TABLE
It tells you what marked runs did on the chart you have open right now:
▪ Marked runs ▲ / ▼ and how many per session.
▪ Avg run size · flow strength. How big the runs were in ticks, and how heavy their delta was compared with normal. Above one means heavier than usual.
▪ Next candle continued / reversed. What the very next candle did.
▪ Follow-through / pullback. Over the next five bars (adjustable), how far price ran with the flow and how far against it, in ticks.
▪ Delta source. Where the delta came from and how much of the chart had real lower-timeframe data.
▪ Last bar. So you know it's live.
Load it on the timeframe you actually trade. Look at the numbers. Then decide whether run confluence adds anything to your entries, long or short.
🔶 HOW IT'S BUILT
▪ Each lower-timeframe candle's volume takes the sign of that candle. If open equals close, the sign comes from the previous candle's close.
▪ Signed volumes are added up for each chart bar.
▪ 1-minute charts use 1-second data. Up to 15 minutes, 1-minute data. Above that, 5-minute data. Or pick a source manually.
▪ Bars with no lower-timeframe data fall back to candle direction times volume. The table tells you how much of the chart that applies to.
All three checks run on that one delta series. No second data source, no third-party code. Everything is evaluated on closed bars.
🔶 SETTINGS
▪ Run length. Default 3.
▪ Delta source timeframe. Auto, or fixed.
▪ Efficiency filter and baseline. Any, Efficient or Absorbed. Baseline default 100 bars.
▪ Require isolation and window. Default on, 45 minutes.
▪ Follow-through window. Default 5 bars.
▪ Palette. Green / Red by default. Already on green and red candles? Aurora (cyan and magenta) stands out more. Heat (yellow and orange) if you want something else.
▪ Dim all other candles. Off by default. Turn it on and the marked runs become the only colour on the chart.
▪ Glow and glow size. Sized in ATR multiples so it scales with volatility.
▪ Run dots. Marked runs only, completed runs, all run bars, or off.
▪ Table. On or off, corner, text size.
🔶 LIMITATIONS
▪ Delta comes from lower-timeframe candles, not bid and ask ticks. It won't match a footprint.
▪ Lower-timeframe history is limited. Older bars use the fallback, and that boundary moves
forward over time. Check the Delta source row before trusting long histories.
▪ Real-time intrabars can differ slightly from historical ones specifically after a refresh.
▪ No volume, no runs. Minute-based intraday charts only.
▪ The glow draws on recent runs only. Older runs keep their colours, markers and dots.
▪ The table is descriptive and in-sample. No costs, no backtest, and the numbers change with every symbol and timeframe.
🔶 SUMMARY
Three checks on estimated volume delta, marked on the chart at the bar where all three pass, with a live table showing what those runs did on your chart. Built as confluence for traders who want to know whether one-sided flow, buying or selling, is behind the setups they already take.
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免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。