OPEN-SOURCE SCRIPT
Leviatan CVD - Aggression and Divergence
Technical Description and Methodology:
The Leviatã CVD (Cumulative Volume Delta) is an institutional-grade tool designed to track market aggression (Market Orders) by estimating the delta within each price bar. Since standard data feeds often lack tick-by-tick delta, this script uses an Intrabar Pressure Proxy based on the following mathematical logic:
1. Delta Calculation: It calculates the relative position of the Close within the High-Low range to estimate the balance of power.
Formula: ((Close - Low) - (High - Close)) / (High - Low) * Volume
2. Cumulative Accumulation: The delta is accumulated throughout the session. The user can choose to reset the values at the start of each daily session (ta.change(time("D"))).
3. Signal Line: A 21-period Simple Moving Average (SMA) is applied to the CVD to identify momentum shifts.
4. Divergence Engine: The script automatically detects "Hidden Whales" by finding divergences between Price and CVD:
*. Bullish Div: Price makes a lower low while CVD makes a higher low (Aggressive Buying).
*. Bearish Div: Price makes a higher high while CVD makes a lower high (Aggressive Selling).
How to use:
*. Green Columns: Buying Aggression.
*. Red Columns: Selling Aggression.
*. Optimized for Pine Script v6.
開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
🔱 LeviatanSignals® — automação de fluxo institucional (SMC) para Binance e MEXC Futures. Vídeos, app e mais: leviatansignals.com.br/
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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。
開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
🔱 LeviatanSignals® — automação de fluxo institucional (SMC) para Binance e MEXC Futures. Vídeos, app e mais: leviatansignals.com.br/
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。