Bubbles CVD

Bubbles — order flow bubbles + CVD
Tick-level order flow made visible: every trade becomes a bubble, cumulative delta reads in a separate window.

Short description 

Bubbles plots real order flow directly on the chart: one bubble per trade, size scaled to volume, colour set by the aggressor side. A sub-window tracks session cumulative delta, exposing divergence and absorption as they build.

Full description

Bubbles reads the native tick stream ( TICK_FLAG_BUY / TICK_FLAG_SELL , volume_real ) and renders it in two complementary layers.

Main window — the bubbles

  • One bubble per aggregated trade, placed at the exact execution price
  • Radius scaled to volume, with an adjustable minimum threshold to filter noise
  • Colour by aggressor: lifted at the ask, hit at the bid
  • Configurable time aggregation (per tick, per 100 ms, per second) to stay readable on M1
  • Block trades above a size threshold are highlighted — institutional prints stand out at a glance

Sub-window — the CVD

  • Session cumulative delta, reset at a session open time of your choice
  • Plotted as a line or as CVD candles (open/high/low/close of delta)
  • Direct read on price/delta divergence and absorption zones: price pushes, delta does not follow

Key inputs
Minimum volume threshold · aggregation step · bubble scale · opacity · colour palette (buy / sell / block) · CVD reset time · CVD plot mode · optional alerts on oversized prints.

Requirements
A feed carrying real volume and reliable aggressor flags: CME/COMEX futures (GC, MGC, ES, NQ) or a broker forwarding real volume. On a tick-volume-only forex feed, buy/sell classification loses its reliability.

Recommended use
Scalping and intraday on M1–M5. Bubbles locate absorption and initiative at a level (zone retest, liquidity sweep); the CVD acts as a higher-timeframe context filter.

Two notes on wording: I kept "aggressor" rather than "initiator" — it's the term the order flow audience on MQL5 expects. And the requirements paragraph is worth leaving in even though it narrows your buyer pool; it prevents the one-star reviews from forex users whose feed can't support the indicator.

Want the header comment block formatted for the .mq5 , or a trimmed version for the Freelance listing?


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