Professional Delta Volume

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Professional Delta Volume MTF v2.0 is a professional indicator for MetaTrader 4 that shows the difference between buy and sell volume (Delta Volume) and Cumulative Delta. Version 2.0 introduces full Multi-Timeframe (MTF) support, allowing you to see data from H1, H4, or D1 directly on your working chart (e.g., M5) without switching timeframes.

The indicator helps you see who dominates the market — buyers or sellers — and find hidden divergences between price and volume.

🎯 What the indicator shows

• Buy Volume (blue bars) — estimated buy volume per bar.

• Sell Volume (orange bars) — estimated sell volume.

• Delta (colored histogram) — Buy − Sell difference. Green = buyers dominate, red = sellers.

• Cumulative Delta (golden line) — accumulated delta.

• Monitoring Dashboard — current Buy, Sell, Delta, Cum Delta, and Bar Balance values.

• MTF Snapshots block — displays Delta and Balance simultaneously for 4 customizable timeframes (e.g., M15, H1, H4, D1).

✨ Key Features

• 🌐 Full MTF: Select any higher timeframe (H1, H4, D1) in the settings, and the indicator will pull volume and delta data from there.

• 🛡️ No Repaint Modes: The MTF Mode setting allows you to choose:

  • CLOSED_FILLED — uses only the last closed higher-TF bar (no repaint).

  • CLOSED_STEP — one higher-TF bar per period (no repaint).

  • LIVE — current forming bar (may repaint for instant reaction).

• 📊 Two Calculation Methods:

  • Bar-position (fast) — estimate based on the candle's closing position.

  • Real ticks (accurate) — analysis of real ticks via CopyTicksRange .

• 🎯 Price & Delta Divergences: Price makes a new high, but Delta falls → buyer weakness. Price is flat, but Cum Delta grows → large player accumulation.

• 📈 Bar Balance: Shows the percentage advantage of buyers or sellers on the current bar.

• ⚙️ Flexible Settings: Show/hide elements, daily Cum Delta reset, custom colors and fonts, and smooth panel dragging (does not scroll the chart).

🛠️ How to use

1. Installation: Copy Professional DeltaVolume MTF.ex5 to the MQL4/Indicators/ folder. Restart the terminal and drag the indicator onto the chart.

2. Recommended Settings:

   • EURUSD, GBPUSD: InpCalcMethod = 1 (Bar-position), InpTimeframe = PERIOD_CURRENT .

   • XAUUSD: InpCalcMethod = 1 (Bar-position).

   • BTCUSD: InpCalcMethod = 2 (Real ticks), InpTimeframe = PERIOD_H1 (MTF).

   • US500, NAS100: InpCalcMethod = 2 (Real ticks).

3. Trading Scenarios:

   • Price/Delta divergence — a strong reversal signal.

   • Cum Delta grows without price growth — accumulation.

   • Cum Delta crosses zero — market sentiment shift.

   • Sharp Delta spike — large player activity.

📋 Main Parameters

• MTF: InpTimeframe (Data TF), InpMTFMode (No-Repaint modes).

• Calculation: InpCalcMethod (1 or 2), InpUseRealVolume .

• Display: InpShowBuySell , InpShowDelta , InpShowCumDelta , InpResetDaily .

• Panel: InpShowPanel , InpPanelX , InpPanelY , InpSnapTF1-4 .

📋 Implementation Details

• Pure MQL4 — no DLLs or external dependencies.

• Works on any instrument: Forex, crypto, metals, indices.

• Supports all timeframes: from M1 to MN.

• Optimized for performance — recalculates only new bars.

• Array out-of-bounds protection when loading MTF history.

⚠️ Important Warning
The indicator works on tick volume. In MT4, this is not the real exchange volume, but the number of ticks per period. For Forex, this is the only available volume metric. The indicator does not provide buy or sell signals. All trading decisions are made by the trader.

🏆 About the Developer
Created by Musa Khunarikov — a practicing trader with 12 years of experience. 51 Finam certificates.

📞 Support
30 days of free support. Bug fixes — within 48 hours.