VolumeProfileCVDX
- Indicateurs
-
Musa Khunarikov
Trader professionnel depuis 2014 (plus de 10 ans d'expérience). Marchés : Forex, actions, MOEX, métaux.
Développeur MQL4-MQL5. Spécialisation : analyse de volume, analyse de clusters, footprints, delta, profil de volume.
Expérience et approche : - Version: 1.0
- Activations: 5
Volume Profile + CVD
Volume Profile + CVD is a professional volume analysis indicator for MetaTrader 5 that displays volume distribution by price levels and cumulative volume delta.
The indicator answers two key trader questions:
-
Where did volume actually trade? — Volume Profile
-
Who dominates the market — buyers or sellers? — CVD
All in one window, no separate sub-charts or switching.
🎯 What the indicator shows
1. Volume Profile (right side of chart)
Horizontal histogram of volume distribution by price levels. Each bar's length = total volume traded at that level over the last N bars.
-
🔵 Blue bars — regular price levels
-
🔴 POC (Point of Control) — level with maximum volume. Key support/resistance
-
🟠 VAH (Value Area High) — top of Value Area (70% of volume)
-
🟠 VAL (Value Area Low) — bottom of Value Area
2. CVD (top-left corner)
Cumulative Volume Delta — accumulated volume delta.
Formula: if Close > Open → +Volume , if Close < Open → −Volume , summed over the period.
-
🟡 Positive value — buyers dominated
-
🟡 Negative value — sellers dominated
-
Sharp rise/fall — increasing pressure in one direction
✨ Key features
📊 Professional Volume Profile
-
Automatic build over last N bars
-
Configurable price levels count (10–100)
-
Value Area with configurable percentage (50%, 68%, 70%, 80%, 95%)
-
Automatic POC and Value Area boundaries highlighting
-
Sqrt-scaling for equal visibility of all levels
-
Correct work on scroll and zoom
📈 Cumulative Delta (CVD)
-
Real-time value display
-
Configurable calculation period
-
Color indication for quick reading
⚡ Performance
-
Recalc only on new bar formation — saves resources
-
Update on chart change (scroll, zoom, TF switch)
-
Optimized loops — fast even on 500+ bars
🎨 Flexible settings
-
Colors for profile, POC, VAH/VAL, CVD
-
Profile width and offset from right edge
-
Price levels count
-
Value Area percentage
-
Disable any component
🛠 Installation — MetaTrader 5
-
Copy VolumeProfileCVD.mq5 to MQL5/Indicators/ folder
-
Open MetaEditor (F4), compile (F7) — must be 0 errors, 0 warnings
-
Restart MT5 or refresh Navigator
-
Drag onto chart
Typical file path:
C:\Users\{User}\AppData\Roaming\MetaQuotes\Terminal\{ID}\MQL5\Indicators\
📌 Recommended Settings
| Instrument | TF | Lookback Bars | Bins | Value Area |
|---|---|---|---|---|
| EURUSD, GBPUSD | H1 | 200 | 30 | 70% |
| EURUSD, GBPUSD | H4 | 300 | 40 | 70% |
| XAUUSD | H1 | 200 | 30 | 70% |
| BTCUSD | H4 | 150 | 25 | 68% |
| US500, NAS100 | M15 | 300 | 40 | 70% |
Timeframes:
-
M5–M15 — scalping, volume over last hours
-
H1–H4 — swing trading, volume over days/weeks
-
D1 — medium-term, volume over months
📌 Trading scenarios
1. Trading from POC
-
POC is a price magnet, often retested
-
Bounce off POC → entry in bounce direction
-
POC break → strong move in break direction
2. Trading in Value Area
-
Price inside VAH–VAL — balanced market, ranging
-
VAH break up → buyers took control
-
VAL break down → sellers took control
3. CVD vs price divergence
-
Price makes Higher High, CVD — Lower High → weakening buyers, possible reversal
-
Price makes Lower Low, CVD — Higher Low → weakening sellers
4. Signal confirmation
-
Other indicator signal (Supertrend, divergence) + CVD confirmation → stronger signal
-
POC bounce + bullish candle → reliable entry point
5. Levels price returns to
-
Naked POCs — levels price hasn't revisited
-
Previous session POCs often attract price
⚙️ Parameters
| Parameter | Description | Default |
|---|---|---|
| InpLookbackBars | Bars for profile calculation | 200 |
| InpBins | Price levels count | 30 |
| InpValueAreaPct | Value Area percentage | 70 |
| InpProfileWidthPx | Max profile bar width (px) | 250 |
| InpProfileOffsetPx | Offset from right edge (px) | 30 |
| InpProfileColor | Regular profile bar color | DodgerBlue |
| InpPOCColor | POC line color | Red |
| InpVAHVALColor | VAH / VAL line color | Orange |
| InpShowCVDValue | Show CVD value | true |
| InpCVDColor | CVD label color | Yellow |
📋 Implementation notes (MT5)
-
Pure MQL5 — no DLLs, no external dependencies
-
Uses OBJ_RECTANGLE_LABEL — works on any TF and instrument
-
Sqrt-scaling for bar width — all levels equally visible
-
Automatic redraw on scroll, zoom, TF change
-
Performance optimized: 200–300 bars × 30 bins = ~6000 operations (instant)
-
Operation logging to terminal journal
⚠️ Important warning
Tick Volume is used, not real volume. MT4/MT5 don't have centralized exchange volumes for Forex, so the indicator works with ticks per bar — a proxy for activity.
Works great on:
-
Futures (via MT5 with CME data brokers)
-
Cryptocurrencies
-
Indices (US500, NAS100, DE40)
Works approximately on:
-
Forex — direction and profile shape are correct, absolute values are conditional
The indicator is an analysis tool, not a trading system. All trading decisions are made by the trader.
🏆 About the developer
Musa Khunarikov — trader with 12 years of live experience (Forex, stocks, MOEX, metals). 51 certifications from "Finam" training center in trading, algo trading, and MetaTrader.
Live trading:
👉 https://developer-mql4-mql5.netlify.app/
Services: EA development, indicators, panels, trading system audit.
📞 Support
30 days of free support after purchase. Bug fixes within 48 hours.
