Cumulative Volume Delta MAX
- Indicatori
- Ebrah Ssali
- Versione: 1.50
- Attivazioni: 5
Cumulative Volume Delta (CVD) MA-X: Intelligent Order Flow Sentiment Tool
Unlock the hidden mechanics of the market with the Cumulative Volume Delta (CVD) MA-X. While standard volume indicators only tell you how much was traded, CVD MA-X tells you who is winning the battle between buyers and sellers when. By aggregating tick-level price action and volume distribution, this indicator provides a crystal-clear map of market conviction and exhaustion.
The Trader’s Edge: Why CVD MA-X?
Most traders fail because they react to price lags. CVD MA-X gives you a leading edge by analysing the internal pressure of a candle- wick vs. body ratio- weighted against volume. It answers three critical questions in real-time:
1. Is this move backed by real money? (CVD/Zero-Line alignment)
2. Is the trend losing steam? (MaxBuy/MaxSell exhaustion points)
3. Are the big players diverging from the price? (Built-in Divergence Engine)
Powerful Features and Utility
· Smart-Weighted Thresholds: Unlike simple delta, this indicator calculates "Buying vs. Selling Volume" by dissecting candle wicks and body lengths, providing a more granular view of intent.
· Dual-Layer Signal Logic: Features both CVD Zero-Crosses and MA (CVD Moving Average) Zero-Crosses. This allows you to differentiate between short-term momentum shifts and long-term trend continuaitns or reversals.
· Exhaustion Detection (MaxBuy/MaxSell): The indicator identifies "Peak Delta" moments- the exact points/levels where aggressive buying or selling reached a local limit. These act as high-probability reversal warnings.
· Automated Divergence Engine: Visually identifies Bullish and Bearish divergences between Price and Delta, drawing trend lines automatically on your chart and sub-window.
Actionable Strategy and Signal Hierarchy
Increase your win rate by following our built-in high-confidence hierarchy:
1. Grade A (High Confidence): Price makes a Lower-Low, but CVD MA-X shows a Bullish Divergence + a MaxBuy Arrow at the trough.
2. Grade B (Trend Following): CVD Histogram and CVD Moving Average both cross above the Zero-Line (Aqua/Lime arrows).
3. Risk Management (The "Exit" Edge): Use MaxSell (Yellow) and MaxBuy (White) arrows to tighten trailing stops or take profits, as these signify that the current move is overextended. Customise all the arrows to your colour preferences via inputs.
EA-Ready and Automation Friendly
Built with developers in mind, CVD MA-X is fully optimized for Expert Advisors. You don't need to perform complex calculations within your EA; simply call the indicator's buffers via iCustom():
· Buffer 2 and 3: CVD Zero-Cross Signals.
· Buffer 4 and 5: Max Exhaustion Points (MaxBuy/MaxSell).
· Buffer 8 and 9: MA Zero-Cross Trend Signals.
Simple Configuration
We believe in "Plug and Play." Despite its complex internal math, the configuration is minimal (the defaults work on many instruments):
· CDIPeriod: Adjust the smoothness of the volume delta.
· MAPeriod: Fine-tune the trend sensitivity.
· Swing Settings: Customize how the divergence engine identifies market peaks and troughs.
Stop trading blind. See the pressure behind the price with Cumulative Volume Delta MA-X. Works on all symbols (Forex, Crypto, Stocks, Indices) since it relies on Tick Volume.
Technical Specifications and Input Parameters
To ensure you can tailor the CVD MA-X to your specific trading style- whether it's scalping M1 or swing trading H4- the indicator provides a streamlined but powerful set of inputs.
| Parameter | Function | Trader's Benefit |
| CDI Period | EMA smoothing for volume | Filter out market "noise" and focus on sustained pressure. |
| MA Period | Smoothing for the CVD line | Defines the "Trend Baseline" for crossover signals. |
| Swing Bars | Left/Right bar detection | Controls the sensitivity of the Divergence Engine. |
| Arrow Offset | Visual displacement | Keep your workspace clean by adjusting signal positions. |
| Steep Thresholds | Slope calculation | Identify at a glance if momentum is accelerating or dying. |
Deep Dive: The Signal Hierarchy
Not all signals are created equal. Use this hierarchy to filter high-probability setups from low-quality chop:
1. The "Apex" Signal (Maximum Confidence)
This occurs when a Price Divergence aligns with a MaxBuy/MaxSell Arrow.
· Scenario: Price hits a new low, but the CVD shows a higher low (Bullish Divergence), immediately followed by a White MaxBuy Arrow.
· Interpretation: Sellers are exhausted, and smart money is absorbing the remaining sell orders. This is a prime reversal entry.
2. The "Trend Confirmation" (Medium Confidence)
This is signalled by the MA Zero Cross (Aqua/Magenta Arrows).
· Scenario: The CVD Moving Average crosses from negative to positive.
· Interpretation: The medium-term momentum has shifted. This is your "Green Light" to look for long positions in alignment with the overall trend.
3. The "Exhaustion" Warning (Risk Management)
The MaxBuy (White) and MaxSell (Yellow) arrows are your best friends for trade management.
· Scenario: You are in a long trade, and a Yellow MaxSell Arrow appears at the top of a move.
· Interpretation: Buying volume has peaked and is starting to decline. It’s time to move your Stop Loss to break even or take partial profits.
Developer’s Guide: Automating Your Strategy
Integrating CVD MA-X into an Expert Advisor is straightforward. Because every signal (Crossovers, Exhaustion, and Divergences) is stored in its own dedicated buffer, your EA can "read" the market state with a simple iCustom call.
Key Buffers for Automation:
· Buffer 4 (MaxBuy) / Buffer 5 (MaxSell): Ideal for "Counter-Trend" or "Reversion to Mean" bots.
· Buffer 8 (MA Buy) / Buffer 9 (MA Sell): Perfect for "Trend-Following" or "Momentum" bots.
· Buffer 0: Raw CVD data for custom logic like "if CVD > 5000, then Buy."
Why This Indicator is "EA-Ready"
Unlike many visual indicators that only draw "objects" on a chart, CVD MA-X populates actual data arrays. This means an EA can back test the signals with accuracy, ensuring that the performance you see on the chart is exactly what your bot will execute. EAs have been developed based on CVD MA-X but currently not yet for sale (sorry). When the decision is made to, we shall avail them to the public. See the last image showing trades fully managed by CVD MA-X based EA
Key Points for Automation
· Zero Repainting: Signals are generated based on closed-bar logic (Index 1), ensuring that what your EA sees on the backtest is exactly what happened in real-time.
· Low Latency: Optimized MQL5 code ensures the indicator doesn't lag your execution, even on high-frequency tick charts.
· Comprehensive Data: With 25 total buffers (including raw buying/selling volumes and wick percentages), advanced developers can build complex logic beyond just the arrows.
