VolumeProfileCVD
- Indicadores
-
Musa Khunarikov
Trader profissional desde 2014 (mais de 10 anos de experiência). Mercados: Forex, ações, MOEX, metais.
Desenvolvedor MQL4-MQL5. Especialização: análise de volume, análise de cluster, footprints, delta, perfil de volume.
Experiência e abordagem: - Versão: 1.0
- Ativações: 5
Volume Profile + CVD
Volume Profile + CVD is a professional volume analysis indicator for MetaTrader 4 that displays volume distribution by price levels and cumulative volume delta.
Full MT5-version functionality, adapted for MQL4. One file — all volume analysis on the chart.
🎯 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
🟠 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
✨ Key features
📊 Professional Volume Profile
Automatic build over last N bars
Configurable price levels count (10–100)
Value Area with configurable percentage
Automatic POC and Value Area boundaries
Sqrt-scaling for equal visibility
Correct work on scroll and zoom
📈 Cumulative Delta (CVD)
Real-time value display
Configurable calculation period
⚡ Performance
Recalc only on new bar formation
Update on chart change (scroll, zoom, TF switch)
Optimized loops
🎨 Flexible settings
Colors, widths, offsets
Levels count and Value Area percentage
🛠 Installation — MetaTrader 4
Copy VolumeProfileCVD.mq4 to MQL4/Indicators/ folder
Open MetaEditor (F4), compile (F7) — must be 0 errors, 0 warnings
Restart MT4 or refresh Navigator
Drag onto chart: Insert → Indicators → Custom → VolumeProfileCVD
Typical file path:
text
C:\Users\{User}\AppData\Roaming\MetaQuotes\Terminal\{ID}\MQL4\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
H1–H4 — swing trading
D1 — medium-term
📌 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
VAH break up → buyers took control
VAL break down → sellers took control
3. CVD vs price divergence
Price Higher High + CVD Lower High → weakening buyers
Price Lower Low + CVD Higher Low → weakening sellers
4. Signal confirmation
Other indicator signal + CVD confirmation → stronger signal
5. Return to naked POCs
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 (MT4)
Pure MQL4 — no DLLs
Uses OBJ_RECTANGLE_LABEL — works on any TF and instrument
Sqrt-scaling for bar width
Automatic redraw on scroll, zoom, TF change
Correct MT4 indexing (0 = newest bar)
Performance optimized
Compatibility: build 600+
Operation logging to terminal journal
⚠️ Important warning
Tick Volume is used, not real volume. MT4 doesn't have centralized exchange volumes for Forex, so the indicator works with ticks per bar.
Works great on:
Cryptocurrencies (at some brokers)
Indices
Works approximately on:
Forex — direction and shape correct, absolute values 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:
Services: EA development, indicators, panels, trading system audit.
📞 Support
30 days of free support after purchase. Bug fixes within 48 hours.
