Aklamavo Volume Delta Profile
- Индикаторы
- Sylvester Aklamavo
- Версия: 1.0
- Активации: 5
This Volume Delta Profile is an advanced MetaTrader 5 indicator that visualizes volume delta (order flow imbalance) using a volume profile-style histogram. It shows the difference between buying and selling pressure at specific price levels, helping traders identify supply and demand zones.
This indicator provides a unique perspective on market dynamics by visualizing the imbalance between buying and selling pressure, offering insights beyond traditional volume analysis.
Core Concept
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Positive Delta (Green): More buying volume than selling volume at a price level
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Negative Delta (Red): More selling volume than buying volume at a price level
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Delta Calculation: Uses tick or real volume data to determine whether each bar had net buying or selling pressure
Key Features
1. Session Types
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Daily: Analyzes each trading day separately
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Weekly: Aggregates data by week
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Monthly: Monthly session analysis
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Intraday: Custom intraday sessions (up to 4 per day)
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Rectangle: User-defined price-time ranges
2. Delta Calculation Method
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Can use Tick Volume (default) or Real Volume (if available)
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Delta values can be multiplied by DeltaMultiplier for scaling
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Optional normalization by total volume
3. Visualization Features
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Gradient Colors: Bars transition from base colors (palegreen/peachpuff) to intense colors (green/red) based on delta intensity
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Histogram Length: Adjustable length factor (default 8.5x longer than normal)
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Right-to-Left Mode: Draw histograms from right edge of chart
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Delta Values: Optional text display of delta values on bars
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Cumulative Delta Line: Shows net delta accumulation over session
4. Session Management
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Multiple sessions displayed simultaneously (configurable count)
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Handles weekends: ignore, append, or treat normally
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Time shift capability (± minutes)
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Seamless scrolling mode for real-time updates
Input Parameters
Main Settings
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Session: Time period for delta calculation
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StartFromCurrentSession: Begin from current or specific date
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SessionsToCount: Number of sessions to display (default 11)
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SeamlessScrollingMode: Real-time updates on visible chart area
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VolumeType: Tick or real volume data
Visual Customization
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PositiveDeltaColor/NegativeDeltaColor: Base colors for delta bars
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HighDeltaColor/LowDeltaColor: Colors for extreme delta values
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GradientColors: Enable smooth color transitions
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HistogramLengthFactor: Control bar width/length
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DeltaWidth: Base width of delta bars
Delta Settings
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DeltaMultiplier: Scale delta values up/down
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NormalizeDelta: Divide delta by total volume
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ShowCumulativeDelta: Display net delta trend line
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ShowDeltaValues: Show numerical delta on bars
Intraday Sessions
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Up to 4 customizable intraday periods
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Each session has start/end times in HH:MM format
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Can be enabled/disabled individually
Technical Implementation
Data Processing
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Session Identification: Finds start/end of each trading session based on selected period
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Price Level Quantization: Rounds prices to nearest tick based on symbol precision
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Delta Accumulation: Aggregates volume delta at each price level
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Normalization: Scales delta for consistent visualization
Object Management
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Creates rectangle objects for each delta bar
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Manages text objects for delta values
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Implements cleanup to remove old objects
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Handles real-time updates via timer events
Performance Optimizations
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ThrottleRedraw: Delay between updates to reduce CPU load
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Adaptive PointMultiplier: Automatically adjusts for symbol precision
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Selective Redrawing: Only updates changed sessions
Use Cases
1. Order Flow Analysis
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Identify buying/selling clusters at price levels
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Spot accumulation/distribution zones
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Detect hidden support/resistance levels
2. Market Structure
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Confirm breakouts with volume validation
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Identify failed moves (low delta on price moves)
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Spot divergence between price and volume flow
3. Trading Signals
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High Positive Delta + Price Support: Strong buying zone
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High Negative Delta + Price Resistance: Strong selling zone
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Delta Divergence: Price makes new high/low but delta doesn't confirm
