CVD Bias [WavesUnchained]

//@version=6
// ============================================================================
// CVD Bias [WavesUnchained]
// Version: 1.1.5
// Author: WavesUnchained
// Build: 2026-10-12
// ============================================================================
// Estimates a price-weighted volume balance over a rolling window. This is
// NOT real Cumulative Volume Delta — OHLCV data carries no aggressor-side
// trade classification, so "buying" and "selling" volume are inferred only
// from where price closed within the bar's range, never from actual trade
// direction. Real Delta/CVD requires request.footprint() (out of scope
// here). Within that heuristic, the per-bar signed-volume proxy is
// accumulated as a running total rather than smoothed into an EMA, showing
// whether the price-weighted balance has been persistently skewed bullish or
// bearish and whether that skew is building or fading.
//
// Features:
//   ✓ Per-bar signed-volume proxy: (2 × close_location − 1) × volume (heuristic, not real CVD)
//   ✓ Rolling sum: accumulated over configurable window, normalized to −1..+1
//   ✓ Rate of change: acceleration of the volume-balance proxy
//   ✓ Price/proxy divergence: price new N-bar extreme while proxy rate opposes
//   ✓ Dashboard: proxy level, rate, divergence state
//   ✓ Alerts: bull/bear divergence, zero cross
//
// Data Contract:
//   Price:     REQUIRED   chart symbol
//   Volume:    REQUIRED   real trade volume — feed must deliver volume and
//                         syminfo.volumetype must not be "tick"; otherwise not available
//   OI:        NO
//   Reference: NO
//   Verdict:   Exchange-only
// ============================================================================

indicator("CVD Bias [WavesUnchained]", "CVD [WU]", format=format.price, precision=2, overlay=false)

// ─── Inputs ───────────────────────────────────────────────────────────────────

grCVD      = "CVD Settings"
cvdLen     = input.int(50,  "Accumulation Window",    minval=10, maxval=500,  group=grCVD,
     tooltip="Bars over which the signed-volume proxy is summed. Longer = smoother, slower to react.")
normLen    = input.int(200, "Normalization Lookback",  minval=20, maxval=1000, group=grCVD,
     tooltip="Lookback for finding recent CVD amplitude. Used to keep the oscillator on a −1..+1 scale.")
rocLen     = input.int(5,   "Rate of Change Length",  minval=1,  maxval=30,   group=grCVD)

grDiv      = "Divergence"
enableDiv  = input.bool(true, "Detect Price/CVD Divergences", group=grDiv)
pivLeft    = input.int(5, "Swing Left Bars", minval=1, group=grDiv)
pivRight   = input.int(5, "Swing Right Bars", minval=1, group=grDiv,
     tooltip="Lookback period for confirming a pivot high or low. Larger values reduce noise but increase signal delay.")

grD        = "Display"
showDash   = input.bool(true, "Show Dashboard", group=grD)

// Echtes Handelsvolumen? Nur "tick" schließt es ausdrücklich aus (Anzahl
// Transaktionen, keine Menge). "n/a" heißt laut Referenz "kein Volumen ODER Art
// nicht angegeben" — die meisten Feeds außer Krypto melden das, auch Futures mit
// echten Kontrakten. Dort entscheidet, ob der Feed überhaupt Volumen liefert.
var bool feedHasVolume = false
if nz(volume) > 0
    feedHasVolume := true
bool volumeIsReal = syminfo.volumetype != "tick" and feedHasVolume
float vol = volumeIsReal ? volume : na

// ─── Per-bar signed-volume proxy ──────────────────────────────────────────────
// closeLoc = 0: closed at low (full bear bar), 1: closed at high (full bull bar)
// signedVolumeProxy: price-location-weighted volume — a heuristic, NOT real
// trade delta. OHLCV has no aggressor-side classification.

hl                = high - low
closeLoc          = hl > 0 ? (close - low) / hl : 0.5
signedVolumeProxy = (2.0 * closeLoc - 1.0) * vol

// ─── Rolling CVD + normalization ─────────────────────────────────────────────

cvdRaw  = math.sum(signedVolumeProxy, cvdLen)
cvdAmp  = ta.highest(math.abs(cvdRaw), normLen)
cvdNorm = not volumeIsReal ? na : cvdAmp > 0 ? cvdRaw / cvdAmp : 0.0

// Rate of change: how fast is the balance shifting
cvdRoc = cvdNorm - nz(cvdNorm[rocLen])

// ─── Divergence: structural swing-pivot divergence ───────────────────────────
ph = ta.pivothigh(high, pivLeft, pivRight)
pl = ta.pivotlow(low,   pivLeft, pivRight)

prevPh = ta.valuewhen(not na(ph), high[pivRight], 1)
prevPl = ta.valuewhen(not na(pl), low[pivRight], 1)

prevCvdAtPh = ta.valuewhen(not na(ph), cvdNorm[pivRight], 1)
prevCvdAtPl = ta.valuewhen(not na(pl), cvdNorm[pivRight], 1)

bearDivRaw = not na(ph) and not na(prevPh) and high[pivRight] > prevPh and cvdNorm[pivRight] < prevCvdAtPh
bullDivRaw = not na(pl) and not na(prevPl) and low[pivRight] < prevPl and cvdNorm[pivRight] > prevCvdAtPl

bearDiv = enableDiv and bearDivRaw
bullDiv = enableDiv and bullDivRaw

// ─── Colors ───────────────────────────────────────────────────────────────────

bullC    = color.new(#00c853, 0)
bearC    = color.new(#d50000, 0)
neutC    = color.new(color.gray, 30)
cvdColor = cvdNorm > 0.2 ? bullC : cvdNorm < -0.2 ? bearC : neutC
rocColor = cvdRoc >= 0 ? color.new(#00c853, 40) : color.new(#d50000, 40)

// ─── Plots ────────────────────────────────────────────────────────────────────

hline(0,    "Zero",      color=color.new(color.gray, 50))
hline(0.5,  "Bull Zone", color=color.new(#00c853, 70), linestyle=hline.style_dotted)
hline(-0.5, "Bear Zone", color=color.new(#d50000, 70), linestyle=hline.style_dotted)

plot(cvdNorm, "CVD Bias", color=cvdColor, linewidth=2)
plot(cvdRoc,  "CVD Rate", color=rocColor, linewidth=1)

plotshape(bearDiv, "Bear Div", shape.triangledown, location.top,    color=bearC, size=size.small, offset=-pivRight)
plotshape(bullDiv, "Bull Div", shape.triangleup,   location.bottom, color=bullC, size=size.small, offset=-pivRight)

// ─── Dashboard ────────────────────────────────────────────────────────────────

color tc = color.new(color.gray, 20)
color hd = color.new(color.gray, 90)

var table t = table.new(position.top_right, 2, 5,
     bgcolor=color.new(color.white, 5),
     border_color=color.new(color.gray, 60), border_width=1,
     frame_color=color.new(color.gray, 40), frame_width=1)

if showDash and barstate.islast and volumeIsReal
    table.cell(t, 0, 0, "CVD Bias",   text_color=tc, bgcolor=hd, text_size=size.small)
    table.cell(t, 1, 0, "Value",      text_color=tc, bgcolor=hd, text_size=size.small)

    string cvdState = "Neutral"
    if cvdNorm > 0.5
        cvdState := "Strong Bull"
    else if cvdNorm > 0.2
        cvdState := "Bull"
    else if cvdNorm < -0.5
        cvdState := "Strong Bear"
    else if cvdNorm < -0.2
        cvdState := "Bear"
    cvdC = cvdNorm > 0.2 ? bullC : cvdNorm < -0.2 ? bearC : tc

    table.cell(t, 0, 1, "State",      text_color=tc,   text_size=size.small)
    table.cell(t, 1, 1, cvdState,     text_color=cvdC, text_size=size.small)
    table.cell(t, 0, 2, "CVD",        text_color=tc,   text_size=size.small)
    table.cell(t, 1, 2, str.tostring(cvdNorm, "#.##"), text_color=cvdC, text_size=size.small)

    rocStr = cvdRoc >= 0 ? "Rising ↑" : "Falling ↓"
    rocC2  = cvdRoc >= 0 ? bullC : bearC
    table.cell(t, 0, 3, "Rate",       text_color=tc,    text_size=size.small)
    table.cell(t, 1, 3, rocStr,       text_color=rocC2, text_size=size.small)

    divState = bearDiv ? "Bear Div!" : bullDiv ? "Bull Div!" : "—"
    divC     = bearDiv ? bearC : bullDiv ? bullC : tc
    table.cell(t, 0, 4, "Divergence", text_color=tc,   text_size=size.small)
    table.cell(t, 1, 4, divState,     text_color=divC, text_size=size.small)

// Kurzer Hinweis unten rechts; was fehlt, steht im Data Contract oben.
var table volWarn = table.new(position.bottom_right, 1, 1)
if barstate.islast and not volumeIsReal
    table.cell(volWarn, 0, 0, "CVD · not available",
         bgcolor = color.new(color.orange, 20), text_color = color.white, text_size = size.small)

// ─── Alerts ───────────────────────────────────────────────────────────────────

bool alertsOnBarClose = input.bool(true, "Alerts only on bar close (confirmed)", group="Alerts")
bool alertOk = not alertsOnBarClose or barstate.isconfirmed

alertcondition(alertOk and (bullDiv), "CVD Bull Divergence", "CVDB · BULL CVD DIV · {{ticker}} {{interval}}")
alertcondition(alertOk and (bearDiv), "CVD Bear Divergence", "CVDB · BEAR CVD DIV · {{ticker}} {{interval}}")
alertcondition(alertOk and (ta.crossover(cvdNorm, 0)),  "CVD Cross Up",   "CVDB · CROSS UP · {{ticker}} {{interval}}")
alertcondition(alertOk and (ta.crossunder(cvdNorm, 0)), "CVD Cross Down", "CVDB · CROSS DOWN · {{ticker}} {{interval}}")