Stacked Buy/Sell Volume Columns

//@version=6
indicator(
     title = "Stacked Buy/Sell Volume Columns",
     shorttitle = "Stacked Vol Delta",
     overlay = false,
     max_bars_back = 500
)

//──────────────────────────────────────────────────────────────────────────────
// WHAT THIS IS AND ISN'T
//
// Real order-flow data -- bid/ask depth, trade-by-trade aggressor side,
// footprint charts -- comes from the exchange's tick/quote feed. Pine
// Script has NO access to that at all, on any TradingView plan. This is
// the closest legitimate approximation available in Pine, and the same
// method already used for the CVD module in Regime_Engine_TCO_Gatekeeper
// .pine in this repo: pull the actual lower-timeframe sub-bars inside
// each chart bar via request.security_lower_tf(), classify each one
// up/down by its own close-vs-open, and sum the volume on each side. A
// large passive limit order sitting at the ask still gets counted as
// "buy volume" if price ticks up through it -- this is a directional-
// print proxy, not true bid/ask delta -- but it is a materially better
// approximation than a single-bar close-position heuristic (Chaikin-
// style), since it is built from many smaller directional prints
// instead of one bar's shape.
//
// What's new here vs. that CVD module: this plots each bar's OWN
// buy/sell split as a stacked column (the "stacking" the user asked
// for), not a running cumulative total -- see the "STACKED COLUMNS"
// section below for how that's actually drawn in Pine, which has no
// native stacked-column primitive.
//──────────────────────────────────────────────────────────────────────────────

//──────────────────────────────────────────────────────────────────────────────
// INPUTS — INTRABAR RESOLUTION
//──────────────────────────────────────────────────────────────────────────────
groupTF = "1. Intrabar Resolution"

lowerTFModeInput = input.string(
     defval = "Auto",
     title = "Lower-Timeframe Mode",
     options = ["Auto", "Manual"],
     group = groupTF,
     tooltip = "Auto picks a sub-timeframe from the chart's own timeframe, targeting roughly 5-15 sub-bars per chart bar -- enough directional prints to be meaningful without hitting the sub-bar-count limits TradingView enforces per request.security_lower_tf() call. Switch to Manual to pick your own."
)

lowerTFManualInput = input.timeframe(
     defval = "1",
     title = "Manual Lower Timeframe",
     group = groupTF,
     tooltip = "Only used when Mode is Manual. Must be strictly lower than the chart's own timeframe, or TradingView raises a runtime error."
)

//──────────────────────────────────────────────────────────────────────────────
// INPUTS — VISUALS
//──────────────────────────────────────────────────────────────────────────────
groupVisual = "2. Visuals"

buyColorInput = input.color(
     defval = color.lime,
     title = "Buy Volume Color (Top Segment)",
     group = groupVisual
)

sellColorInput = input.color(
     defval = color.red,
     title = "Sell Volume Color (Bottom Segment)",
     group = groupVisual
)

showNetDeltaLineInput = input.bool(
     defval = true,
     title = "Show Net Delta Line",
     group = groupVisual,
     tooltip = "Plots buyVolume - sellVolume for the bar as a line over the stacked columns -- a quick read of which side dominated that bar, without having to compare the two segment heights by eye."
)

netDeltaColorInput = input.color(
     defval = color.white,
     title = "Net Delta Line Color",
     group = groupVisual
)

showDashboardInput = input.bool(
     defval = true,
     title = "Show Dashboard",
     group = groupVisual
)

//──────────────────────────────────────────────────────────────────────────────
// AUTO LOWER-TIMEFRAME SELECTION
//
// Written as if/else-if, not a chained multi-line ternary -- a nested
// ternary spread across several lines like this has previously hit
// Pine's line-continuation parser limit (CE10013) elsewhere in this
// repo (Regime_Engine_TCO_Gatekeeper.pine); if/else-if has no such
// limit and is the established fix.
//──────────────────────────────────────────────────────────────────────────────
f_autoLowerTF() =>
    float chartSeconds = timeframe.in_seconds()
    string result = "240"

    if chartSeconds <= 60
        result := "1S"
    else if chartSeconds <= 300
        result := "1"
    else if chartSeconds <= 900
        result := "5"
    else if chartSeconds <= 3600
        result := "15"
    else if chartSeconds <= 14400
        result := "60"

    result

string lowerTF = lowerTFModeInput == "Auto" ? f_autoLowerTF() : lowerTFManualInput

//──────────────────────────────────────────────────────────────────────────────
// INTRABAR BUY/SELL VOLUME SPLIT
//
// Guarded with `if array.size(...) > 0` before the for..in loop -- an
// empty array (e.g. right at the start of history, before the lower-tf
// feed has any bars yet, or a symbol with a data gap) would otherwise
// make Pine's `for i = 0 to array.size(x) - 1` infer a DECREMENTING
// step from `-1 < 0` and run once with i = 0 instead of skipping,
// throwing an array.get() out-of-bounds error -- the same for-loop
// step-direction gotcha already fixed in several other scripts in this
// repo (Dynamic_Markov_Capacity_PDH_PDL_..., STRONG_NQ_ORB_BREAKOUTS,
// Execution_Signals_1m_13m, NQ_Hourly_Retracement_Levels).
//──────────────────────────────────────────────────────────────────────────────
[lowerClose, lowerOpen, lowerVolume] = request.security_lower_tf(
     syminfo.tickerid,
     lowerTF,
     [close, open, volume]
)

float buyVolume = 0.0
float sellVolume = 0.0

if array.size(lowerClose) > 0
    for i = 0 to array.size(lowerClose) - 1
        float subClose = array.get(lowerClose, i)
        float subOpen = array.get(lowerOpen, i)
        float subVolume = array.get(lowerVolume, i)

        if subClose > subOpen
            buyVolume += subVolume
        else if subClose < subOpen
            sellVolume += subVolume
        else
            // Sub-bar closed flat -- can't classify direction, so split
            // the volume evenly rather than assigning it to either side.
            buyVolume += subVolume * 0.5
            sellVolume += subVolume * 0.5

float netDelta = buyVolume - sellVolume
float totalVolume = buyVolume + sellVolume

//──────────────────────────────────────────────────────────────────────────────
// STACKED COLUMNS
//
// plot(style = plot.style_columns) always draws from 0 -- Pine has no
// native "stack segment B on top of segment A" primitive. The standard
// workaround, and what actually makes this a STACKED column rather than
// two overlapping ones: plot the FULL total (buy+sell) as one column in
// the buy color first, then plot JUST the sell portion (0 to sellVolume)
// as a second, later column in the sell color at the same x. Later
// plots render on top in Pine, so the shorter sell column overdraws the
// bottom of the taller total column, leaving the buy-colored portion of
// the total column showing through above it. Net visible result: one
// column, bottom segment sell-colored, top segment buy-colored, total
// height = total volume for the bar.
//──────────────────────────────────────────────────────────────────────────────
plot(totalVolume, title = "Buy Volume (Top Segment)", style = plot.style_columns, color = buyColorInput)
plot(sellVolume, title = "Sell Volume (Bottom Segment)", style = plot.style_columns, color = sellColorInput)

plot(showNetDeltaLineInput ? netDelta : na, title = "Net Delta", color = netDeltaColorInput, linewidth = 2)
hline(0, title = "Zero Line", color = color.new(color.gray, 50))

//──────────────────────────────────────────────────────────────────────────────
// DASHBOARD
//──────────────────────────────────────────────────────────────────────────────
var table statsTable = table.new(
     position.top_right,
     2,
     4,
     border_width = 1
)

if barstate.islast and showDashboardInput
    table.cell(statsTable, 0, 0, "Stacked Vol Delta", text_color = color.white, bgcolor = color.rgb(20, 50, 90))
    table.cell(statsTable, 1, 0, lowerTF + " sub-bars", text_color = color.white, bgcolor = color.rgb(20, 50, 90))

    table.cell(statsTable, 0, 1, "Buy Volume")
    table.cell(statsTable, 1, 1, str.tostring(buyVolume, format.volume), text_color = buyColorInput)

    table.cell(statsTable, 0, 2, "Sell Volume")
    table.cell(statsTable, 1, 2, str.tostring(sellVolume, format.volume), text_color = sellColorInput)

    table.cell(statsTable, 0, 3, "Net Delta")
    table.cell(statsTable, 1, 3, str.tostring(netDelta, format.volume), text_color = netDelta >= 0 ? buyColorInput : sellColorInput)