Volume Delta Histogram

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Piotr Kowalski "piecioshka"
// Docs (EN): https://github.com/piecioshka/tradingview-pine-scripts/blob/main/indicators-premium/volume/volume-delta-histogram/volume-delta-histogram.md
// Docs (PL): https://github.com/piecioshka/tradingview-pine-scripts/blob/main/indicators-premium/volume/volume-delta-histogram/volume-delta-histogram.pl.md

//@version=6
indicator('Volume Delta Histogram', overlay=false, max_labels_count=500)

// Volume delta histogram (from real footprint data) in a separate panel, anchored to the base (0).
// Column = |delta| (buy − sell), colored by sign: green = buy dominance, red = sell.
// The height is normalized and capped at a given % of the panel; real delta values are
// visible as numbers on the columns and in the data window.
// Requires Premium/Ultimate; no footprint data (e.g. some crypto) → shows nothing.

gDelta = 'Column colors'
cBuy  = input.color(color.new(color.rgb(38, 166, 154), 50), 'Positive delta color (buy)', group=gDelta)
cSell = input.color(color.new(color.rgb(239, 83, 80), 50), 'Negative delta color (sell)', group=gDelta)

gView = 'Display'
diverge    = input.bool(true, 'Red columns grow downward', tooltip='When enabled, negative-delta (sell) columns grow downward from the zero line and positive (buy) ones upward — a diverging layout.', group=gView)
showLabels = input.bool(true, 'Show delta numbers', tooltip='Delta number printed next to each column.', group=gView)
txtUp    = input.color(color.new(color.rgb(38, 166, 154), 0), 'Number color — positive delta', group=gView, tooltip='Number color for positive delta. Defaults to the up-column color.')
txtDown  = input.color(color.new(color.rgb(239, 83, 80), 0),  'Number color — negative delta', group=gView, tooltip='Number color for negative delta. Defaults to the down-column color.')
fontSize = input.string('Small', 'Number size', options=['Tiny', 'Small', 'Normal', 'Large'], group=gView)
numPos   = input.string('Above column', 'Number position', options=['Above column', 'At the bottom'], tooltip='"Above column" = slightly above the column. "At the bottom" = at the panel base.', group=gView)
numGap   = input.float(0.5, 'Number gap above column (% of panel)', minval=0, maxval=20, step=0.5, tooltip='Vertical gap between the number and the column tip, as a % of panel height (applies to "Above column").', group=gView)

gNorm = 'Column normalization'
normPow  = input.float(0.5, 'Height normalization', minval=0.1, maxval=1, step=0.05, tooltip='Power scaling the column height: 1 = linear (no normalization), 0.5 = square root, lower = stronger compression of spikes. Reference: max of ~500 candles.', group=gNorm)
fillPct  = input.float(100, 'Max column height (% of panel)', minval=5, maxval=100, step=5, tooltip='The tallest column takes up at most this % of panel height (the rest stays empty). 100 = fills the panel.', group=gNorm) / 100.0

// --- K/M/B abbreviation; below 1000 an integer (no ".00") ---
f_abbr(float x) =>
    a = math.abs(x)
    a >= 1e9 ? str.tostring(x / 1e9, '#.##') + 'B' : a >= 1e6 ? str.tostring(x / 1e6, '#.##') + 'M' : a >= 1e3 ? str.tostring(x / 1e3, '#.#') + 'K' : str.tostring(x, '#')

fp = request.footprint(1)        // ticks_per_row irrelevant for the delta total
hasData = not na(fp)
float delta   = na
float buyVol  = na
float sellVol = na
if hasData
    delta   := fp.delta()
    buyVol  := fp.buy_volume()
    sellVol := fp.sell_volume()

totalVol = hasData ? buyVol + sellVol : na
hasDelta = hasData and not na(totalVol) and totalVol > 0   // no real trades → show nothing
if not hasDelta
    delta   := na
    buyVol  := na
    sellVol := na

mag        = na(delta) ? na : math.abs(delta)
magN       = na(mag) ? na : math.pow(mag, normPow)   // normalized HEIGHT (power < 1 compresses spikes)
maxN       = ta.highest(nz(magN), 500)               // max of ~500 candles → reference for the "ceiling"
deltaColor = not hasDelta ? na : delta >= 0 ? cBuy : cSell

// Column (base 0) + an invisible "ceiling" capping the height: the tallest column ≈ fillPct of the panel.
// The column and the "ceiling" live only in the panel — their values must NOT show at the cursor (the height is normalized).
isDown = diverge and not na(delta) and delta < 0   // sell column drawn downward (diverging layout)
barN   = na(magN) ? na : (isDown ? -magN : magN)
plot(barN, 'Delta (norm.)', color=deltaColor, style=plot.style_columns, histbase=0, display=display.pane)
plot(maxN > 0 ? maxN / fillPct : na, 'Ceiling', color=color.new(color.gray, 100), editable=false, display=display.pane)
plot(diverge and maxN > 0 ? -maxN / fillPct : na, 'Floor', color=color.new(color.gray, 100), editable=false, display=display.pane)
// REAL delta at the cursor (status line) + data window; buy/sell in the data window
plot(delta,   'Delta',      color=deltaColor, format=format.volume, display=display.status_line + display.data_window)
plot(buyVol,  'Buy (ask)',  color=cBuy,       format=format.volume, display=display.data_window)
plot(sellVol, 'Sell (bid)', color=cSell,      format=format.volume, display=display.data_window)

// Numbers (signed delta) — above the column or at the base
szLbl  = fontSize == 'Tiny' ? size.tiny : fontSize == 'Small' ? size.small : fontSize == 'Normal' ? size.normal : size.large
lblGap = maxN / fillPct * (numGap / 100)   // gap above the column (% of panel height, configurable)
// Labels on every candle with data — TradingView keeps the last 500 (auto-trim when scrolling)
// Number color by delta sign — separate colors for positive/negative (defaults match the columns)
if showLabels and not na(delta)
    lblColor = delta >= 0 ? txtUp : txtDown
    tip      = isDown ? -magN : magN                                   // column tip (accounts for direction)
    // "Above column" = at the tip; "At the bottom" = at the zero line (red ones above the downward column)
    anchor   = numPos == 'Above column' ? tip : 0
    below    = numPos == 'Above column' ? isDown : (diverge ? not isDown : false)  // should the text go below the anchor
    // Directional style with a transparent background: pushes the WHOLE text past the anchor (no overlap with the column)
    lblStyle = below ? label.style_label_up : label.style_label_down
    lblY     = anchor + (below ? -lblGap : lblGap)
    label.new(bar_index, lblY, text=f_abbr(delta), yloc=yloc.price, style=lblStyle, color=color.new(color.white, 100), textcolor=lblColor, size=szLbl)