This overlay indicator draws a fixed-range volume profile on the price chart, splitting traded activity into up and down volume at each price level. It also plots a sentiment profile, a developing point of control, and value-area high and low around a configur
Indicator · Pine Script v5 · On the chart
Volume Delta | OI Delta [Kioseff Trading]
This indicator visualizes volume delta, total volume, or open interest delta directly on the price chart.
GitHub stars2on the repository
Pine versionv5runs as is
Lines of code1,090
Settings21inputs
LicenceNone statedfile: MPL-2.0
Last update1 year ago19 Jun 2025
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above, or the copy button on the code below.
- 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
- 3Paste over the templateCreate a new indicator, select all of the template text and paste. Press Save and give it a name.
- 4Add it to the chartPress Add to chart, then adjust the settings with the gear icon next to its name.
Source Code
1,090 lines of Pine Script v5 from Volume-Profile-Volume-Delta/VPVD.txt, published under MPL-2.0 (file header). Keep the author's credit and licence lines when you reuse it.
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © KioseffTrading
// @version = 5
indicator(
"Volume Delta | OI Delta [Kioseff Trading]" ,
precision = 12 ,
format = format.volume ,
explicit_plot_zorder = true ,
max_labels_count = 500 ,
max_boxes_count = 500 ,
max_lines_count = 500 ,
max_bars_back = 5000 ,
overlay = true
)
data = input.string(defval = "Vol. Delta", title = "Data", options = ["Volume", "Vol. Delta", "OI Delta (BINANCE PERP FUTURES ONLY)"])
[m, m1, m2, m3, m4, m5, m6, m7]
= request.security_lower_tf(syminfo.tickerid, "1", [close, close[1], volume, high, low, hlc3, open, volume[1]])
Recalculation = input.string(defval = "No Recalculation", title = "No Recalculation? Or Realculate?", options = ["No Recalculation", "Recalculate"], group = "Racalculation | No Recalculation")
sess = input.string(defval = "D", title = "If 'Recalculation' is Selected in the Above Setting: Recalculate After How Much Time?", group = "Racalculation | No Recalculation", tooltip = "from 1 to 1440 for minutes \nfrom 1D to 365D for days \nfrom 1W to 52W for weeks \nfrom 1M to 12M for months")
calcBy = input.string(defval = "Percentages (Recommended)", title = "Calculate Levels By Tick or Percentages?", options = ["Ticks", "Percentages (Recommended)"], group = "Select How Levels Are Plotted")
perc = input.float(defval = 0.25, step = 0.1, title = "Percentage Distance Between Levels (If Selected)", inline = "1", group = 'If "Percentages" is Selected') / 100
tickzz = input.float(defval = 50 ,title = "Ticks (If Selected)", inline = "1", group = 'If "Ticks" is Selected')
classic = input.bool(defval = false, title = "Classic Look ?", group = "Classic")
barDiv = input.int (defval = 10, minval = 4, title = "Divide Bars Into How Many Rows ?", group = "Classic")
assume = input.bool(defval = false, title = "Use Volume Assumption ?", group = "Volume Assumption" ,tooltip = 'When This Setting Is Selected, the Script Will Not Record “0” Buy Volume or “0” Sell Volume at a Level Where Green Bars Formed and No Red Bars Formed, or Where Only Red Bars Formed and No Green Bars Formed. If a Level Were Recorded With All “Buy Volume” - The Script Will Assume 40% Of the Buy Volume Was Sell Volume. Vice Versa for a Level Where Only “Sell Volume” Was Recorded - The Script Will Assume 40% Of the “Sell Volume” Was “Buy Volume”. This Assumption May or May Not Help the Indicator Better Replicate Volume Delta Indicators on Other Charting Platforms. If You Do Not Want to Adhere to This Assumption - Simply Deselect This Setting')
lastBar = input.bool(defval = false, title = "Last Bar Calculation Only?", group = "Calculate on Last Bar Only")
hideAll = input.bool(defval = true, title = "Show End Lines and Labels ?", group = "Show Summed Values at End of Chart (Deselect For Best Price Scaling)")
outline = input.bool(defval = true, title = "Show Label Color Outline ?", group = 'Show "Neon Effect"')
extend = input.bool(defval = false, title = "Extend End Lines Left ?", group = "Extend Summed Value Lines Left Across Price Data (Deselect For Best Price Scaling)")
eX = input.bool(defval = true, title = "Extend Highest Delta / Highest Volume Line ", group = "Extend 'POC' Left Across Price Data? (Deselect for Best Price Scaling)")
heat = input.bool(defval = true, title = "Show Heatmap ?", group = "Show Chart Heatmap (Deselect for Best Price Scaling)")
heatOnly = input.bool(defval = false, title = "Heat Map Only", group = "Show Heatmap Only (Deselect for Best Price Scaling)")
textSize = input.string(defval = "Small", options = ["Tiny", "Small", "Normal", "Large", "Huge"], group = "Aesthetics (Deselect All for Best Price Scaling)")
fnt = input.string(defval = "Default", title = "Font Type", options = ["Default", "Monospace"], group = "Aesthetics (Deselect All for Best Price Scaling)")
c = input.color(defval = color.lime, title = 'General "Up/Buy" Color', group = 'Up/Buy Color')
c1 = input.color(defval = color.red, title = 'General "Down/Sell" Color', group = 'Down/Sell Color')
c2 = input.color(defval = color.rgb(148, 139, 57), title = 'General "POC" Color', group = '"POC" Color')
fonT = switch fnt
"Default" => font.family_default
"Monospace" => font.family_monospace
finTim = switch Recalculation
"No Recalculation" => heatOnly == false ? bar_index == last_bar_index - 500 : array.size(m)[1] == 0 and array.size(m) > 0
"Recalculate" => timeframe.change(sess) and last_bar_index - bar_index <= 500
sz = switch textSize
"Tiny" => size.tiny
"Small" => size.small
"Normal" => size.normal
"Large" => size.large
"Huge" => size.huge
var float tickz = 0.0
ticks2 = array.new_float()
if Recalculation == "No Recalculation"
tickz := tickzz
ticks = array.new_float()
var float max = 0.0
var float min = 10000000
var float [] track = array.new_float()
var float [] heatLevels = array.new_float()
letters = array.new_label()
lettersBox = array.new_label()
lettersBoxClassic = array.new_box()
boxCo = array.new_float()
req() =>
switch data
"OI Delta (BINANCE PERP FUTURES ONLY)" => syminfo.ticker+"_OI"
=> string(na)
colorChange(x, y) =>
switch outline
false => label.set_textcolor(x, y)
=> label.set_color(x, y)
colorChange2(x, y) =>
box.set_bgcolor(x, y)
[clo, clo1, HIGH, LOW] = request.security_lower_tf(req(), "1", [close, close[1], high, low])
var int startHeat = 0
var float startHeat1 = 0
if array.size(m)[1] == 0 and array.size(m) > 0
startHeat := math.round(time)
startHeat1 := bar_index
timeCond = heatOnly == false ? last_bar_index - bar_index <= 500 : array.size(m) > 0
var float [] volCountUpFin = array.new_float(3000, initial_value = 0.0)
var float [] volCountDnFin = array.new_float(3000, initial_value = 0.0)
var int first = 0
var int firstBar = math.round(1e8)
levelsCount = array.new_float()
var string calcSince = ""
if last_bar_index - bar_index == 500 and Recalculation == "No Recalculation"
calcSince := "Calculating Since \n" + str.tostring(month(time)) + "/" + str.tostring(dayofmonth(time)) + " - " + str.tostring(hour(time)) + ":" + str.tostring(minute(time)) + ":" + str.tostring(second(time))
if timeCond
max := math.max(high, max)
min := math.min(low, min)
if finTim
if array.size(label.all) > 0
for i = 0 to array.size(label.all) - 1
label.delete(array.shift(label.all))
for i = 0 to array.size(volCountUpFin) - 1
array.set(volCountUpFin, i, 0)
array.set(volCountDnFin, i, 0)
if array.size(ticks) > 0
array.clear(ticks)
array.clear(ticks2)
if array.size(track) > 0
array.clear(track)
max := high
min := low
first := math.round(time)
firstBar := bar_index
array.push(track, low)
if lastBar == false ? bar_index >= firstBar : barstate.islast
if array.size(track) > 0
array.push(ticks, array.get(track, array.size(track) - 1))
if calcBy == "Ticks"
for i = 1 to 500
array.push(ticks, array.get(ticks, i - 1) + (tickz * syminfo.mintick))
array.push(ticks2, array.get(track, array.size(track) - 1) - (tickz * syminfo.mintick))
for i = 1 to 500
array.push(ticks2, array.get(ticks2, i - 1) - (tickz * syminfo.mintick))
else
for i = 1 to 500
array.push(ticks, array.get(ticks, i - 1) * (1 + perc))
array.push(ticks2, array.get(track, array.size(track) - 1) * (1-perc))
for i = 1 to 500
array.push(ticks2, array.get(ticks2, i - 1) * (1-perc))
ticks3 = array.concat(ticks, ticks2)
array.sort(ticks3, order.ascending)
if array.size(ticks3) > 1
if classic == false
if data != "OI Delta (BINANCE PERP FUTURES ONLY)"
if array.size(m2) > 0
for x = 0 to array.size(ticks3) - 1
if array.get(ticks3, x) <= high and array.get(ticks3, x) >= low and array.includes(levelsCount, array.get(ticks3, x)) == false
array.push(levelsCount, array.get(ticks3, x))
array.push(boxCo, 1)
array.push(heatLevels, array.get(ticks3, x))
else
if array.size(clo) > 0
for x = 0 to array.size(ticks3) - 1
if array.get(ticks3, x) <= high and array.get(ticks3, x) >= low and array.includes(levelsCount, array.get(ticks3, x)) == false
array.push(levelsCount, array.get(ticks3, x))
array.push(boxCo, 1)
array.push(heatLevels, array.get(ticks3, x))
else
div = (high - low) / barDiv
if data != "OI Delta (BINANCE PERP FUTURES ONLY)"
if array.size(m2) > 0
for x = 0 to barDiv - 1
array.push(levelsCount, low + (x * div))
array.push(boxCo, 1)
array.push(heatLevels, low + (x * div))
else
if array.size(clo) > 0
for x = 0 to barDiv - 1
array.push(levelsCount, low + (x * div))
array.push(boxCo, 1)
array.push(heatLevels, low + (x * div))
if array.size(levelsCount) > 0
array.sort(levelsCount, order.ascending)
if array.size(levelsCount) > 1
if classic == false
if calcBy == "Ticks"
array.push(levelsCount, array.get(levelsCount, array.size(levelsCount) - 1) + (tickz * syminfo.mintick ))
else
array.push(levelsCount, array.get(levelsCount, array.size(levelsCount) - 1) * (1+perc))
else
array.push(levelsCount, array.get(levelsCount, array.size(levelsCount) - 1) + ((high - low) / barDiv))
array.push(boxCo, 1)
array.sort(levelsCount, order.ascending)
if array.size(levelsCount) > 0
if classic == false
for i = 0 to array.size(levelsCount) - 1
array.push(lettersBox, label.new(bar_index, array.get(levelsCount, i),
color = color.new(color.white, 100), text = "",
size = sz,
textcolor = color.white, text_font_family = fonT,
style = outline == true ? label.style_text_outline : label.style_none))
else
array.pop(levelsCount)
array.pop(boxCo)
div = (high - low) / barDiv
for i = 0 to array.size(levelsCount) - 1
array.push(lettersBoxClassic, box.new(bar_index, array.get(levelsCount, i), bar_index + 1, array.get(levelsCount, i) + div,
bgcolor = color.new(color.white, 100), text = "",
text_size = sz,
text_color = color.white, text_font_family = fonT,
border_color = na ))
volCountUp = array.new_float(array.size(levelsCount), 0)
volCountDn = array.new_float(array.size(levelsCount), 0)
if data != "OI Delta (BINANCE PERP FUTURES ONLY)"
if array.size(boxCo) > 1
and array.sum(boxCo) == array.size(levelsCount)
boxTrack2 = array.new_float(array.size(m2), 0.0)
if array.size(m2) > 0
for nx = 0 to array.size(m2) - 1
for x = 0 to array.size(levelsCount) - 1
if array.get(levelsCount, x) <= array.get(m3, nx) and array.get(levelsCount, x) >= array.get(m4, nx)
array.set(boxTrack2, nx, array.get(boxTrack2, nx) + 1)
if array.sum(boxTrack2) > 0
for x = 0 to array.size(levelsCount) - 1
for nx = 0 to array.size(m2) - 1
if array.get(boxTrack2, nx) != 0 and array.get(levelsCount, x) <= array.get(m3, nx) and array.get(levelsCount, x) >= array.get(m4, nx)
if array.get(m, nx) >= array.get(m6, nx)
array.set(volCountUp, x, array.get(volCountUp, x) + (array.get(m2, nx) / array.get(boxTrack2, nx)))
SW = switch data
"Volume" => (str.tostring(array.get(volCountUp, x), format.volume) + " | " + str.tostring(array.get(volCountDn, x), format.volume))
"Vol. Delta" => math.sign(array.get(volCountUp, x) - array.get(volCountDn, x)) == 1 ?
"+" + (str.tostring(array.get(volCountUp, x) - array.get(volCountDn, x), "###,###,###.00")) :
(str.tostring(array.get(volCountUp, x) - array.get(volCountDn, x), "###,###,###.00"))
if classic == false and array.size(lettersBox) > 0
label.set_text(array.get(lettersBox, x), SW)
else if classic == true and array.size(lettersBoxClassic) > 0
box.set_text(array.get(lettersBoxClassic, x), SW)
else
array.set(volCountDn, x, array.get(volCountDn, x) + (array.get(m2, nx) / array.get(boxTrack2, nx)))
SW = switch data
"Volume" => (str.tostring(array.get(volCountUp, x), format.volume) + " | " + str.tostring(array.get(volCountDn, x), format.volume))
"Vol. Delta" => math.sign(array.get(volCountUp, x) - array.get(volCountDn, x)) == 1 ?
"+" + (str.tostring(array.get(volCountUp, x) - array.get(volCountDn, x), "###,###,###.00")) :
(str.tostring(array.get(volCountUp, x) - array.get(volCountDn, x), "###,###,###.00"))
if array.size(lettersBox) > 0 and classic == false
label.set_text(array.get(lettersBox, x), SW)
else if classic == true and array.size(lettersBoxClassic) > 0
box.set_text(array.get(lettersBoxClassic, x), SW)
for i = 1 to array.size(levelsCount) - 1
for x = 0 to array.size(m2) - 1
if array.get(m3, x) < array.get(levelsCount, i) and array.get(m4, x) > array.get(levelsCount, i - 1)
if array.get(m, x) >= array.get(m6, x)
array.set(volCountUp, i - 1, array.get(volCountUp, i - 1) + array.get(m2, x))
if array.size(lettersBox) > 0 or array.size(lettersBoxClassic) > 0
SW2 = switch data
"Volume" => (str.tostring(array.get(volCountUp, i - 1), format.volume) + " | " + str.tostring(array.get(volCountDn, i - 1), format.volume))
"Vol. Delta" => math.sign(array.get(volCountUp, i - 1) - array.get(volCountDn, i - 1)) == 1 ?
"+" + (str.tostring(array.get(volCountUp, i - 1) - array.get(volCountDn, i - 1), "###,###,###.00")) :
(str.tostring(array.get(volCountUp, i - 1) - array.get(volCountDn, i - 1), "###,###,###.00"))
if classic == false
label.set_text(array.get(lettersBox, i - 1),SW2)
else if classic == true
box.set_text(array.get(lettersBoxClassic, i - 1), SW2)
else
array.set(volCountDn, i - 1, array.get(volCountDn, i - 1) + array.get(m2, x))
if array.size(lettersBox) > 0 or array.size(lettersBoxClassic) > 0
SW2 = switch data
"Volume" => (str.tostring(array.get(volCountUp, i - 1), format.volume) + " | " + str.tostring(array.get(volCountDn, i - 1), format.volume))
"Vol. Delta" => math.sign(array.get(volCountUp, i - 1) - array.get(volCountDn, i - 1)) == 1 ?
"+" + (str.tostring(array.get(volCountUp, i - 1) - array.get(volCountDn, i - 1), "###,###,###.00")) :
(str.tostring(array.get(volCountUp, i - 1) - array.get(volCountDn, i - 1), "###,###,###.00"))
if classic == false
label.set_text(array.get(lettersBox, i - 1), SW2)
else if classic == true
box.set_text(array.get(lettersBoxClassic, i - 1), SW2)
array.unshift(volCountUp, 0)
array.unshift(volCountDn, 0)
for x = 0 to array.size(m2) - 1
if array.get(m3, x) < array.get(levelsCount, 0)
if array.get(m, x) >= array.get(m6, x)
array.set(volCountUp, 0, array.get(volCountUp, 0) + array.get(m2, x))
else
array.set(volCountDn, 0, array.get(volCountDn, 0) + array.get(m2, x))
volCountExUp = array.new_float(1), array.set(volCountExUp, 0, array.get(volCountUp, 0) + array.get(volCountUp, 1))
volCountExDn = array.new_float(1), array.set(volCountExDn, 0, array.get(volCountDn, 0) + array.get(volCountDn, 1))
array.shift(volCountUp), array.set(volCountUp, 0, array.sum(volCountExUp))
array.shift(volCountDn), array.set(volCountDn, 0, array.sum(volCountExDn))
SW3 = switch data
"Volume" => (str.tostring(array.sum(volCountExUp), format.volume) + " | " + str.tostring(array.sum(volCountExDn), format.volume))
"Vol. Delta" => math.sign(array.sum(volCountExUp) - array.sum(volCountExDn)) == 1 ?
"+" + str.tostring(array.sum(volCountExUp) - array.sum(volCountExDn), "###,###,###.00") :
str.tostring(array.sum(volCountExUp) - array.sum(volCountExDn), "###,###,###.00")
if classic == false
label.set_text(array.get(lettersBox, 0), SW3)
else
box.set_text(array.get(lettersBoxClassic, 0), SW3)
if array.size(boxCo) == 1
for i = 0 to array.size(m2) - 1
if array.get(m, i) >= array.get(m6, i)
array.set(volCountUp, 0, array.get(volCountUp, 0) + array.get(m2, i))
else
array.set(volCountDn, 0, array.get(volCountDn, 0) + array.get(m2, i))
if array.size(lettersBox) > 0 or array.size(lettersBoxClassic) > 0
SW4 = switch data
"Volume" => str.tostring(array.get(volCountUp, 0), format.volume) + " | " + str.tostring(array.get(volCountDn, 0), format.volume)
"Vol. Delta" => math.sign(array.get(volCountUp, 0) - array.get(volCountDn, 0)) == 1 ?
"+" + str.tostring(array.get(volCountUp, 0) - array.get(volCountDn, 0), "###,###,###.00") :
str.tostring(array.get(volCountUp, 0) - array.get(volCountDn, 0), "###,###,###.00")
if classic == false
label.set_text(array.get(lettersBox, 0), SW4 + "*")
colorChange(array.get(lettersBox, 0), array.sum(volCountUp) > array.sum(volCountDn) ? color.new(c,outline == true ? 50 : 0) : color.new(c1,outline == true ? 50 : 0))
else
box.set_text(array.get(lettersBoxClassic, 0), SW4 + "*")
colorChange2(array.get(lettersBoxClassic, 0), array.sum(volCountUp) > array.sum(volCountDn) ? color.new(c,90) : color.new(c1,90))
if array.size(boxCo) == 0
and array.size(m2) > 0 and bar_index >= firstBar and array.size(ticks3) > 1
for i = 1 to array.size(ticks3) - 1
if array.get(ticks3, i) > low and array.get(ticks3, i - 1) <= low
array.push(levelsCount, array.get(ticks3, i - 1))
break
if classic == false
array.push(lettersBox, label.new(bar_index, array.get(levelsCount, 0), "", textcolor = color.white, style = outline == true ? label.style_text_outline : label.style_none, size = sz))
else
calculation = switch calcBy
"Ticks" => array.get(levelsCount, 0) + (tickz * syminfo.mintick)
=> array.get(levelsCount, 0) * (1+perc)
array.push(lettersBoxClassic, box.new(bar_index, calculation,
bar_index + 1, array.get(levelsCount, 0), text = "", text_color = color.white, text_size = sz))
array.unshift(volCountUp, 0)
array.unshift(volCountDn, 0)
for i = 0 to array.size(m2) - 1
if array.get(m, i) >= array.get(m6, i)
array.set(volCountUp, 0, array.get(volCountUp, 0) + array.get(m2, i))
SW5 = switch data
"Volume" => (str.tostring(array.sum(volCountUp), format.volume) + " | " + str.tostring(array.sum(volCountDn), format.volume))
"Vol. Delta" => math.sign(array.sum(volCountUp) - array.sum(volCountDn)) == 1 ?
"+" + str.tostring(array.sum(volCountUp) - array.sum(volCountDn), "###,###,###.00") :
str.tostring(array.sum(volCountUp) - array.sum(volCountDn), "###,###,###.00")
if classic == false
label.set_text(array.get(lettersBox, 0 ), SW5 + "*")
else
box.set_text(array.get(lettersBoxClassic, 0 ), SW5 + "*")
else
array.set(volCountDn, 0, array.get(volCountDn, 0) + array.get(m2, i))
SW5 = switch data
"Volume" => (str.tostring(array.sum(volCountUp), format.volume) + " | " + str.tostring(array.sum(volCountDn), format.volume))
"Vol. Delta" => math.sign(array.sum(volCountUp) - array.sum(volCountDn)) == 1 ?
"+" + str.tostring(array.sum(volCountUp) - array.sum(volCountDn), "###,###,###.00") :
str.tostring(array.sum(volCountUp) - array.sum(volCountDn), "###,###,###.00")
if classic == false
label.set_text(array.get(lettersBox, 0 ), SW5 + "*")
colorChange(array.get(lettersBox, 0), array.sum(volCountUp) >= array.sum(volCountDn) ? color.new(c,outline == true ? 50 : 0) : color.new(c1,outline == true ? 50 : 0))
else
box.set_text(array.get(lettersBoxClassic, 0 ), SW5 + "*")
colorChange2(array.get(lettersBoxClassic, 0), array.sum(volCountUp) >= array.sum(volCountDn) ? color.new(c, 90) : color.new(c1, 90))
if array.size(lettersBox) > 1 and classic == false or array.size(lettersBoxClassic) > 1 and classic == true
for i = 0 to classic == false ? array.size(lettersBox) - 1 : array.size(lettersBoxClassic) - 1
if classic == false
switch data
"Volume" => colorChange(array.get(lettersBox, i) , array.get(volCountUp, i) < array.get(volCountDn, i) ?
color.new(c1,outline == true ? 50 : 0) : color.new(c,outline == true ? 50 : 0))
"Vol. Delta" => colorChange(array.get(lettersBox, i) , math.sign(array.get(volCountUp, i) - array.get(volCountDn, i)) == 1 ?
color.new(c,outline == true ? 50 : 0) : color.new(c1,outline == true ? 50 : 0))
else
switch data
"Volume" => colorChange2(array.get(lettersBoxClassic, i) , array.get(volCountUp, i) < array.get(volCountDn, i) ?
color.new(c1,90) : color.new(c,90))
"Vol. Delta" => colorChange2(array.get(lettersBoxClassic, i) , math.sign(array.get(volCountUp, i) - array.get(volCountDn, i)) == 1 ?
color.new(c,90) : color.new(c1,90))
if classic == false
if label.get_text(array.get(lettersBox, i)) == ""
label.set_color(array.get(lettersBox, i), na)
else
if box.get_bottom(array.get(lettersBoxClassic, i)) > high
box.set_bgcolor(array.get(lettersBoxClassic, i), na)
maxUp = 0.0
for i = 0 to classic == false ? array.size(lettersBox) - 1 : array.size(lettersBoxClassic) - 1
maxUp := data == "Volume" ? math.max(maxUp, array.get(volCountUp, i), array.get(volCountDn, i)):
math.max(maxUp, math.abs(array.get(volCountUp, i) - array.get(volCountDn, i)))
for i = 0 to classic == false ? array.size(lettersBox) - 1 : array.size(lettersBoxClassic) - 1
if data == "Volume"
if array.get(volCountUp, i) == maxUp or array.get(volCountDn, i) == maxUp
if classic == false
colorChange(array.get(lettersBox, i), c2)
else
box.set_bgcolor(array.get(lettersBoxClassic, i), color.new(c2, 90))
box.set_border_color(array.get(lettersBoxClassic, i), c2)
else
if math.abs(array.get(volCountUp, i) - array.get(volCountDn, i)) == maxUp
if classic == false
colorChange(array.get(lettersBox, i), c2)
else
box.set_bgcolor(array.get(lettersBoxClassic, i), color.new(c2, 90))
box.set_border_color(array.get(lettersBoxClassic, i), c2)
break
if classic
if array.size(levelsCount) > 1
if array.size(m2) > 0
for x = 0 to array.size(m2) - 1
if array.get(m4, x) > array.get(levelsCount, array.size(levelsCount) - 1)
if array.get(m, x) >= array.get(m6, x)
array.set(volCountUp, array.size(volCountUp) - 1, array.get(volCountUp, array.size(volCountUp) - 1) + array.get(m2, x))
SWF = switch data
"Volume" => (str.tostring(array.get(volCountUp, array.size(volCountUp) - 1), format.volume) + " | " +
str.tostring(array.get(volCountDn, array.size(volCountDn) - 1), format.volume))
"Vol. Delta" => math.sign(array.get(volCountUp, array.size(volCountUp) - 1) - array.get(volCountDn, array.size(volCountDn) - 1)) == 1 ?
"+" + str.tostring(array.get(volCountUp, array.size(volCountUp) - 1) - array.get(volCountDn, array.size(volCountDn) - 1), "###,###,###.00") :
str.tostring(array.get(volCountUp, array.size(volCountUp) - 1) - array.get(volCountDn, array.size(volCountDn) - 1), "###,###,###.00")
box.set_text(array.get(lettersBoxClassic, array.size(lettersBoxClassic) - 1), SWF)
else
array.set(volCountDn, array.size(volCountDn) - 1, array.get(volCountDn, array.size(volCountDn) - 1) + array.get(m2, x))
SWF = switch data
"Volume" => (str.tostring(array.get(volCountUp, array.size(volCountUp) - 1), format.volume) + " | " +
str.tostring(array.get(volCountDn, array.size(volCountDn) - 1), format.volume))
"Vol. Delta" => math.sign(array.get(volCountUp, array.size(volCountUp) - 1) - array.get(volCountDn, array.size(volCountDn) - 1)) == 1 ?
"+" + str.tostring(array.get(volCountUp, array.size(volCountUp) - 1) - array.get(volCountDn, array.size(volCountDn) - 1), "###,###,###.00") :
str.tostring(array.get(volCountUp, array.size(volCountUp) - 1) - array.get(volCountDn, array.size(volCountDn) - 1), "###,###,###.00")
box.set_text(array.get(lettersBoxClassic, array.size(lettersBoxClassic) - 1), SWF)
for i = 0 to classic == false ? array.size(lettersBox) - 1 : array.size(lettersBoxClassic) - 1
if assume == true
if data == "Volume" or data == "Vol. Delta"
if array.get(volCountUp, i) == 0 and array.get(volCountDn, i) > 0
array.set(volCountUp, i, array.get(volCountDn, i) * .40)
array.set(volCountDn, i, array.get(volCountDn, i) * .60)
if data == "Volume"
if classic == false
label.set_text(array.get(lettersBox, i),
(str.tostring(array.get(volCountUp, i), format.volume) + " | " + str.tostring(array.get(volCountDn, i), format.volume)))
else
box.set_text(array.get(lettersBoxClassic, i),
(str.tostring(array.get(volCountUp, i), format.volume) + " | " + str.tostring(array.get(volCountDn, i), format.volume)))
else
if classic == false
label.set_text(array.get(lettersBox, i),
math.sign(array.get(volCountUp, i) - array.get(volCountDn, i)) == 1 ?
"+" + (str.tostring(array.get(volCountUp, i) - array.get(volCountDn, i), "###,###,###.00")) :
(str.tostring(array.get(volCountUp, i) - array.get(volCountDn, i), "###,###,###.00")))
else
box.set_text(array.get(lettersBoxClassic, i),
math.sign(array.get(volCountUp, i) - array.get(volCountDn, i)) == 1 ?
"+" + (str.tostring(array.get(volCountUp, i) - array.get(volCountDn, i), "###,###,###.00")) :
(str.tostring(array.get(volCountUp, i) - array.get(volCountDn, i), "###,###,###.00")))
else if array.get(volCountUp, i) > 0 and array.get(volCountDn, i) == 0
array.set(volCountDn, i, array.get(volCountUp, i) * .40)
array.set(volCountUp, i, array.get(volCountUp, i) * .60)
if classic == false
if data == "Volume"
label.set_text(array.get(lettersBox, i),
(str.tostring(array.get(volCountUp, i), format.volume) + " | " + str.tostring(array.get(volCountDn, i), format.volume)))
else
label.set_text(array.get(lettersBox, i),
math.sign(array.get(volCountUp, i) - array.get(volCountDn, i)) == 1 ?
"+" + (str.tostring(array.get(volCountUp, i) - array.get(volCountDn, i), "###,###,###.00")) :
(str.tostring(array.get(volCountUp, i) - array.get(volCountDn, i), "###,###,###.00")))
else
if data == "Volume"
box.set_text(array.get(lettersBoxClassic, i),
(str.tostring(array.get(volCountUp, i), format.volume) + " | " + str.tostring(array.get(volCountDn, i), format.volume)))
else
box.set_text(array.get(lettersBoxClassic, i),
math.sign(array.get(volCountUp, i) - array.get(volCountDn, i)) == 1 ?
"+" + (str.tostring(array.get(volCountUp, i) - array.get(volCountDn, i), "###,###,###.00")) :
(str.tostring(array.get(volCountUp, i) - array.get(volCountDn, i), "###,###,###.00")))
else if array.size(lettersBox) == 1 or array.size(lettersBoxClassic) == 1
if assume == true
if data == "Volume" or data == "Vol. Delta"
if array.get(volCountUp, 0) == 0 and array.get(volCountDn, 0) != 0
array.set(volCountUp, 0, array.get(volCountDn, 0) * .40)
array.set(volCountDn, 0, array.get(volCountDn, 0) * .60)
if classic == false
if data == "Volume"
label.set_text(array.get(lettersBox, 0),
(str.tostring(array.get(volCountUp, 0), format.volume) + " | " + str.tostring(array.get(volCountDn, 0), format.volume)))
else
label.set_text(array.get(lettersBox, 0),
math.sign(array.get(volCountUp, 0) - array.get(volCountDn, 0)) == 1 ?
"+" + (str.tostring(array.get(volCountUp, 0) - array.get(volCountDn, 0), "###,###,###.00")) :
(str.tostring(array.get(volCountUp, 0) - array.get(volCountDn, 0), "###,###,###.00")))
else
if data == "Volume"
box.set_text(array.get(lettersBoxClassic, 0),
(str.tostring(array.get(volCountUp, 0), format.volume) + " | " + str.tostring(array.get(volCountDn, 0), format.volume)))
else
box.set_text(array.get(lettersBoxClassic, 0),
math.sign(array.get(volCountUp, 0) - array.get(volCountDn, 0)) == 1 ?
"+" + (str.tostring(array.get(volCountUp, 0) - array.get(volCountDn, 0), "###,###,###.00")) :
(str.tostring(array.get(volCountUp, 0) - array.get(volCountDn, 0), "###,###,###.00")))
if array.get(volCountDn, 0) == 0 and array.get(volCountUp, 0) != 0
array.set(volCountDn, 0, array.get(volCountUp, 0) * .40)
array.set(volCountUp, 0, array.get(volCountUp, 0) * .60)
if classic == false
if data == "Volume"
label.set_text(array.get(lettersBox, 0),
(str.tostring(array.get(volCountUp, 0), format.volume) + " | " + str.tostring(array.get(volCountDn, 0), format.volume)))
else
label.set_text(array.get(lettersBox, 0),
math.sign(array.get(volCountUp, 0) - array.get(volCountDn, 0)) == 1 ?
"+" + (str.tostring(array.get(volCountUp, 0) - array.get(volCountDn, 0), "###,###,###.00")) :
(str.tostring(array.get(volCountUp, 0) - array.get(volCountDn, 0), "###,###,###.00")))
else
if data == "Volume"
box.set_text(array.get(lettersBoxClassic, 0),
(str.tostring(array.get(volCountUp, 0), format.volume) + " | " + str.tostring(array.get(volCountDn, 0), format.volume)))
else
box.set_text(array.get(lettersBoxClassic, 0),
math.sign(array.get(volCountUp, 0) - array.get(volCountDn, 0)) == 1 ?
"+" + (str.tostring(array.get(volCountUp, 0) - array.get(volCountDn, 0), "###,###,###.00")) :
(str.tostring(array.get(volCountUp, 0) - array.get(volCountDn, 0), "###,###,###.00")))
if array.size(levelsCount) > 0
var label [] finalBox = array.new_label()
SA = switch data
"Volume" => str.tostring(array.sum(volCountUp), "+###,###,###.00") + " | " + str.tostring(-array.sum(volCountDn), "###,###,###.00")
"Vol. Delta" => str.tostring(array.sum(volCountUp) - array.sum(volCountDn), array.sum(volCountUp) - array.sum(volCountDn) >= 0 ?
"+###,###,###.00" : "###,###,###.00")
array.push(finalBox, label.new(bar_index, low, yloc = classic == false ? yloc.belowbar : yloc.abovebar, text = classic == false ? SA + "\nTotal" :
" " + SA + "\n Total" ,
size = sz, style = outline == true ? label.style_text_outline : label.style_none, textcolor = color.white, text_font_family = fonT))
colorChange(array.get(finalBox, array.size(finalBox) - 1), array.sum(volCountUp) - array.sum(volCountDn) >= 0 ?
color.new(c, outline == true ? 50 : 0) : color.new(c1, outline == true ? 50 : 0))
if array.size(levelsCount) > 0
for i = 0 to array.size(levelsCount) - 1
for x = 0 to array.size(ticks3) - 1
if array.get(levelsCount, i) == array.get(ticks3, x)
array.set(volCountUpFin, x, array.get(volCountUpFin, x) + array.get(volCountUp, i))
array.set(volCountDnFin, x, array.get(volCountDnFin, x) + array.get(volCountDn, i))
if data == "OI Delta (BINANCE PERP FUTURES ONLY)"
if classic
if array.size(levelsCount) > 0
if array.size(clo) > 0
for x = 0 to array.size(clo) - 1
if array.get(m4, x) > array.get(levelsCount, array.size(levelsCount) - 1)
if array.get(clo, x) >= array.get(clo1, x)
array.set(volCountUp, array.size(volCountUp) - 1, array.get(volCountUp, array.size(volCountUp) - 1) + (array.get(clo, x) - array.get(clo1, x)))
cache = math.sign(array.get(volCountUp, array.size(volCountUp) - 1) + array.get(volCountDn, array.size(volCountUp) - 1)) == 1 ?
"+" + str.tostring(array.get(volCountUp, array.size(volCountUp) - 1) + array.get(volCountDn, array.size(volCountUp) - 1), "###,###,###.00") :
str.tostring(array.get(volCountUp, array.size(volCountUp) - 1) + array.get(volCountDn, array.size(volCountDn) - 1), "###,###,###.00")
box.set_text(array.get(lettersBoxClassic, array.size(lettersBoxClassic) - 1), cache)
else
array.set(volCountDn, array.size(volCountDn) - 1, array.get(volCountDn, array.size(volCountDn) - 1) + (array.get(clo, x) - array.get(clo1, x)))
cache = math.sign(array.get(volCountUp, array.size(volCountUp) - 1) + array.get(volCountDn, array.size(volCountUp) - 1)) == 1 ?
"+" + str.tostring(array.get(volCountUp, array.size(volCountUp) - 1) + array.get(volCountDn, array.size(volCountUp) - 1), "###,###,###.00") :
str.tostring(array.get(volCountUp, array.size(volCountUp) - 1) + array.get(volCountDn, array.size(volCountDn) - 1), "###,###,###.00")
box.set_text(array.get(lettersBoxClassic, array.size(lettersBoxClassic) - 1), cache)
if array.size(boxCo) > 1
and array.sum(boxCo) == array.size(levelsCount)
boxTrack2 = array.new_float(array.size(clo), 0.0)
if array.size(clo) > 0 and array.size(clo) == array.size(m2)
for nx = 0 to array.size(clo) - 1
for x = 0 to array.size(levelsCount) - 1
if array.get(levelsCount, x) <= array.get(m3, nx) and array.get(levelsCount, x) >= array.get(m4, nx)
array.set(boxTrack2, nx, array.get(boxTrack2, nx) + 1)
if array.sum(boxTrack2) > 0
for x = 0 to array.size(levelsCount) - 1
for nx = 0 to array.size(clo) - 1
if array.get(boxTrack2, nx) != 0 and array.get(levelsCount, x) <= array.get(m3, nx) and array.get(levelsCount, x) >= array.get(m4, nx)
if array.get(clo, nx) >= array.get(clo1, nx)
array.set(volCountUp, x, array.get(volCountUp, x) + ((array.get(clo, nx) - array.get(clo1, nx)) / array.get(boxTrack2, nx)))
cache = math.sign(array.get(volCountUp, x) + array.get(volCountDn, x)) == 1 ?
"+" + str.tostring(array.get(volCountUp, x) + array.get(volCountDn, x), "###,###,###.00") :
str.tostring(array.get(volCountUp, x) + array.get(volCountDn, x), "###,###,###.00")
if array.size(lettersBox) > 0 and classic == false
label.set_text(array.get(lettersBox, x), cache)
else if array.size(lettersBoxClassic) > 0 and classic == true
box.set_text(array.get(lettersBoxClassic, x), cache)
else
array.set(volCountDn, x, array.get(volCountDn, x) + ((array.get(clo, nx) - array.get(clo1, nx)) / array.get(boxTrack2, nx)))
cache = math.sign(array.get(volCountUp, x) + array.get(volCountDn, x)) == 1 ?
"+" + str.tostring(array.get(volCountUp, x) + array.get(volCountDn, x), "###,###,###.00") :
str.tostring(array.get(volCountUp, x) + array.get(volCountDn, x), "###,###,###.00")
if array.size(lettersBox) > 0 and classic == false
label.set_text(array.get(lettersBox, x), cache)
else if array.size(lettersBoxClassic) > 0 and classic == true
box.set_text(array.get(lettersBoxClassic, x), cache)
array.unshift(volCountUp, 0)
array.unshift(volCountDn, 0)
for x = 0 to array.size(m2) - 1
if array.get(m3, x) < array.get(levelsCount, 0)
if array.get(clo, x) >= array.get(clo1, x)
array.set(volCountUp, 0, array.get(volCountUp, 0) + (array.get(clo, x) - array.get(clo1, x)))
else
array.set(volCountDn, 0, array.get(volCountDn, 0) + (array.get(clo, x) - array.get(clo1, x)))
volCountExUp = array.new_float(1), array.set(volCountExUp, 0, array.get(volCountUp, 0) + array.get(volCountUp, 1))
volCountExDn = array.new_float(1), array.set(volCountExDn, 0, array.get(volCountDn, 0) + array.get(volCountDn, 1))
array.shift(volCountUp), array.set(volCountUp, 0, array.sum(volCountExUp))
array.shift(volCountDn), array.set(volCountDn, 0, array.sum(volCountExDn))
cache = math.sign(array.sum(volCountExUp) + array.sum(volCountExDn)) == 1 ?
"+" + str.tostring(array.sum(volCountExUp) + array.sum(volCountExDn), "###,###,###.00") :
str.tostring(array.sum(volCountExUp) + array.sum(volCountExDn), "###,###,###.00")
if classic == false
label.set_text(array.get(lettersBox, 0), cache)
else
box.set_text(array.get(lettersBoxClassic, 0), cache)
if array.sum(boxTrack2) > 1
for i = 1 to array.size(levelsCount) - 1
for x = 0 to array.size(clo) - 1
if array.get(m3, x) < array.get(levelsCount, i) and array.get(m4, x) > array.get(levelsCount, i - 1)
if array.get(clo, x) >= array.get(clo1, x)
array.set(volCountUp, i - 1, array.get(volCountUp, i - 1) + (array.get(clo, x) - array.get(clo1, x)))
if array.size(lettersBox) > 0 or array.size(lettersBoxClassic) > 0
cache2 = math.sign(array.get(volCountUp, i - 1) + array.get(volCountDn, i - 1)) == 1 ?
"+" + str.tostring(array.get(volCountUp, i - 1) + array.get(volCountDn, i - 1), "###,###,###.00") :
str.tostring(array.get(volCountUp, i - 1) + array.get(volCountDn, i - 1), "###,###,###.00")
if classic == false
label.set_text(array.get(lettersBox, i - 1), cache2)
else
box.set_text(array.get(lettersBoxClassic, i - 1), cache2)
else
array.set(volCountDn, i - 1, array.get(volCountDn, i - 1) + (array.get(clo, x) - array.get(clo1, x)))
if array.size(lettersBox) > 0 or array.size(lettersBoxClassic) > 0
cache2 = math.sign(array.get(volCountUp, i - 1) + array.get(volCountDn, i - 1)) == 1 ?
"+" + str.tostring(array.get(volCountUp, i - 1) + array.get(volCountDn, i - 1), "###,###,###.00") :
str.tostring(array.get(volCountUp, i - 1) + array.get(volCountDn, i - 1), "###,###,###.00")
if classic == false
label.set_text(array.get(lettersBox, i - 1), cache2)
else if classic == true
box.set_text(array.get(lettersBoxClassic, i - 1), cache2)
if array.size(boxCo) == 1 and array.size(m2) == array.size(clo)
for i = 0 to array.size(clo) - 1
if array.get(clo, i) >= array.get(clo1, i)
array.set(volCountUp, 0, array.get(volCountUp, 0) + (array.get(clo, i) - array.get(clo1, i)))
else
array.set(volCountDn, 0, array.get(volCountDn, 0) + (array.get(clo, i) - array.get(clo1, i)))
if array.size(lettersBox) > 0 or array.size(lettersBoxClassic) > 0
cache = math.sign(array.get(volCountUp, 0) + array.get(volCountDn, 0)) == 1 ?
"+" + str.tostring(array.get(volCountUp, 0) + array.get(volCountDn, 0), "###,###,###.00") :
str.tostring(array.get(volCountUp, 0) + array.get(volCountDn, 0), "###,###,###.00")
if classic == false
label.set_text(array.get(lettersBox, 0), cache)
colorChange(array.get(lettersBox, 0), array.sum(volCountUp) + array.sum(volCountDn) >= 0 ? color.new(c,outline == true ? 50 : 0) : color.new(c1,outline == true ? 50 : 0))
else
box.set_text(array.get(lettersBoxClassic, 0), cache)
colorChange2(array.get(lettersBoxClassic, 0), array.sum(volCountUp) + array.sum(volCountDn) >= 0 ? color.new(c,90) : color.new(c1,90))
if array.size(boxCo) == 0
and array.size(m2) > 0 and array.size(m2) == array.size(clo) and bar_index >= firstBar and array.size(ticks3) > 1
for i = 1 to array.size(ticks3) - 1
if array.get(ticks3, i) > low and array.get(ticks3, i - 1) <= low
array.push(levelsCount, array.get(ticks3, i - 1))
break
if classic == false
array.push(lettersBox, label.new(bar_index, array.get(levelsCount, 0), "", textcolor = color.white, style = outline == true ? label.style_text_outline : label.style_none, size = sz))
else
calculation = switch calcBy
"Ticks" => array.get(levelsCount, 0) + (tickz * syminfo.mintick)
=> array.get(levelsCount, 0) * (1+perc)
array.push(lettersBoxClassic, box.new(bar_index, low, bar_index + 1,
high, text= "", text_color = color.white, text_size = sz, bgcolor = color.new(color.white, 100)))
array.unshift(volCountUp, 0)
array.unshift(volCountDn, 0)
for i = 0 to array.size(clo) - 1
if array.get(clo, i) >= array.get(clo1, i)
array.set(volCountUp, 0, array.get(volCountUp, 0) + (array.get(clo, i) - array.get(clo1, i)))
cache = math.sign(array.get(volCountUp, 0) + array.get(volCountDn, 0)) == 1 ?
"+" + str.tostring(array.get(volCountUp, 0) + array.get(volCountDn, 0), "###,###,###.00") :
str.tostring(array.get(volCountUp, 0) + array.get(volCountDn, 0), "###,###,###.00")
if classic == false
label.set_text(array.get(lettersBox, 0 ), cache)
else
box.set_text(array.get(lettersBoxClassic, 0), cache)
else
array.set(volCountDn, 0, array.get(volCountDn, 0) + (array.get(clo, i) - array.get(clo1, i)))
cache = math.sign(array.get(volCountUp, 0) + array.get(volCountDn, 0)) == 1 ?
"+" + str.tostring(array.get(volCountUp, 0) + array.get(volCountDn, 0), "###,###,###.00") :
str.tostring(array.get(volCountUp, 0) + array.get(volCountDn, 0), "###,###,###.00")
if classic == false
label.set_text(array.get(lettersBox, 0 ), cache)
colorChange(array.get(lettersBox, 0), array.sum(volCountUp) + array.sum(volCountDn) >= 0 ? color.new(c,outline == true ? 50 : 0) : color.new(c1,outline == true ? 50 : 0))
else
box.set_text(array.get(lettersBoxClassic, 0 ), cache)
colorChange2(array.get(lettersBoxClassic, 0), array.sum(volCountUp) + array.sum(volCountDn) >= 0 ? color.new(c,90) : color.new(c1,90))
if array.size(lettersBox) > 0 or array.size(lettersBoxClassic) > 0
for i = 0 to classic == false ? array.size(lettersBox) - 1 : array.size(lettersBoxClassic) - 1
if classic == false
colorChange(array.get(lettersBox, i) , math.sign(array.get(volCountUp, i) + array.get(volCountDn, i)) == 1 ?
color.new(c,outline == true ? 50 : 0) : color.new(c1,outline == true ? 50 : 0))
if label.get_text(array.get(lettersBox, i)) == ""
label.set_color(array.get(lettersBox, i), na)
else
colorChange2(array.get(lettersBoxClassic, i) , math.sign(array.get(volCountUp, i) + array.get(volCountDn, i)) == 1 ?
color.new(c, 90) : color.new(c1,90))
if box.get_bottom(array.get(lettersBoxClassic, i)) > high
box.set_bgcolor(array.get(lettersBoxClassic, i), na)
maxUp = 0.0
for i = 0 to classic == false ? array.size(lettersBox) - 1 : array.size(lettersBoxClassic) - 1
maxUp :=
math.max(maxUp, math.abs(array.get(volCountUp, i) + array.get(volCountDn, i)))
for i = 0 to classic == false ? array.size(lettersBox) - 1 : array.size(lettersBoxClassic) - 1
if math.abs(array.get(volCountUp, i) + array.get(volCountDn, i)) == maxUp
if classic == false
label.set_color(array.get(lettersBox, i), c2)
else
box.set_bgcolor(array.get(lettersBoxClassic, i), color.new(c2, 90))
box.set_border_color(array.get(lettersBoxClassic, i), c2)
break
for i = 0 to array.size(levelsCount) - 1
for x = 0 to array.size(ticks3) - 1
if array.get(levelsCount, i) == array.get(ticks3, x)
array.set(volCountUpFin, x, array.get(volCountUpFin, x) + array.get(volCountUp, i))
array.set(volCountDnFin, x, array.get(volCountDnFin, x) + array.get(volCountDn, i))
var label [] finalBox = array.new_label()
SA = str.tostring(array.sum(volCountUp) + array.sum(volCountDn), array.sum(volCountUp) + array.sum(volCountDn) >= 0 ?
"+###,###,###.00" : "###,###,###.00")
array.push(finalBox, label.new(bar_index, low, yloc = classic == false ? yloc.belowbar : yloc.abovebar, text = classic == false ? SA + "\nTotal" :
" " + SA + "\n Total" ,
size = sz, style = outline == true ? label.style_text_outline : label.style_none, textcolor = color.white))
colorChange(array.get(finalBox, array.size(finalBox) - 1), array.sum(volCountUp) + array.sum(volCountDn) >= 0 ?
color.new(c, outline == true ? 50 : 0) : color.new(c1, outline == true ? 50 : 0))
if barstate.islast and array.size(label.all) > 0 and classic == false
and heatOnly == false or barstate.islast and array.size(volCountUpFin) > 0
and heatOnly == true
mX = 0.0
mX1 = 1e8
if heatOnly == false
for i = 0 to array.size(label.all) - 1
mX := math.max(label.get_y(array.get(label.all, i)), mX)
mX1 := math.min(label.get_y(array.get(label.all, i)), mX1)
else
for i = 0 to array.size(heatLevels) - 1
mX := math.max(array.get(heatLevels, i), mX)
mX1 := math.min(array.get(heatLevels, i), mX1)
var line endLine = na
var label cs = na
if na(endLine) and heatOnly == false
endLine := line.new(bar_index + 7, mX, bar_index + 7, mX1, color = c, width = 3)
if Recalculation == "No Recalculation" and hideAll == true
cs := label.new(bar_index + 4, mX, text = calcSince, color = color.new(color.white, 100), textcolor = color.white, size = sz)
var float [] set = array.new_float()
var line [] finBox = array.new_line()
var box [] finBox2 = array.new_box()
if heatOnly == false
if array.size(finBox) == 0 and array.size(finBox2) == 0
for i = 0 to array.size(label.all) - 1
if array.includes(set, label.get_y(array.get(label.all, i))) == false and label.get_text(array.get(label.all, i)) != ""
array.push(set, label.get_y(array.get(label.all, i)))
array.push(finBox, line.new(extend ? bar_index - 100 : bar_index + 2, label.get_y(array.get(label.all, i)), bar_index + 3, label.get_y(array.get(label.all, i)),
color = na))
array.push(finBox2, box.new(bar_index + 3, label.get_y(array.get(label.all, i)) + syminfo.mintick, bar_index + 5, label.get_y(array.get(label.all, i)),
bgcolor =na, border_color = color.new(color.white, 100), text = "", text_color = color.white, text_size = sz, text_font_family = fonT))
else
for i = 0 to array.size(finBox) - 1
line.set_x1(array.get(finBox, i), extend ? bar_index - 100 : bar_index + 2)
line.set_x2(array.get(finBox, i), bar_index + 3)
box.set_left(array.get(finBox2, i), bar_index + 3)
box.set_right(array.get(finBox2, i), bar_index + 5)
else
if array.size(finBox) == 0
for i = 0 to array.size(heatLevels) - 1
if array.includes(set, array.get(heatLevels, i)) == false
array.push(set, array.get(heatLevels, i))
array.push(finBox, line.new(startHeat, array.get(heatLevels, i), time + (time - time[3]), array.get(heatLevels, i),
color = color.new(color.white, 100 ), xloc = xloc.bar_time))
array.push(finBox2, box.new(bar_index + 3, array.get(heatLevels, i) + syminfo.mintick, bar_index + 5, array.get(heatLevels, i),
bgcolor =na, border_color = color.new(color.white, 100), text = "", text_color = color.white, text_size = sz, text_font_family = fonT))
else
for i = 0 to array.size(finBox) - 1
line.set_x2(array.get(finBox, i), time)
box.set_left(array.get(finBox2, i), bar_index + 3)
box.set_right(array.get(finBox2, i), bar_index + 5)
fX = 0.0
for i = 0 to array.size(set) - 1
for x = 0 to array.size(ticks3) - 1
if array.get(set, i) == array.get(ticks3, x)
if data == "Volume"
if heatOnly == false
fX := math.max(array.get(volCountUpFin, x), array.get(volCountDnFin, x), fX)
box.set_text(array.get(finBox2, i), "+" + str.tostring(array.get(volCountUpFin, x),format.volume)
+ " | -" + str.tostring(array.get(volCountDnFin, x), format.volume))
else if data == "Vol. Delta"
if heatOnly == false
fX := math.max(math.abs(array.get(volCountUpFin, x) - array.get(volCountDnFin, x)), fX)
box.set_text(array.get(finBox2, i), array.get(volCountUpFin, x) - array.get(volCountDnFin, x) >= 0 ?
"+" + str.tostring(array.get(volCountUpFin, x) - array.get(volCountDnFin, x), format.volume) :
str.tostring(array.get(volCountUpFin, x) - array.get(volCountDnFin, x), format.volume))
else if data == "OI Delta (BINANCE PERP FUTURES ONLY)"
if heatOnly == false
fX := math.max(math.abs(array.get(volCountUpFin, x) + array.get(volCountDnFin, x)), fX)
box.set_text(array.get(finBox2, i), array.get(volCountUpFin, x) + array.get(volCountDnFin, x) >= 0 ?
"+" + str.tostring(array.get(volCountUpFin, x) + array.get(volCountDnFin, x), format.volume) :
str.tostring(array.get(volCountUpFin, x) + array.get(volCountDnFin, x), format.volume))
if heatOnly == false
if data != "OI Delta (BINANCE PERP FUTURES ONLY)"
box.set_text_color(array.get(finBox2, i), array.get(volCountUpFin, x) - array.get(volCountDnFin, x) < 0 ? c1 : c)
line.set_color(array.get(finBox, i), array.get(volCountUpFin, x) - array.get(volCountDnFin, x) < 0 ? color.new(c1, 85) : color.new(c, 85))
line.set_color(array.get(finBox, i), array.get(volCountUpFin, x) - array.get(volCountDnFin, x) < 0
and line.get_y1(array.get(finBox, i)) >= low and line.get_y1(array.get(finBox, i)) <= high ? c1 :
array.get(volCountUpFin, x) - array.get(volCountDnFin, x) >= 0
and line.get_y1(array.get(finBox, i)) >= low and line.get_y1(array.get(finBox, i)) <= high ? c :
array.get(volCountUpFin, x) - array.get(volCountDnFin, x) >= 0 and line.get_y1(array.get(finBox, i)) > high or
array.get(volCountUpFin, x) - array.get(volCountDnFin, x) >= 0 and line.get_y1(array.get(finBox, i)) < low ?
color.new(c, 85) :
array.get(volCountUpFin, x) - array.get(volCountDnFin, x) < 0 and line.get_y1(array.get(finBox, i)) > high or
array.get(volCountUpFin, x) - array.get(volCountDnFin, x) < 0 and line.get_y1(array.get(finBox, i)) < low ?
color.new(c1, 85) :
na
)
else
box.set_text_color(array.get(finBox2, i), array.get(volCountUpFin, x) + array.get(volCountDnFin, x) < 0 ? c1 : c)
line.set_color(array.get(finBox, i), array.get(volCountUpFin, x) + array.get(volCountDnFin, x) < 0 ? color.new(c1, 85) : color.new(c, 85))
line.set_color(array.get(finBox, i), array.get(volCountUpFin, x) + array.get(volCountDnFin, x) < 0
and line.get_y1(array.get(finBox, i)) >= low and line.get_y1(array.get(finBox, i)) <= high ? c1 :
array.get(volCountUpFin, x) + array.get(volCountDnFin, x) >= 0
and line.get_y1(array.get(finBox, i)) >= low and line.get_y1(array.get(finBox, i)) <= high ? c :
array.get(volCountUpFin, x) + array.get(volCountDnFin, x) >= 0 and line.get_y1(array.get(finBox, i)) > high or
array.get(volCountUpFin, x) + array.get(volCountDnFin, x) >= 0 and line.get_y1(array.get(finBox, i)) < low ?
color.new(c, 85) :
array.get(volCountUpFin, x) + array.get(volCountDnFin, x) < 0 and line.get_y1(array.get(finBox, i)) > high or
array.get(volCountUpFin, x) + array.get(volCountDnFin, x) < 0 and line.get_y1(array.get(finBox, i)) < low ?
color.new(c1, 85) :
na
)
var line [] connectOr = array.new_line()
if heat == true and heatOnly == false
if array.size(finBox) > 0
for i = 0 to array.size(finBox) - 1
array.push(connectOr, line.new(bar_index - 200, line.get_y1(array.get(finBox, i)), bar_index + 7, line.get_y1(array.get(finBox, i)), color = na))
if array.size(set) > 3
for i = 2 to array.size(set) - 3
for x = 0 to array.size(ticks3) - 1
if array.get(set, i) == array.get(ticks3, x)
linefill.new(array.get(connectOr, i - 2), array.get(connectOr, i + 2), color =
data != "OI Delta (BINANCE PERP FUTURES ONLY)" ? array.get(volCountUpFin, x) - array.get(volCountDnFin, x) >= 0 ?
color.new(c, 95) : color.new(c1, 95) : array.get(volCountUpFin, x) + array.get(volCountDnFin, x) >= 0 ?
color.new(c, 95) : color.new(c1, 95))
if heatOnly == true
and array.size(finBox) > 0
and array.size(set) > 3
for i = 2 to array.size(set) - 3
for x = 0 to array.size(ticks3) - 1
if array.get(set, i) == array.get(ticks3, x)
linefill.new(array.get(finBox, i - 2), array.get(finBox, i + 2), color =
data != "OI Delta (BINANCE PERP FUTURES ONLY)" ? array.get(volCountUpFin, x) - array.get(volCountDnFin, x) >= 0 ?
color.new(c, 95) : color.new(c1, 95) : array.get(volCountUpFin, x) + array.get(volCountDnFin, x) >= 0 ?
color.new(c, 95) : color.new(c1, 95))
if array.size(finBox2) > 0
for i = 0 to array.size(set) - 1
for x = 0 to array.size(ticks3) - 1
if array.get(set, i) == array.get(ticks3, x)
finSW = switch data
"Volume" => "+" + str.tostring(array.get(volCountUpFin, x), format.volume) + " | -" + str.tostring(array.get(volCountDnFin, x), format.volume)
"Vol. Delta" => str.tostring(array.get(volCountUpFin, x) - array.get(volCountDnFin, x), format.volume)
"OI Delta (BINANCE PERP FUTURES ONLY)" => str.tostring(array.get(volCountUpFin, x) + array.get(volCountDnFin, x), format.volume)
color
finCol = na
strinG = "OI Delta (BINANCE PERP FUTURES ONLY)"
switch
data != strinG and array.get(volCountUpFin, x) - array.get(volCountDnFin, x) >= 0 => finCol := c
data != strinG and array.get(volCountUpFin, x) - array.get(volCountDnFin, x) < 0 => finCol := c1
data == strinG and array.get(volCountUpFin, x) + array.get(volCountDnFin, x) >= 0 => finCol := c
data == strinG and array.get(volCountUpFin, x) - array.get(volCountDnFin, x) >= 0 => finCol := c1
box.set_text(array.get(finBox2, i), finSW)
box.set_text_color(array.get(finBox2, i), finCol)
for i = 0 to array.size(set) - 1
for x = 0 to array.size(ticks3) - 1
if heatOnly == false
if array.get(set, i) == array.get(ticks3, x)
if data == "Vol. Delta"
if math.abs(array.get(volCountUpFin, x) - array.get(volCountDnFin, x)) == fX
line.set_color(array.get(finBox, i), c2)
box.set_text_color(array.get(finBox2, i), c2)
if eX == true
line.set_x1(array.get(finBox, i), bar_index - 100)
break
else if data == "Volume"
if array.get(volCountUpFin, x) == fX or array.get(volCountDnFin, x) == fX
line.set_color(array.get(finBox, i), c2)
box.set_text_color(array.get(finBox2, i), c2)
if eX == true
line.set_x1(array.get(finBox, i), bar_index - 100)
break
else if data == "OI Delta (BINANCE PERP FUTURES ONLY)"
if math.abs(array.get(volCountUpFin, x) + array.get(volCountDnFin, x)) == fX
line.set_color(array.get(finBox, i), c2)
box.set_text_color(array.get(finBox2, i), c2)
if eX == true
line.set_x1(array.get(finBox, i), bar_index - 100)
break
if hideAll == false
line.delete(endLine)
if heatOnly == false
line.delete(array.get(finBox, i))
box.delete(array.get(finBox2, i))
if heatOnly == true
if array.size(label.all) > 0
for i = 0 to array.size(label.all) - 1
label.delete(array.shift(label.all))
if array.size(lettersBox) == 1
label.set_y(array.get(lettersBox, 0), ohlc4)
if array.size(lettersBoxClassic) == 1
box.set_bottom(array.get(lettersBoxClassic, 0), low)
box.set_top(array.get(lettersBoxClassic, 0), high)
if barstate.islast and classic == true and array.size(box.all) > 0
miN = 1e8
for i = 0 to array.size(box.all) - 1
miN := math.min(miN, box.get_left(array.get(box.all, i)))
for i = 0 to bar_index - miN
line.new(bar_index[i], high[i], bar_index[i], low[i], color = color.white)
line.new(bar_index[i], close[i], bar_index[i], open[i], color = close[i] > open[i] ? color.green : color.red, width = 4)
if array.size(label.all) > 0
for i = 0 to array.size(label.all) - 1
if label.get_x(array.get(label.all, i)) < miN
label.set_color(array.get(label.all, i), na)
label.set_textcolor(array.get(label.all, i), na)
Overview
By fetching one-minute intrabar data, it distributes buying and selling activity into price levels defined by percentages or tick sizes. It calculates delta across customizable row divisions, offers periodic recalculation options, and features a heatmap overlay to highlight high-volume zones. Settings allow users to adjust visual display options, calculation parameters, and color styling. Note that open interest delta tracking is designed specifically for Binance perpetual futures.
- Intrabar volume delta and open interest delta tracking
- Percentage or tick-based price row divisions
- Visual heatmap overlay for volume intensity
- Periodic session recalculation options
Details
Published by
etabebe1 on GitHub
Code credit
KioseffTrading, as written in the script's header
Type
Indicator, Pine Script v5
Draws
On the price chart
Category
Volume, Support & resistance
Markets
Crypto
Timeframes
M15-H1, H4 and above
Risk Notes
No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.
Settings
The inputs you can change from the gear icon on the chart. Defaults are the author's.
| Setting | Type | Default | Variable |
|---|---|---|---|
| Data | string | Vol. Delta | data |
| No Recalculation? Or Realculate? | string | No Recalculation | Recalculation |
| If 'Recalculation' is Selected in the Above Setting: Recalculate After How Much Time? | string | D | sess |
| Calculate Levels By Tick or Percentages? | string | Percentages (Recommended) | calcBy |
| Percentage Distance Between Levels (If Selected) | float | 0.25 | perc |
| Ticks (If Selected) | float | 50 | tickzz |
| Classic Look ? | bool | false | classic |
| Divide Bars Into How Many Rows ? | int | 10 | barDiv |
| Use Volume Assumption ? | bool | false | assume |
| Last Bar Calculation Only? | bool | false | lastBar |
| Show End Lines and Labels ? | bool | true | hideAll |
| Show Label Color Outline ? | bool | true | outline |
Show all 21 settings
| Setting | Type | Default | Variable |
|---|---|---|---|
| Extend End Lines Left ? | bool | false | extend |
| Extend Highest Delta / Highest Volume Line | bool | true | eX |
| Show Heatmap ? | bool | true | heat |
| Heat Map Only | bool | false | heatOnly |
| textSize | string | Small | textSize |
| Font Type | string | Default | fnt |
| General "Up/Buy" Color | color | color.lime | c |
| General "Down/Sell" Color | color | color.red | c1 |
| General "POC" Color | color | color.rgb(148, 139, 57) | c2 |
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.
Similar Pine Scripts
The MGIC-tracker is a TradingView indicator that overlays ARK Invest trade records onto stock price charts. It plots buy and sell labels at the exact timestamp of each transaction, showing share volume and ETF weight. Users select a specific ETF type via setti
This overlay indicator marks call and put setups from EMAs, RSI, MACD, and a SPY volume ratio. A call needs higher highs, RSI above its minimum, rising MACD, above-average proxy volume, and a rising trend EMA; a put reverses those tests. Early markers use an E
Comprehensive Volume Profile is an overlay indicator that calculates and plots volume distribution across specified time ranges such as daily sessions, weekly, monthly, or custom bar lengths. It identifies key structural price levels including the Point of Con
This indicator plots two Hull moving averages on the price chart, one of the selected price and one of close, and optionally smooths both with a Kahlman filter. It fills the space between them and marks buy and sell labels when they cross, provided scaled volu
This overlay indicator plots option strike walls and an optional session VWAP on the price chart for SPY or ES. It spaces major strikes by the selected instrument, draws a set number of strikes on each side, and marks wall-trap and sweep events after a cooldow
Trade Your Charts With a Regulated Broker
Compare brokers that connect to TradingView, with spreads, minimum deposits and leverage side by side.
Compare brokers