Re: MT5 Volume indicators

52
Cumulative Volume Delta
(on/off button)

Cumulative Volume Delta (CVD) is an indicator for MT5 that is based on calculating the difference (delta) between buy and sell volumes to spot trend exhaustions early. The indicator calculates buy/sell volume difference over a given number of bars and presents it either in raw form or smoothed as a histogram. Green bars mean that there was more buy volume during the period while red bars mean that there was more sell volume.

In MT5, it is possible to switch to real volume if your broker provides real volume data.

Although it would be a stretch to call this CVD indicator a multi-timeframe one, it can draw buy/sell volume data from lower timeframes (which is a more accurate way to calculate Cumulative Volume Delta). This isn't always practical due to lower timeframe data availability issues. If you attach this indicator to a higher timeframe and select a very low source timeframe for volume data, it might not display anything useful. In that case, it is recommended to increase the source timeframe.

Input parameters
Source timeframe for volume data: a lower timeframe to source price and volume data for the indicator's calculations. If a higher timeframe is given the current one will be used instead.
Period for cumulative delta calculation: the size of the sliding window to cumulate the volume delta on.
Smoothing method: the method for the smoothing moving average.
Smoothing period: the period of the smoothing moving average.
Volume type: can be either tick or real volume. This option is only available in MetaTrader 5 version of the indicator. Real volume is usually unavailable for Forex/CFD instruments.

Watch the divergences.
These users thanked the author Banzai for the post:
alexm

Re: MT5 Volume indicators

53
Banzai wrote: Thu Nov 27, 2025 12:11 pm Cumulative Volume Delta
(on/off button)

Cumulative Volume Delta (CVD) is an indicator for MT5 that is based on calculating the difference (delta) between buy and sell volumes to spot trend exhaustions early. The indicator calculates buy/sell volume difference over a given number of bars and presents it either in raw form or smoothed as a histogram. Green bars mean that there was more buy volume during the period while red bars mean that there was more sell volume.

In MT5, it is possible to switch to real volume if your broker provides real volume data.

Although it would be a stretch to call this CVD indicator a multi-timeframe one, it can draw buy/sell volume data from lower timeframes (which is a more accurate way to calculate Cumulative Volume Delta). This isn't always practical due to lower timeframe data availability issues. If you attach this indicator to a higher timeframe and select a very low source timeframe for volume data, it might not display anything useful. In that case, it is recommended to increase the source timeframe.

Input parameters
Source timeframe for volume data: a lower timeframe to source price and volume data for the indicator's calculations. If a higher timeframe is given the current one will be used instead.
Period for cumulative delta calculation: the size of the sliding window to cumulate the volume delta on.
Smoothing method: the method for the smoothing moving average.
Smoothing period: the period of the smoothing moving average.
Volume type: can be either tick or real volume. This option is only available in MetaTrader 5 version of the indicator. Real volume is usually unavailable for Forex/CFD instruments.
Thanks soo much for the indicator. Is there any MT4 version to share?
These users thanked the author cladi53 for the post:
Banzai

Re: MT5 Volume indicators

55
DeltaFusionLite

Code: Select all

https://www.mql5.com/en/code/66864
Coder: Francesco Secchi
Date: Dec. 5, 2025

Cumulative Delta: Tracks aggregated buy and sell volume over time.
Net Delta: Shows the difference between buying and selling pressure for each bar.
Session Reset: Allows custom session start times for intraday analysis.
Smoothing: Includes EMA smoothing for cleaner and more readable delta curves.

Purpose:
Ideal for traders who want to monitor order flow dynamics, volume imbalances, and divergences between price and delta without complex multi-timeframe calculations. It’s lightweight, fast, and focused on essential delta metrics.

Examples of Divergences Detectable with DeltaFusion Lite:

Bullish Divergence
Price makes new lows, but Net Delta shows higher lows → selling pressure is weakening, possible bullish reversal.

Bearish Divergence
Price makes new highs, but Net Delta shows lower highs → buying pressure is fading, possible bearish reversal.

Hidden Divergence
Price makes a higher low, while Cumulative Delta makes a lower low → confirms continuation of the bullish trend.

Exhaustion Divergence
Strong price movement without confirmation in delta → indicates low participation, possible correction ahead.