MT5 Volume indicators

asgariHoo wrote: Tue Aug 18, 2026 5:40 pm This indicator estimates buying and selling pressure to spot **hidden trend reversals** (divergences) before price turns.

Calculates Estimated Volume Delta (CVD): Estimates whether buyers or sellers were in control during each candle based on where price closed relative to the candle's High-Low range.
Displays a Dual-Color Histogram: Plots a histogram in a separate window below the chart—Green for positive volume delta (buying pressure) and Red for negative volume delta (selling pressure).
Detects Divergences Automatically: Scans price swing points (fractals) against CVD levels:
Bullish Divergence (`+RD`): Price drops to a lower low, but buying volume rises (higher low in CVD). Signals a potential upward reversal.
Bearish Divergence (`-RD`): Price pushes to a higher high, but buying volume fades (lower high in CVD). Signals a potential downward reversal.


Draws Lines Directly on Your Chart: When a divergence occurs, it automatically draws matching trendlines and text labels on both your main price chart and the indicator window.

Happy PiP$.

Screenshot 2026-08-18 113117.pngScreenshot 2026-08-18 113649.png

asgariHoo wrote: Tue Aug 18, 2026 5:40 pm This indicator estimates buying and selling pressure to spot **hidden trend reversals** (divergences) before price turns.

Calculates Estimated Volume Delta (CVD): Estimates whether buyers or sellers were in control during each candle based on where price closed relative to the candle's High-Low range.
Displays a Dual-Color Histogram: Plots a histogram in a separate window below the chart—Green for positive volume delta (buying pressure) and Red for negative volume delta (selling pressure).
Detects Divergences Automatically: Scans price swing points (fractals) against CVD levels:
Bullish Divergence (`+RD`): Price drops to a lower low, but buying volume rises (higher low in CVD). Signals a potential upward reversal.
Bearish Divergence (`-RD`): Price pushes to a higher high, but buying volume fades (lower high in CVD). Signals a potential downward reversal.


Draws Lines Directly on Your Chart: When a divergence occurs, it automatically draws matching trendlines and text labels on both your main price chart and the indicator window.

Happy PiP$.

Screenshot 2026-08-18 113117.pngScreenshot 2026-08-18 113649.png

Cagliostro wrote: Tue Aug 18, 2026 6:28 pm Nice work. How are you calculating a reliable CVD as CFD show no real volume? Using tick volumes or microstructures?

ionone wrote:
very nice job !
are divergences happening on closed bar?

asgariHoo wrote: Tue Aug 18, 2026 5:40 pm This indicator estimates buying and selling pressure to spot **hidden trend reversals** (divergences) before price turns.

Calculates Estimated Volume Delta (CVD): Estimates whether buyers or sellers were in control during each candle based on where price closed relative to the candle's High-Low range.
Displays a Dual-Color Histogram: Plots a histogram in a separate window below the chart—Green for positive volume delta (buying pressure) and Red for negative volume delta (selling pressure).
Detects Divergences Automatically: Scans price swing points (fractals) against CVD levels:
Bullish Divergence (`+RD`): Price drops to a lower low, but buying volume rises (higher low in CVD). Signals a potential upward reversal.
Bearish Divergence (`-RD`): Price pushes to a higher high, but buying volume fades (lower high in CVD). Signals a potential downward reversal.


Draws Lines Directly on Your Chart: When a divergence occurs, it automatically draws matching trendlines and text labels on both your main price chart and the indicator window.

Happy PiP$.

Screenshot 2026-08-18 113117.pngScreenshot 2026-08-18 113649.png

chris006 wrote: Tue Aug 18, 2026 8:28 pm Hi asgariHoo,

I am getting error on loading (attached), could you please compile for X64 in Metaeditor and share separately?

Thanks

asgariHoo wrote: Tue Aug 18, 2026 7:19 pm Thanks. its work with tick volumes.

yes work after closed bar.

asgariHoo wrote: Tue Aug 18, 2026 5:40 pm CVD Divergence indicator for MT5

This indicator estimates buying and selling pressure to spot **hidden trend reversals** (divergences) before price turns.

• Calculates Estimated Cumulative Volume Delta (CVD): Estimates whether buyers or sellers were in control during each candle based on where price closed relative to the candle's High-Low range.
• Displays a Dual-Color Histogram: Plots a histogram in a separate window below the chart—Green for positive volume delta (buying pressure) and Red for negative volume delta (selling pressure).
• Detects Divergences Automatically: Scans price swing points (fractals) against CVD levels:
• Bullish Divergence (`+RD`): Price drops to a lower low, but buying volume rises (higher low in CVD). Signals a potential upward reversal.
• Bearish Divergence (`-RD`): Price pushes to a higher high, but buying volume fades (lower high in CVD). Signals a potential downward reversal.

Draws lines Directly on Your Chart: When a divergence occurs, it automatically draws matching trendlines and text labels on both your main price chart and the indicator window.

Happy PiP$.

PS: If you require a version compiled in X64, please see here.

Screenshot 2026-08-18 113117.pngScreenshot 2026-08-18 113649.png

Banzai wrote: Tue Dec 09, 2025 2:19 am 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.