Adaptive Volume Delta Map

The Adaptive Volume Delta Map indicator is a sophisticated multi-timeframe tool that visualizes buy and sell volume imbalances directly on your chart. It automatically adapts to the highest available data resolution—including tick, second, minute, or daily intervals—to provide traders with micro-level precision for market activity analysis.

Usage

The script is designed for traders who need to see the underlying order flow within price candles. It can be used to identify areas of high aggressive participation or potential volume absorption.

• Market Imbalance: Identify when one side of the market is significantly more aggressive than the other through color-coded delta candles.
• Volume Distribution: Enable the "Show Volume Distribution" toggle to see a per-price-level breakdown of volume, which helps in identifying Point of Control (POC) and Value Areas (VAH/VAL).
• Resolution Tuning: For the most granular view, users with compatible TradingView plans should enable "Use Tick Resolution" and "Use Seconds Resolution" to feed the delta calculations with the highest precision data.

Details

The AVDM uses Pine Script v6's security_lower_tf logic to fetch data from lower timeframes and aggregate it into the current chart view. It calculates "Volume Delta" as the difference between buying and selling pressure.

A key technical feature is the Bid/Ask Classification logic. When enabled, the script uses a midpoint calculation to more accurately determine if a trade occurred at the bid or the ask, providing a truer reflection of market intent than standard candle data alone. The script also includes built-in performance protection; it will automatically disable the volume map if more than 50 price levels are detected within a single bar to maintain chart responsiveness.

Settings

• Anchor period: Allows the user to set a period for Cumulative Volume Delta (CVD) functionality.
• Use Seconds / Tick resolution: Toggles the use of high-granularity data for calculations.
• Use Bid Ask calculated: Enables bid/ask midpoint logic for superior trade classification.
• Show volume distribution: Displays the detailed price-level volume map on the chart.
• Imbalance: Sets the percentage threshold used to highlight volume imbalances.
• Ticks Per Row: Defines the price grouping for the volume map.
• Auto: Automatically adjusts the Ticks Per Row based on the bar's range.
• Calc Bars Count: Determines the historical lookback for detailed resolution requests.
• Value area: Sets the percentage of total volume used to calculate the Value Area High and Low.

FAQ

How do I interpret the colors on the map? Green represents buy pressure dominance, red represents sell pressure dominance, and orange (neutral) represents the net delta.

Why did the Volume Distribution map disappear? The map automatically disables if there are more than 50 price levels detected to prevent performance lag. Try increasing the "Ticks Per Row" or using a lower chart resolution to bring it back.

How can I access Adaptive Volume Delta Map? You can get access on the LuxAlgo Library for charting platforms like TradingView, MetaTrader (MT4/MT5), and NinjaTrader for free.