// This work is licensed under a Attribution-NonCommercial-ShareAlike 4.

0
International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/
// © LuxAlgo

//@version=5
indicator( 'Volume Delta Candles [LuxAlgo]'
, shorttitle='LuxAlgo - Volume Delta Candles'
, max_labels_count=500
, overlay=true
),n=bar_index

//------------------------------------------------------------------------------
// Settings
//-----------------------------------------------------------------------------{
tick = input.string ('LTF' , 'Data from: ', options= [ 'Ticks' , 'LTF'
] )
res = input.timeframe( '1'
, tooltip= "Data from: 'LTF'\nAuto: 'Disabled'" )
auto = input.bool ( true , '' , inline='auto'
)
mlt = input.int ( 1500 , ' Auto ' , inline='auto'
, tooltip="current TF divided by x\n\nData from: 'LTF'\nAuto: 'Enabled'")
prem = input.bool ( false , 'Premium' , tooltip= 'Premium Plan or
higher')
colUp = input.color (#089981 , 'Up ' , inline='u', group='Intrabar
Delta')
colUp_ = input.color (#f23645 , 'Up - ' , inline='u', group='Intrabar
Delta', tooltip= 'Up -\n-> bullish candle and - Delta' )
colDn = input.color (#f23645 , 'Down' , inline='d', group='Intrabar
Delta')
colDn_ = input.color (#089981 , 'Down +' , inline='d', group='Intrabar
Delta', tooltip='Down +\n-> bearish candle and + Delta')
option = input.string ('full bar', 'Display' , options= ['half bar', 'full
bar'] )
dot = input.bool ( false , 'Show Previous Max Volume
Price' )
showTab= input.bool ( true , 'Show TF' , group= 'Table'
)
tabCol = input.color (#b2b5beaa , 'Text Color' , group= 'Table'
)
sizeT = input.string (size.tiny , 'Size Table' , group= 'Table'
, options = [size.tiny, size.small, size.normal, size.large])
showD = input.bool ( false ,'Show details', group= 'Details'
)
INV = color.new(na,na)
CFG = chart.fg_color
isTick = tick =='Ticks'
isLTF = tick =='LTF'

//-----------------------------------------------------------------------------}
//UDT
//-----------------------------------------------------------------------------{
type bin
varip float p
varip float v

//-----------------------------------------------------------------------------}
//Variables
//-----------------------------------------------------------------------------{
varip float volBl = na
varip float volBr = na
varip float volNt = na
varip bin maxBl = bin.new(na, 0)
varip bin maxBr = bin.new(na, 0)
varip float vl = na
varip float cl = na
varip float dfP = na
varip float dfV = na
varip float TdfV = na
varip bool ticksAvailable = false

var table tab = na

//-----------------------------------------------------------------------------}
//Execution
//-----------------------------------------------------------------------------{
//Ticks
if isTick
if barstate.isnew
maxBl.v := 0, maxBr.v := 0
cl := open , dfP := 0 // "open"
vl := volume, dfV := 0, TdfV := 0 // "volume" at first tick
volBl := 0 , volBr := 0, volNt := 0 // dfV
else
dfP := close - cl
dfV := volume - vl

switch
dfP > 0 =>
volBl += dfV, TdfV += dfV
if dfV > maxBl.v
maxBl.v := dfV, maxBl.p := close

dfP < 0 =>

volBr += dfV, TdfV += dfV
if dfV > maxBr.v
maxBr.v := dfV, maxBr.p := close

cl := close
vl := volume

//LTF
tfS = timeframe.in_seconds( res )
tfC = timeframe.in_seconds(timeframe.period)
rs = auto ? tfC / mlt : tfS
rs := prem ? rs : math.max(60, rs)
res := timeframe.from_seconds(math.min(tfC, rs))

[bV, sV, nV, tV, aCl] = request.security_lower_tf(

syminfo.tickerid, res ,
[
close > open ? volume : 0
, close < open ? volume : 0
, close == open ? volume : 0
, volume
, close
] )
vSize = tV.size()

//Highest volume when price movement (neutral volume not included)

float maxV = na, float bVmax = na , float sVmax = na

if isLTF
bVmax := bV.max()
sVmax := sV.max()
indices = (bVmax > sVmax ? bV : sV).sort_indices(order.descending)
maxV := indices.size() > 0 ? aCl.get(indices.first()) : na
else
if maxBl.v != 0 or maxBr.v != 0
maxV := maxBl.v > maxBr.v ? maxBl.p : maxBr.p

// start Tick data

if not ticksAvailable and volBl > 0
ticksAvailable := true

isAllowed = isTick ? ticksAvailable : tV.size() > 0

if isAllowed and not isAllowed[1]

line.new(n, close, n, close + syminfo.mintick, color=color.silver,
style=line.style_dotted, extend=extend.both)

ltf_Vup = bV.sum()
ltf_Vdn = sV.sum()

bullV = isTick ? volBl : ltf_Vup

bearV = isTick ? volBr : ltf_Vdn

abs = math.abs(open - close)

min = math.min(open , close)
max = math.max(open , close)
avg = math.avg(open , close)
vol = bullV + bearV
delta = bullV - bearV

norm = delta / volume

aNorm = math.abs(norm)

pos = norm >= 0

float base = na
float value = na
value := option == 'half bar' ? avg + norm*abs/2 : pos ? min + aNorm*abs : max -
aNorm*abs
base := option == 'half bar' ? avg : pos ? min : max

css = close > open ? colUp : close < open ? colDn : CFG
cssD = color.new(norm > 0 ? close > open ? colUp : colDn_ : close < open ? colDn
: colUp_, 50)

//-----------------------------------------------------------------------------}
//Plot
//-----------------------------------------------------------------------------{
barcolor(INV) // use 'Bar's style' "Bars"
plotcandle(base, base, value, value, color = cssD, wickcolor = na , bordercolor =
na , display = display.all - display.status_line)
plotcandle(open, high, low , close, color = na , wickcolor = css, bordercolor =
css , display = display.all - display.status_line)
plotcandle(maxV, maxV, maxV , maxV , color = CFG , wickcolor = na , bordercolor =
CFG , display = display.all - display.status_line)
plot (dot ? maxV : na , color = CFG , style=plot.style_circles ,
offset=1, display = display.all - display.status_line)
plot (bullV ,
display = display.data_window)
plot (bearV ,
display = display.data_window)

//-----------------------------------------------------------------------------}
//Details
//-----------------------------------------------------------------------------{
volu = str.tostring(vol , format.volume )
delt = str.tostring(delta , format.volume )
perc = str.tostring(norm * 100, format.percent)

if isAllowed and showD

label.new(
n
, high
, color=INV
, textcolor=CFG
, size=size.small
, text=str.format(
"Volume: {0}\nDelta: {1}\n%: {2}"
, volu , delt, perc)
)

//-----------------------------------------------------------------------------}
//Table
//-----------------------------------------------------------------------------{
if showTab and isLTF
if barstate.isfirst
tab := table.new(position.top_right, 1, 1
, bgcolor=INV
)
if barstate.islast
tab.cell(0, 0, res, text_color=tabCol)

//-----------------------------------------------------------------------------}