NeuraEdge Delta Flow PRO - Institutional Order Flow Analysis

11 gen

OVERVIEW
Delta Flow Pro is a closed-source order flow analysis indicator that reveals the hidden battle between buyers and sellers. While price shows you what happened, Delta Flow shows you who won the fight.
Traditional volume indicators only measure transaction size - they tell you how much traded, but not the directional conviction behind those trades. Delta Flow Pro uses proprietary price action algorithms to estimate buying versus selling pressure on every bar, exposing institutional accumulation and distribution patterns that remain invisible on standard charts.
The indicator analyzes three critical dimensions:

Bar-by-bar delta (who controlled each candle)
Cumulative Volume Delta (net institutional positioning over time)
Divergence patterns (early warning when pressure shifts before price confirms)

CORE METHODOLOGY
Delta Calculation Approach:
The indicator uses three selectable estimation methods to analyze intra-bar order flow:

Price Action Method - Calculates delta based on where price closes within the bar's range. A close near the high indicates buying pressure; near the low indicates selling pressure. Formula: ((close - low) / range - 0.5) × 2 × volume
Candle Body Method - Weights delta by the body-to-range ratio, emphasizing bars where one side dominated completely. Uses body size as a conviction metric multiplied by directional volume.
Wick Weighted Method - Incorporates upper and lower wick analysis, where large lower wicks indicate buying absorption and large upper wicks indicate selling rejection. Combines base directional bias with wick-derived pressure.

All methods are normalized to a 0-100% scale for consistent interpretation across different instruments and timeframes.
Cumulative Volume Delta (CVD):
The indicator maintains a running cumulative sum of delta values to track net institutional positioning over time. CVD reveals accumulation (rising) or distribution (falling) patterns that may not be visible in price alone. Users can configure auto-reset periods (0-100 bars) to focus CVD on recent activity or disable reset for long-term tracking.
Divergence Detection:
The indicator identifies structural divergences between price pivots and delta pivots using configurable lookback periods (2-15 bars). Bearish divergence occurs when price makes higher highs while delta makes lower highs, suggesting weakening buying pressure. Bullish divergence occurs when price makes lower lows while delta makes higher lows, suggesting weakening selling pressure.
WHY CLOSED SOURCE:
The proprietary calculation methodology represents original research into optimal weighting factors, normalization techniques, and divergence sensitivity calibrations developed through extensive back testing across multiple asset classes. The closed-source protection prevents dilution of the methodology while ensuring consistent signal quality for all users.
Unlike open-source implementations using basic volume × direction formulas, Delta Flow Pro employs:

Adaptive normalization that adjusts to instrument volatility
Multi-method delta estimation with context-aware switching logic
Refined pivot detection algorithms to minimize false divergence signals
Volume-safety protocols to handle zero-volume bars and data gaps

TECHNICAL JUSTIFICATION FOR PAID ACCESS:
While moving averages, RSI, and Bollinger Bands are well-documented public domain concepts, institutional order flow analysis requires:

• Proprietary weighting systems to estimate bid/ask imbalance from OHLCV data
  
• Advanced normalization to make delta comparable across vastly different instruments
  
• Custom divergence logic that filters noise while maintaining sensitivity
  
• Extensive calibration to balance false positives against missed signals
  

Data Feed Alternative:
Traditional order flow analysis requires expensive Level 2 market data subscriptions, DOM (Depth of Market) feeds, or institutional trading terminals (often $100-500+ monthly per exchange). Delta Flow Pro provides order flow insights using standard OHLCV price and volume data, eliminating the need for additional external data feed costs while delivering actionable institutional pressure analysis.
The indicator provides value beyond standard technical analysis tools by offering retail traders proxy access to order flow concepts typically requiring premium market data subscriptions.

VISUAL COMPONENTS
Delta Histogram (Main Panel):

Vertical bars representing normalized delta strength (-100% to +100%)
Green = buying pressure, Red = selling pressure
Brightness indicates conviction (bright = strong delta above threshold)
Allows instant visual identification of pressure shifts

CVD Line (Blue overlay):

Cumulative running total of delta values
Reveals multi-bar institutional positioning trends
Divergence from price indicates potential exhaustion

Divergence Markers:

Green triangles (bottom) = Bullish divergence detected
Red triangles (top) = Bearish divergence detected
Plotted at the pivot bar for precise timing

Real-Time Dashboard:

Current delta state and strength percentage
CVD trend direction
20-bar statistical summary (buy/sell distribution)

PRACTICAL APPLICATION
Delta Flow Pro transforms how you interpret market action by revealing the pressure behind price movements.
Signal Confirmation:
Use delta as a filter for entries from other indicators. If your primary system generates a long signal but delta is strongly negative, it suggests selling pressure may invalidate the setup. Conversely, bullish delta confirms buying conviction behind the move.

Exhaustion Detection:
The most powerful application - spotting when price and pressure diverge. Price making new highs with negative delta indicates weak hands pushing price while institutions sell into strength. Price making new lows with positive delta indicates smart money absorption. These exhaustion patterns often precede major reversals.

Divergence Trading:
Divergence signals often precede reversals by several bars, providing early warning. Wait for price confirmation (structure break, reversal candlestick) before entering based on divergence alone.

Conviction Measurement:
Strong delta (above user-defined threshold, default 70%) indicates high probability the current move continues. Weak delta near zero suggests choppy conditions; consider reducing position size or avoiding entries.

SETTINGS & CUSTOMIZATION
Delta Calculation:

Method selection (Price Action / Candle Body / Wick Weighted)
Smoothing length (1-10 periods)

Cumulative Delta:

Toggle CVD line visibility
Auto-reset period (0 = no reset, 1-100 bars)
Custom line color

Display Options:

Toggle histogram, divergences, dashboard independently
Custom colors for buying/selling/neutral states
Strong delta threshold percentage (50-95%)
Optional threshold reference lines

Divergence Settings:

Pivot lookback length (2-15 bars)
Controls sensitivity vs noise trade-off

Alert System:

Strong buying pressure detected
Strong selling pressure detected
Bullish divergence
Bearish divergence
Delta flip bullish
Delta flip bearish

BEST PRACTICES
Recommended Usage:

Works on all timeframes; most reliable on 15-minute and higher
Best results on liquid instruments (major forex pairs, index futures, high-volume stocks)
Use as confirmation with structure-based or momentum strategies
Monitor CVD trend for bigger-picture context

Limitations:

Not a standalone trading system; designed for confluence
Less reliable on thinly traded instruments with erratic volume
Avoid trading when delta oscillates near zero (indecision)
This is an estimation model, not true tick-by-tick order flow data

IMPORTANT DISCLOSURES
This indicator estimates order flow based on price action and volume. TradingView does not provide the tick-by-tick bid/ask data required for true institutional order flow tracking. Delta Flow Pro serves as a highly effective proxy for pressure analysis within these data limitations.
No indicator guarantees profitable trades. Past performance does not predict future results. This tool is designed for educational purposes and should be used alongside proper risk management. Traders are responsible for their own trading decisions.

INCLUDED MATERIALS:
Access includes a comprehensive user guide (PDF format) explaining setup, interpretation, and integration strategies with common trading methodologies.

HOW TO REQUEST ACCESS:
To request invite access to this indicator, please review the Author's Instructions in the top-right corner of this page.

14 gen

Note di rilascio

This major update introduces Fisher Transform integration and a hybrid divergence system for enhanced signal quality. All V1.0 features remain fully functional with backward compatibility.

FISHER TRANSFORM INTEGRATION
V2.0 adds the Fisher Transform, a mathematical indicator that converts price data into a Gaussian normal distribution for clearer identification of turning points and momentum exhaustion.
Technical Implementation:

10-period default lookback (configurable 5-50 bars)
Normalized to -100 to +100 scale matching the delta histogram
Color-coded: cyan for rising momentum, magenta for falling momentum
Three-step calculation: price normalization, smoothing with weighted averaging, logarithmic transformation

HYBRID DIVERGENCE SYSTEM
Three-tier signal quality system categorizes divergences by confirmation type, allowing traders to prioritize setups based on trading style and conviction level.
Tier 1: Platinum Divergences (Diamond Markers)

Simultaneous Fisher Transform AND Cumulative Delta divergence at the same price pivot
Double confirmation: both momentum and order flow agree on reversal direction
Highest probability setups for primary strategy entries
Bullish: Price makes lower low while both Fisher and CVD make higher lows
Bearish: Price makes higher high while both Fisher and CVD make lower highs

Tier 2: Gold Divergences (Circle Markers)

Fisher Transform divergence without CVD confirmation
Momentum-based reversal signals independent of order flow
Early reversal detection before order flow confirms
Useful for momentum trading strategies and aggressive entries

Tier 3: Silver Divergences (Triangle Markers)

CVD divergence without Fisher confirmation
Order flow-based reversal signals
Baseline divergence detection for order flow-focused strategies


ADAPTIVE DIVERGENCE DETECTION
Divergence lookback periods automatically adjust based on timeframe to maintain consistent signal quality across different trading contexts.
Default Lookback: 10 bars (configurable 2-15)
Timeframe Adjustments:

1-minute charts: Lookback reduced to 8 bars (faster pivot detection)
5-minute charts: Lookback reduced to 9 bars
15-minute charts: Default 10 bars (baseline)
1-hour charts: Lookback increased to 12 bars (higher confirmation)
4-hour charts: Lookback increased to 14 bars
Daily charts: Lookback increased to 16 bars
Weekly and higher: Lookback increased to 18 bars

Applies to CVD, Fisher, and hybrid divergences, ensuring consistent reliability across intraday scalping and swing trading timeframes.

ENHANCED VISUAL SYSTEM
New Plot Elements:

Fisher Transform line overlay with dynamic directional coloring
Diamond-shaped markers for Platinum divergences (most prominent)
Circle-shaped markers for Gold divergences (medium prominence)
Triangle markers preserved for Silver Delta divergences

Dashboard Enhancements:

Fisher status line showing current value, trend direction, and zone classification
Divergence tier display indicating signal quality (Platinum / Gold / Silver / None)


EXPANDED ALERT SYSTEM
Four new alert conditions added while preserving all original V1.0 alerts:
New Alerts:

Platinum Bullish Divergence (Fisher + CVD double confirmation)
Platinum Bearish Divergence (Fisher + CVD double confirmation)
Gold Bullish Divergence (Fisher momentum reversal)
Gold Bearish Divergence (Fisher momentum reversal)

All alerts remain individually configurable for customized notification preferences.

NEW CONFIGURATION OPTIONS
Fisher Transform Settings:

Enable/Disable toggle (can operate indicator without Fisher for V1.0 behavior)
Fisher length adjustment (5-50 bars)
Show/hide Fisher line overlay
Custom colors for bullish and bearish momentum states

Divergence Settings:

Divergence pivot lookback (default 10 bars, range 2-15)
Auto-adjust divergence for timeframe (enabled by default)
Enable/disable hybrid divergence detection

Alert Settings:
Individual toggles for all alert types
Separate controls for Platinum, Gold, and Silver tier notifications

PRACTICAL APPLICATIONS
Multi-Timeframe Confirmation:
Use Fisher Transform on higher timeframes (1-hour, 4-hour) for swing bias while using delta histogram on lower timeframes (5-minute, 15-minute) for precise entry timing. Platinum divergences on daily charts provide high-probability swing trade setups when combined with key market structure levels.
Divergence Filtering by Tier:
Focus on Platinum divergences for primary strategy entries, eliminating noise from lower-quality signals. Use Gold divergences for momentum-based setups when Platinum signals are unavailable. Reserve Silver signals for order flow-focused strategies or early warning of potential Platinum formations.
Order Flow and Momentum Confluence:
The combination of volume-based order flow (delta/CVD) and price-based momentum (Fisher) creates independent confirmation. When both agree on directional pressure, conviction increases significantly. When they diverge internally, it highlights market weakness not visible in price structure alone.

BEST PRACTICES FOR V2.0
Recommended Configuration:
Enable Fisher Transform and hybrid divergence system
Set Fisher length to 10 for balanced responsiveness
Enable Platinum and Gold divergence alerts, consider disabling Silver to reduce notification frequency
Use adaptive divergence lookback (enabled by default)
Combine with price structure analysis or supply/demand methodology

Timeframe Guidelines:

Intraday trading (5-15 minute): Focus on Gold and Platinum divergences with structure confirmation
Swing trading (1-hour, 4-hour): Prioritize Platinum divergences, wait for multi-bar price confirmation
Position trading (Daily): Platinum divergences only, combine with weekly trend context

16 gen

Note di rilascio

V2.0 - CVD Trend Strength Update
- Added CVD trend strength indicator to dashboard
- Shows if CVD is Rising Strongly/Rising/Weak/Choppy/Falling/Falling Strongly
- Helps identify stable institutional flow vs choppy markets
- Distinguishes between bar count (Buy/Sell %) and actual CVD trend stability
- No changes to core calculations or existing features
-Alert wording changed

16 gen

Note di rilascio

V2.1 - CVD Trend Strength Update
-fixed font and version number
- Added CVD trend strength indicator to dashboard
- Shows if CVD is Rising Strongly/Rising/Weak/Choppy/Falling/Falling Strongly
- Helps identify stable institutional flow vs choppy markets
- Distinguishes between bar count (Buy/Sell %) and actual CVD trend stability
- No changes to core calculations or existing features

ieri

Note di rilascio

NeuraEdge Delta Flow Pro V3.0 - Changelog
Major Features Added
1. Volume-Price Divergence Analysis
Purpose: Validates trends and detects distribution/accumulation based on directional volume analysis
Patterns Detected:
Bearish Signals:

• DISTRIBUTION (Strong) - Price rising with declining buy volume and increasing sell volume after recent strong buying
  
• Distribution (Weak) - Price rising with declining buy volume (early warning)
  

Bullish Signals:

• ACCUMULATION (Strong) - Price falling with spiking buy volume (1.3x+) after recent strong selling
  
• Accumulation (Weak) - Price falling with increasing buy volume (early signal)
  

Trend Validation:

• Valid Uptrend - Price rising with increasing buy volume and decreasing sell volume
  
• Valid Downtrend - Price falling with increasing sell volume and decreasing buy volume
  

Weak Moves:

• Weak Rally - Price rising on low/declining volume
  
• Weak Decline - Price falling on low/declining volume
  

Adaptive Timeframe Adjustment:

1-5min: 7-10 bars lookback
15min: 10 bars lookback
1H: 12 bars lookback
4H: 15 bars lookback
Daily: 20 bars lookback
Weekly+: 25 bars lookback

2. Enhanced Dashboard
New Elements:

• Volume-Price pattern display (only when detected)
  
• Clear tier indicators (Strong vs Weak)
  
• Flow detection (Absorption, Distribution, Clean moves)
  

3. Absorption/Distribution Detection
Logic:

• Absorption (A): Strong buying pressure + Red candle = Institutions buying from sellers
  
• Distribution (D): Strong selling pressure + Green candle = Institutions selling to buyers
  
• Weak versions for moderate pressure
  
• Clean moves when pressure matches candle color
  

4. Visual Enhancements

Subtle background shading (95-97% transparency)

• Green for accumulation/healthy uptrends
  
• Red for distribution/healthy downtrends
  
• Synchronized with dashboard signals
  

5. New Alert System
VP Analysis Alerts:

• STRONG Distribution
  
• STRONG Accumulation
  
• Weak Distribution
  
• Weak Accumulation
  
• Healthy Uptrend
  
• Healthy Downtrend
  

Core Improvements:
Volume Analysis

• Tracks buy volume trend separately
  
• Tracks sell volume trend separately
  
• Detects divergences between price and volume
  
• Validates trends with volume confirmation
  

Multi-Timeframe Support
Adaptive lookback adjustment