This indicator allows you to analyze the deltas of tick volumes. It calculates tick volumes for purchases and sales (separately) on each bar, as well as their difference. In addition, it displays volumes broken down by price clusters (cells) within the specified bar (usually the last bar).

This is a limited replacement for market delta analysis, which is traditionally based on real volumes, but they are not available in Forex.

The indicator displays graphs of the following data in its subwindow:

• light blue histogram – purchase volumes;
• orange histogram – sales volumes;
• light green histogram – the difference between purchases and sales;
• the green line is the cumulative delta, smoothed by the EMA difference; it is increased by a CumulativePeriod of times to maintain a roughly equal scale with the histograms;
• blue and red arrows-mark the bars where the volume delta direction contradicts the price direction.;
• optional – 2 moving averages (fast and slow) for cumulative volume.

The indicator also displays a table of split volumes for the current bar in the main window. The current bar is selected using the yellow dotted vertical line (drag it to the desired location). The table rows correspond to the price clusters. The table contains the following columns:

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• price (range from the specified value to the next one at the top);
• sales volume;
• delta between purchases and sales (positive-blue, negative-red);
• purchase volume;
• total volume (maximum values are highlighted in green).

• PointsPerCell – the number of points in one price cluster; each cluster is displayed as a separate row in the table of split volumes of the current bar;
• LastBars – number of bars to calculate; 0 means all bars;
• CumulativePeriod – cumulative delta calculation period, EMA;
• StickToBar0-enables / disables the mode where the current bar is always considered zero; if StickToBar0 is true, the dotted vertical line marking the current bar is hidden because automatic tracking of the 0th bar does not require a line;
• Corner – table placement angle; 1-upper right; 0-upper left; 2-lower left; 3-lower right;
• cellWidth – width of table cells;
• cellHeight – height of table cells;
• ColorBG – table background color;
• FontSize – font size in the table;
• HideTable – if true, the table is not output;
• HideMark – if true, the price label at the maximum volume level is not displayed; when both the HideTable and HideMark parameters are true, the vertical line for selecting the investigated bar is also not displayed;
• HideBuySell-an option to hide the Buy and Sell volume columns in the table, and the corresponding histograms;
• ColorDefault, ColorPositive, ColorNegative, ColorMaximum – table cell colors;
• ColorObjects – the color of the objects of the vertical line and the price label of the maximum volume on the chart;
• MAPast, MASlow, MAMethod-parameters for setting moving averages; to hide them, set their period to 0;
• ShowAlerts – if true, enables alerts;
• AlertsOnCompletedBar – if true, alerts are generated on the newly closed bar, otherwise-dynamically (inside the 0th bar); Specific types of alerts are enabled by flags:
• Bar Divergence – multidirectional bar and delta volumes;
• Cumulative Divergence – different directions of the price chart and cumulative volumes, according to the linear regression channels of the period 2*CumulativePeriod;
• Fast and Slow MA Crossover-crossing of moving averages;
• Cumulative Zero Crossing – the intersection of zero by the cumulative volume line or the fast moving average, if it is enabled;

• Bar Divergence – multidirectional bar and delta volumes;
• Cumulative Divergence – different directions of the price chart and cumulative volumes, according to the linear regression channels of the period 2*CumulativePeriod;
• Fast and Slow MA Crossover-crossing of moving averages;
• Cumulative Zero Crossing – the intersection of zero by the cumulative volume line or the fast moving average, if it is enabled;

Acceptable timeframes: M5 and higher.

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