The indicator allows you to analyze changes in tick volumes in the form of cumulative delta bars (candles). It calculates tick volumes for purchases and sales (separately) on each bar, as well as their difference. In addition, it can output volumes broken down by price clusters (cells) within the specified bar (usually the last bar). This indicator performs calculations similar to VolumeDelta, but provides a different display of the results. There is a version for the MetaTrader 5-VolumeDeltaBars.

The indicator displays the following charts in its subwindow:

• light blue bars – where the volume of purchases exceeded the volume of sales, the body of the bar-the delta of volumes;
• orange bars – where the sales volume exceeded the purchase volume, the body of the bar-the volume delta;
• the light green line is the cumulative delta smoothed by the EMA (at bar prices (open close)/2);
• blue and red arrows-mark those bars where the direction of the volume delta contradicts the direction of the price, which can serve as a trading signal.

The indicator can also display 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 (cells with values near the maximum 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 (this is a kind of analog of the Time and Sales tape); by default-10;
• LastBars – number of bars to calculate; default-1000; 0 means all bars;
• CumulativePeriod – cumulative delta calculation period, EMA; default-12;
• StickToBar0-enables / disables the mode when the yellow dotted vertical line “sticks” to the last bar, that is, it remains the current one all the time; by default, false;
• Corner – the corner of the main window where the table will be displayed; by default, the upper – right corner;
• cellWidth – the width of the table cells; by default-40;
• cellHeight – height of table cells; default – 15;
• ColorBG – table background color; default-black;
• FontSize – font size in the table; default is 7;
• HideTable-disables the table with volumes in the main window; by default, false;
• HideMark-disables the price label at the cluster level with the maximum volume; by default, false; when both the HideTable and HideMark parameters are true, the vertical line for selecting the investigated bar is also not displayed;
• HideAskBidInTable-disables the display of Ask and Bid prices in the volume table by price clusters; by default – false, i.e. the current Ask and Bid prices are highlighted in the table;
• SplitBy-the mode of splitting the candle chart – with what frequency to start counting from zero; possible options – day( by days, by default), week (by weeks), month (by months);
• Shadow-shadow display mode: cumulative (by default) – the standard method for the range of delta fluctuations, discrete-displaying the full separate volumes of buy and sell.

Acceptable timeframes: M5 and higher.

After the first placement of the indicator on the chart, it may take some time to download data from the M1 timeframe and the lines may not be fully displayed. Wait for the indicator to be automatically recalculated.

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