Money Flow Delta Profile
A directional volume/money flow profile. Every price row shows two bars anchored on the left, both extending to the right: a faint gray reference bar (total flow at that level) and a colored delta bar on top (green = net buying, red = net selling). The width of the delta bar relative to the gray bar shows how decisively one side dominated — a row where the delta bar almost fills the reference bar is a high-conviction level; a row where it barely appears despite wide gray is a contested zone.
TradingView: https://de.tradingview.com/script/NUAePC98/
Related profiles: This is the directional flow profile (who dominated at each level — net delta, HVN/LVN/AVN, absorption). For plain volume distribution (where volume traded, naked-POC, profile shape) use volume_strata; for oscillator momentum per price zone use momentum_profile.
Features
- Delta bars — all extend rightward from the anchor, sized by net flow, colored by direction (green = bull, red = bear)
- Total Flow Reference — gray bars behind the delta bars showing raw activity at each level; colored by node type (HVN/LVN/AVN)
- HVN / LVN / AVN classification — reference bars colored by relative flow density (HVN = warm orange, LVN = faded gray, AVN = neutral gray)
- LVN Supply/Demand Zones — adjacent Low Volume Node rows merged into zone boxes: red above POC (supply), green below POC (demand); optional minimum zone width and forward projection to the right chart edge
- Point of Control (POC) — dashed yellow line at the price row with highest total flow
- Value Area — configurable percentage (default 70%) of total flow; shows VAH/VAL boundaries
- Delta POC — optional dotted line marking the most decisively directional row
- Recency Weighting — exponential decay so recent bars contribute more than older ones
- Bull% label — buying share shown inside each significant row
- Source — Money Flow (volume × mid-price) or raw Volume
- Polarity method — Bar Polarity (close > open) or Close Location (proportional)
- Intrabar Delta (optional) — bull/bear split per bar from a lower-timeframe, price-direction-signed volume proxy instead of the close-location approximation (chart TF ÷ granularity, clamped to 1 minute; automatic fallback when no LTF data is available). This is not real trade-classified delta — OHLCV carries no aggressor-side data, so “up-bar volume” is a heuristic derived from bar direction, not a buy/sell classification.
- Absorption Profile (optional) — wick-volume per price row drawn as a mirror profile left of the anchor: flow at prices the bar visited but closed away from (rejection)
- Absorption Peak Zones (optional) — local absorption maxima (≥ both neighbors and ≥ 50% of the absorption max) projected as S/R zones across the lookback window
Instrumente
- Valid: any symbol whose
syminfo.volumetypereportsbaseorquote— as a rule futures, exchange-listed stocks and crypto exchanges, plus broker feeds that pass real traded quantity through. - Proxy: where that volume is a broker’s own share of the market (a CFD feed reporting
base), the resulting levels sit where that broker’s volume traded, which need not be where the exchange’s did. Read them as approximate, not as the levels other participants watch. - Invalid: any symbol reporting
tick(a count of price updates) orn/a— there is nothing to weight.
On an invalid instrument the indicator draws nothing; instead it shows a “benötigt echtes Handelsvolumen” (needs real trade volume) warning label on the last bar.
Reference-market variant: deliberately not implemented. A volume profile maps the chart symbol’s own price axis. Substituting a cross-symbol volume request (e.g. NYMEX:NG1! instead of CAPITALCOM:NATURALGAS) would overlay a different market’s volume distribution onto the chart instrument’s price rows. CFD and future prices are not identical (spread/feed offset), so the price buckets would be misaligned against the volume that actually traded there — the profile would mark the wrong rows, not just imprecisely but structurally. For a volume profile, degradation (no output) is the correct choice, not a reference-market substitute.
How to read it
- Wide gray + wide green delta → high-volume demand zone (buyers dominated convincingly) → HVN
- Wide gray + narrow delta → high-volume contested level (both sides fought) → HVN, but watch for reversal
- Narrow gray → thin area, LVN — price moved through quickly, likely to do so again
- LVN zone above price → air pocket / supply — potential fast move if price re-enters
- LVN zone below price → air pocket / demand — potential fast move downward if lost
- POC → the most-traded level overall, common reversion target
- Tall absorption row → price was pushed there repeatedly and rejected — resting liquidity; expect a reaction on revisit
Visualization layout
Chart | gap | anchor
|──[gray ref bar]──────────────>| (total flow)
|──[delta bar]────>| (net direction, same anchor, shorter)Both bars start at the anchor line on the left. The gray bar sets the maximum width (= 100% flow at that row). The delta bar fills a fraction of that width proportional to |bull − bear| / total. Color is green when buyers won, red when sellers won.
Differences from classic volume profile
| Feature | Classic profile | MF Delta Profile |
|---|---|---|
| Orientation | All bars go right | All bars go right |
| What it shows | Volume at level | Total flow (gray) + net direction (colored) |
| Read | Compare bar length | Color = who won; delta/gray ratio = by how much |
| POC | Longest bar | Highest total flow (may differ from strongest delta) |
| Contested levels | Long bar = high activity | Long gray + short delta = balanced (contested) |
| Thin areas | Short bar | Short gray = LVN, shown as zone overlay |
Settings
| Group | Setting | Default | Notes |
|---|---|---|---|
| Profile | Lookback | 200 | Bars back from current bar |
| Profile | Rows | 25 | Price bins |
| Profile | Source | Money Flow | Volume × mid-price vs raw volume |
| Profile | Polarity | Bar Polarity | How bull/bear flow is split |
| Weighting | Recency Weighting | off | Exponential decay on older bars |
| Weighting | Decay Factor | 0.015 | Higher = faster fade |
| Node Classification | HVN Threshold | 80% | Rows above this share colored as HVN |
| Node Classification | LVN Threshold | 20% | Rows below this share colored as LVN |
| Node Classification | LVN Zone Overlay | on | Supply/demand zone boxes from LVN rows |
| Node Classification | Min Zone Rows | 1 | Skip zones with fewer adjacent LVN rows (1 = off) |
| Node Classification | Extend Zones Right | off | Project zone boxes to the right chart edge |
| Visualization | Value Area % | 70 | Fraction of total flow in VA |
| Visualization | Bar Offset | 3 | Gap between last candle and profile |