orderflow

indicator("OrderFlow CVD Signal", overlay=false)

// per-bar order flow

delta = orderflow.delta

buyv = orderflow.buyvolume

sellv = orderflow.sellvolume

totv = buyv + sellv

// session CVD, reset at 09:15

inSession = (hour == 9 and minute >= 15) or (hour > 9 and (hour < 15 or (hour == 15 and minute <= 30)))

isStart = (hour == 9 and minute == 15)

static int cvd = na

static int prevCvd = na

prevCvd := cvd

if isStart {

    cvd := delta

} else if inSession {

    cvd := cvd + delta

} else {

    cvd := na

}

// aggression: bar delta >= 60% of bar volume, one-sided

strongBuy = totv > 0 and delta > 0 and (delta * 100) > (60 * totv)

strongSell = totv > 0 and delta < 0 and ((0 - delta) * 100) > (60 * totv)

// CVD zero-cross = flip in net-aggression control

crossUp = prevCvd != na and cvd != na and prevCvd <= 0 and cvd > 0

crossDn = prevCvd != na and cvd != na and prevCvd >= 0 and cvd < 0

// signal: cross AND aggression same direction

static int signal = na

if crossUp and strongBuy {

    signal := 1

} else if crossDn and strongSell {

    signal := -1

} else {

    signal := 0

}

plot(cvd, color=color.teal, title="Session CVD")

plot(signal * 100, color=color.orange, title="Signal (+100 long / -100 short)")

hline(0, color=color.red, style=hlineStyle.dotted, title="Zero")