// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.

0
at https://mozilla.org/MPL/2.0/
// © hapharmonic

//@version=5

FV = format.volume,FP = format.percent
indicator('Volume Delta [hapharmonic]',format=FV, max_bars_back=5000,
max_labels_count=500)

//------------------------------------------
// Settings |
//------------------------------------------
// Inputs Table
bool usecandle = input.bool(true,title = 'Volume on Candles')

color C_Up = input.color(#12cef8,title = 'Volume Buy', inline = ' ',group =

"Style")
color C_Down = input.color(#fe3f00,title = 'Volume Sell', inline = ' ',group =
"Style")
string P_ = input.string(position.top_right,"Position",options =
[position.top_right,position.top_center,position.middle_right,

position.middle_left,position.bottom_center,position.middle_center,

position.bottom_left,position.bottom_right,position.top_left],
group =
"Style")
string sL = input.string(size.small , 'Size Label' , options =[size.tiny,
size.small, size.normal, size.large],group = "Style")
string sT = input.string(size.normal , 'Size Table', options =[size.tiny,
size.small, size.normal, size.large],group = "Style")
bool Label = input.bool(false,inline = 'l') , History = input.bool(true,inline =
'l')
// Inputs for EMA lengths and volume confirmation
bool MAV = input.bool(true,title = 'EMA',group = "EMA")
string volumeOption = input.string("Use Volume Confirmation", title="Volume
Option", options=["none", "Use Volume Confirmation"], group="EMA")
bool useVolumeConfirmation = volumeOption == 'none' ?false:true
int emaFastLength = input(12, title="Fast EMA Length",group = "EMA")
int emaSlowLength = input(26, title="Slow EMA Length",group = "EMA")
int volumeConfirmationLength = input(6, title="Volume Confirmation Length",group =
"EMA")
string alert_freq = input.string(alert.freq_once_per_bar_close, title="Alert
Frequency",
options=[alert.freq_once_per_bar,
alert.freq_once_per_bar_close],group = "EMA",
tooltip='If you choose once_per_bar, you
will receive immediate notifications (but this may cause interference or indicator
repainting).
\n However, if you choose
once_per_bar_close, it will wait for the candle to confirm the signal before
notifying.')

//------------------------------------------
// UDT_identifier |
//------------------------------------------
// Define User Defined Type (UDT) for OHLCV data with default values
type OHLCV
float O = open
float H = high
float L = low
float C = close
float V = volume

// Define UDT for Volume Data

type VolumeData
float buyVol
float sellVol
float pcBuy // Stores percentage of buy volume
float pcSell // Stores percentage of sell volume
bool isBuyGreater // Indicates if buy volume is greater True = Buy;
otherwise, sell.
float higherVol // Stores the higher volume value
float lowerVol // Stores the lower volume value
color higherCol // Stores the color for the higher volume bar
color lowerCol // Stores the color for the lower volume bar

//------------------------------------------
// Calculate volumes and percentages |
//------------------------------------------
calcVolumes(OHLCV ohlcv) =>
var VolumeData data = VolumeData.new()
data.buyVol := ohlcv.V * (ohlcv.C - ohlcv.L) / (ohlcv.H - ohlcv.L) //
Calculate buy volume using the formula: volume * (close - low) / (high - low)
data.sellVol := ohlcv.V - data.buyVol //
Calculate sell volume by subtracting buy volume from total volume
data.pcBuy := data.buyVol / ohlcv.V * 100 //
Calculate the percentage of buy volume
data.pcSell := 100 - data.pcBuy //
Calculate the percentage of sell volume (100% - buy percentage)
data.isBuyGreater := data.buyVol > data.sellVol //
Determine if buy volume is greater than sell volume
data.higherVol := data.isBuyGreater ? data.buyVol : data.sellVol //
Assign the higher volume value based on the comparison
data.lowerVol := data.isBuyGreater ? data.sellVol : data.buyVol //
Assign the lower volume value based on the comparison
data.higherCol := data.isBuyGreater ? C_Up : C_Down //
Assign the color for the higher volume bar based on the comparison
data.lowerCol := data.isBuyGreater ? C_Down : C_Up //
Assign the color for the lower volume bar based on the comparison
data

//------------------------------------------
// Get volume data |
//------------------------------------------
// Instantiate OHLCV without explicit values (uses defaults)
ohlcv = OHLCV.new()
volData = calcVolumes(ohlcv)

// Plot volumes and create labels

plot(ohlcv.V , color=color.new(volData.higherCol, 90),
style=plot.style_columns, title='Total',display = display.all -
display.status_line)
plot(ohlcv.V , color=volData.higherCol, style=plot.style_stepline_diamond,
title='Total2', linewidth = 2,display = display.pane)
plot(volData.higherVol, color=volData.higherCol, style=plot.style_columns,
title='Higher Volume', display = display.all - display.status_line)
plot(volData.lowerVol , color=volData.lowerCol , style=plot.style_columns,
title='Lower Volume',display = display.all - display.status_line)

// Format percentages and volumes as strings before using in label text

S(D,F)=>str.tostring(D,F)
volStr = S(math.sign(ta.change(ohlcv.C)) * ohlcv.V, FV)
buyVolStr = S(volData.buyVol , FV )
sellVolStr = S(volData.sellVol , FV )
buyPercentStr = S(volData.pcBuy , FP )
sellPercentStr = S(volData.pcSell , FP )
totalbuyPercentC_ = volData.buyVol / (volData.buyVol + volData.sellVol) * 100
sup = not na(ohlcv.V)

if sup
TC = text.align_center,CW = color.white
// Create table and set header
var table tb = table.new(P_, 6, 6, bgcolor = na, frame_width = 2, frame_color =
chart.fg_color,border_width = 1, border_color = CW)

// Title
tb.cell(0, 0, text = "Volume Candles",text_color = #FFBF00, bgcolor = #0E2841,
text_halign = TC, text_valign = TC,text_size = sT)
tb.merge_cells( 0, 0, 5, 0)

tb.cell( 0, 1, text = "Current Volume",text_color = CW, bgcolor = #0B3040,

text_halign = TC, text_valign = TC,text_size = sT)
tb.merge_cells( 0, 1, 1, 1)

tb.cell( 0, 2, text = "Buy",text_color = #000000, bgcolor = #92D050,

text_halign = TC, text_valign = TC,text_size = sT)
tb.cell( 1, 2, text = "Sell",text_color = #000000, bgcolor = #FF0000,
text_halign = TC, text_valign = TC,text_size = sT)

tb.cell( 0, 3, text = buyVolStr,text_color = CW, bgcolor = #074F69, text_halign

= TC, text_valign = TC,text_size = sT)
tb.cell( 1, 3, text = sellVolStr,text_color = CW, bgcolor = #074F69,
text_halign = TC, text_valign = TC,text_size = sT)

tb.cell( 0, 5, text = "Net: "+volStr,text_color = CW, bgcolor = #074F69,

text_halign = TC, text_valign = TC,text_size = sT)
tb.merge_cells( 0, 5, 1, 5)

tb.cell( 0, 4, text = buyPercentStr,text_color = CW, bgcolor = #074F69,

text_halign = TC, text_valign = TC,text_size = sT)
tb.cell( 1, 4, text = sellPercentStr,text_color = CW, bgcolor = #074F69,
text_halign = TC, text_valign = TC,text_size = sT)

//Fill the cell with color, setting 20 cells to 100% area. Then, loop according
to the % volume of all trades.
cellCount = 20 // 4 columns x 5 rows = 20 cells
filledCells = 0
for r = 5 to 1
for c = 2 to 5
if filledCells < cellCount * (totalbuyPercentC_ / 100)
tb.cell(c, r, text = "", bgcolor = C_Up)
else
tb.cell(c, r, text = "", bgcolor = C_Down)
filledCells := filledCells + 1
 if Label
sp = ' '
l = label.new(bar_index, ohlcv.V,
text=str.format('Net: {0}\nBuy: {1} ({2})\nSell: {3} ({4})\
n{5}/\\\n {5}l\n {5}l',
volStr, buyVolStr, buyPercentStr, sellVolStr,
sellPercentStr, sp),
style=label.style_none, textcolor=volData.higherCol, size=sL,
textalign=text.align_left)
if not History
(l[1]).delete()

//------------------------------------------
// Draw volume levels on the candlesticks |
//------------------------------------------
// Define base and value for gradient candles
float base = na,float value = na
bool uc = usecandle and sup
// Calculate base and value based on buy/sell volume and open/close relationship
if volData.isBuyGreater
base := math.min(ohlcv.O, ohlcv.C) // Start from the lower of open/close for
buy
value := base + math.abs(ohlcv.O - ohlcv.C) * (volData.pcBuy / 100) // Extend
to the percentage of buy volume
else
base := math.max(ohlcv.O, ohlcv.C) // Start from the higher of open/close for
sell
value := base - math.abs(ohlcv.O - ohlcv.C) * (volData.pcSell / 100) // Extend
to the percentage of sell volume

// Plot candles with gradient color

barcolor(sup ? color.new(na, na) : ohlcv.C < ohlcv.O ? color.red :
color.green,display = usecandle? display.all:display.none)
UseC = uc ? volData.higherCol:color.new(na, na)
//Body
plotcandle(uc?base:na, uc?base:na, uc?value:na, uc?value:na,
title='Body', color=UseC, bordercolor=na, wickcolor=UseC,
display = usecandle ? display.all - display.status_line : display.none,
force_overlay=true,editable=false)
//Candlestick edge
plotcandle(uc?ohlcv.O:na, uc?ohlcv.H:na, uc?ohlcv.L:na, uc?ohlcv.C:na,
title='Fill', color=color.new(UseC,80), bordercolor=UseC,
wickcolor=UseC,
display = usecandle ? display.all - display.status_line : display.none,
force_overlay=true,editable=false)
//------------------------------------------------------------
// Plot the EMA and filter out the noise with volume control. |
//------------------------------------------------------------
// Calculate EMAs
float emaFast = ta.ema(ohlcv.C, emaFastLength),float emaSlow = ta.ema(ohlcv.C,
emaSlowLength)
bool signal = emaFast > emaSlow
color c_signal = signal? C_Up : C_Down
// Calculate volume moving average
float volumeMA = ta.sma(ohlcv.V, volumeConfirmationLength)
// Determine crossover and crossunder conditions
bool crossover = ta.crossover(emaFast, emaSlow),bool crossunder =
ta.crossunder(emaFast, emaSlow)
// Function to check for volume confirmation
isVolumeConfirmed(source, length, ma) =>
math.sum(source > ma ? source : 0, length) >= math.sum(source < ma ? source :
0, length)
// Check for volume confirmation on crossover and crossunder
bool crossoverConfirmed = crossover and (not useVolumeConfirmation or
isVolumeConfirmed(ohlcv.V, volumeConfirmationLength, volumeMA))
bool crossunderConfirmed = crossunder and (not useVolumeConfirmation or
isVolumeConfirmed(ohlcv.V, volumeConfirmationLength, volumeMA))
// Plot EMAs with fill based on gradient
PF = MAV?emaFast:na , PS = MAV?emaSlow:na
p1 = plot(PF, color=c_signal, editable = false , force_overlay=true,display
=display.pane)
plot(PF, color=color.new(c_signal,80), linewidth=10, editable = false ,
force_overlay=true,display =display.pane)
plot(PF, color=color.new(c_signal,90), linewidth=20, editable = false ,
force_overlay=true,display =display.pane)
plot(PF, color=color.new(c_signal,95), linewidth=30, editable = false ,
force_overlay=true,display =display.pane)
plot(PF, color=color.new(c_signal,98), linewidth=45, editable = false ,
force_overlay=true,display =display.pane)
p2 = plot(PS, color=c_signal, editable = false , force_overlay=true,display
=display.pane)
plot(PS, color=color.new(c_signal,80), linewidth=10, editable = false ,
force_overlay=true,display =display.pane)
plot(PS, color=color.new(c_signal,90), linewidth=20, editable = false ,
force_overlay=true,display =display.pane)
plot(PS, color=color.new(c_signal,95), linewidth=30, editable = false ,
force_overlay=true,display =display.pane)
plot(PS, color=color.new(c_signal,98), linewidth=45, editable = false ,
force_overlay=true,display =display.pane)

// Fill area between EMAs based on crossover and volume confirmation

fill(p1, p2, top_value=crossover ? emaFast : emaSlow,
bottom_value =crossover ? emaSlow : emaFast,
top_color =color.new(c_signal, 80),
bottom_color =color.new(c_signal, 95)
)
plotshape(crossoverConfirmed and MAV, style=shape.triangleup ,
location=location.belowbar, color=C_Up , size=size.small,
force_overlay=true,display =display.pane)
plotshape(crossunderConfirmed and MAV, style=shape.triangledown,
location=location.abovebar, color=C_Down, size=size.small,
force_overlay=true,display =display.pane)

//Alerts for confirmed crossovers

string msg = '---------\n'+"Buy volume ="+buyVolStr+"\nBuy Percent =
"+buyPercentStr+"\nSell volume = "+sellVolStr+"\nSell Percent = "+sellPercentStr+"\
nNet = "+volStr+'\n---------'
if crossoverConfirmed
alert("Price (" + str.tostring(close) + ") Crossed over MA\n" + msg,
alert_freq)
if crossunderConfirmed
alert("Price (" + str.tostring(close) + ") Crossed under MA\n" + msg,
alert_freq)