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

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

//@version=5
indicator("Trended CVD [Mxwll]", overlay =true, max_labels_count = 500,
max_lines_count = 500, max_boxes_count = 500, max_polylines_count = 100)
import TradingView/ZigZag/7 as ZigZagLib

wid = input.int (defval = 1, minval = 1, title = "CVD Line Width" , group =

"CVD Settings")
style = input.string(defval = "Dotted", title = "CVD Line Style" , group =
"CVD Settings", options = ["Dotted", "Dashed", "Solid"])
upCol = input.color(defval = #14D990, title = "+ CVD Color" , group = "CVD
Settings")
dnCol = input.color(defval = #F24968, title = "- CVD Color" , group = "CVD
Settings")

var sty = switch style

"Dotted" => line.style_dotted

"Dashed" => line.style_dashed
"Solid" => line.style_solid

// Create Zig Zag instance from user settings.

var zigZag = ZigZagLib.newInstance(
ZigZagLib.Settings.new(
input.float (0.00001, "Price deviation for reversals (%)", 0.00001, 100.0,
0.5, "0.00001 - 100", group = "Zig Zag Settings"),
input.int (50, "Pivot legs", 2, group = "Zig Zag Settings"),
input (color.new(#6929F2, 90), "Line color", group = "Zig Zag
Settings"),
input (false, "Extend to last bar", group = "Zig Zag Settings"),
input (false, "Display reversal price", group = "Zig Zag Settings"),
input (false, "Display cumulative volume", group = "Zig Zag Settings"),
input (false, "Display reversal price change", inline = "priceRev",
group = "Zig Zag Settings"),
input.string("Absolute", "", ["Absolute", "Percent"], inline = "priceRev",
group = "Zig Zag Settings"),
true)
)

zigZag.update()

type zigZagData

int start
int end
array <int> indexArr
array <float> volArr
array <chart.point> cvdCoords
float vol
int index
float max = 0
float min = 1e8

var zzd = zigZagData.new(0, 0, indexArr = array.new_int(), volArr =

array.new_float())
volumeConfig() =>

switch math.sign(close - open)

-1 => -volume
1 => volume
=> 0

method updateData(array<float> id, float value) =>

id.unshift(value)

zzd.indexArr.updateData(time)
zzd.volArr .updateData (volumeConfig())
zzd.max := math.max(zzd.max, high)
zzd.min := math.min(zzd.min, low)

method drawHistoricalCVD(array<float> id) =>

atr = ta.atr(14) * 2

if line.all.size() != line.all.size()[1]
if line.all.size() > 2
getX1 = line.all.last().get_x1(), getX2 =
line.all.get(line.all.size() - 2).get_x1()

if getX2 != zzd.start and getX1 != zzd.end

zzd.start := getX2, zzd.end := getX1

zzd.max := 0 , zzd.min := 1e8

getY1 = line.all.last().get_y1()
getY2 = line.all.get(line.all.size() - 2).get_y1()
priceRange = getY1 - getY2

startIndex = zzd.indexArr.indexof(zzd.start)
endIndex = zzd.indexArr.indexof(zzd.end)
slicedVol = id.slice(endIndex, startIndex + 1)
slicedTime = zzd.indexArr.slice(endIndex, startIndex + 1)
direction = atr * math.sign(priceRange)

signDir = math.sign(slicedVol.sum())

[col, beginTxt, lineCol] = switch signDir

-1 => [color.new(dnCol, 50), "" , dnCol]

1 => [color.new(upCol, 50), "+", upCol]

addDivTxt = ""

sign = math.sign(slicedVol.sum())

if getY1 < getY2 and sign > 0 or getY1 > getY2 and sign < 0
 addDivTxt := "\nDivergence"

label.new(zzd.end, line.all.last().get_y1() + direction, beginTxt +

str.tostring(slicedVol.sum(), format.volume) + addDivTxt, xloc = xloc.bar_time,
style = label.style_none, textcolor = col, size = size.small)

cvd = zigZagData.new(cvdCoords = array.new<chart.point>())

normVol = slicedVol.copy()

if normVol.size() > 1

for i = normVol.size() - 2 to 0
normVol.set(i, normVol.get(i + 1) + normVol.get(i))

lowDelta = normVol.min(), deltaRange = normVol.range(),

priceMin = math.min(getY1, getY2)

absRange = math.abs(priceRange), upper = priceMin + absRange

* .75, lower = priceMin + absRange * .25

for i = normVol.size() - 1 to 0

normed = lower + ((normVol.get(i) - lowDelta) * (upper -

lower)) / deltaRange

cvd.cvdCoords.push(chart.point.from_time(slicedTime.get(i),
normed))

polyline.new(cvd.cvdCoords, line_color = lineCol, xloc =

xloc.bar_time, line_style = sty,
curved = true, line_width = wid)

method drawLiveCVD(array<float> id) =>

atr = ta.atr(14) * 2

if barstate.islast

var polyline livePoly = na

var label liveLabel = na

getX1 = line.all.last().get_x1()
getX2 = line.all.last().get_x2()
getY1 = line.all.last().get_y1()
getY2 = line.all.last().get_y2()
startIndex = zzd.indexArr.indexof(getX1)

priceRange = math.max(getY1, getY2, zzd.max) - math.min(getY1, getY2,

zzd.min)

slicedVol = id .slice(0, startIndex + 1)

direction = atr * math.sign(priceRange)

signDir = math.sign(slicedVol.sum())
 [col, beginTxt, lineCol] = switch signDir

-1 => [color.new(dnCol, 50), "" , dnCol]

1 => [color.new(upCol, 50), "+", upCol]

if na(liveLabel)

liveLabel := label.new(bar_index + 5, line.all.last().get_y1() +

direction,
beginTxt + str.tostring(slicedVol.sum(),
format.volume),
style = label.style_none, textcolor = col, size = size.small)

else

liveLabel.set_xy(bar_index + 5, line.all.last().get_y1() + direction)

liveLabel.set_text(beginTxt + str.tostring(slicedVol.sum(),
format.volume))
liveLabel.set_color(col)

cvd = zigZagData.new(cvdCoords = array.new<chart.point>())

normVol = slicedVol.copy()

if normVol.size() > 1

for i = normVol.size() - 2 to 0
normVol.set(i, normVol.get(i + 1) + normVol.get(i))

lowDelta = normVol.min(), deltaRange = normVol.range(), priceMin =

math.min(getY1, getY2, zzd.min)

absRange = math.abs(priceRange), upper = priceMin + absRange * .75,

lower = priceMin + absRange * .25

for i = normVol.size() - 1 to 0

normed = lower + ((normVol.get(i) - lowDelta) * (upper - lower)) /

deltaRange

cvd.cvdCoords.push(chart.point.from_time(zzd.indexArr.get(i),
normed))

livePoly.delete()
livePoly := polyline.new(cvd.cvdCoords, line_color = lineCol, xloc
= xloc.bar_time, curved = true, line_style = sty,
line_width = wid
)

zzd.volArr.drawHistoricalCVD()
zzd.volArr.drawLiveCVD ()