OPEN-SOURCE SCRIPT
Actualizado Stryk: Delta Candles
# Stryk: Delta Candles — publication description
---
Stryk: Delta Candles is an on-chart order flow engine. It estimates the buy/sell volume delta of a higher-timeframe candle while you trade a lower one, paints your candles by that delta, and marks the moments when price and aggression stop agreeing — the divergences, flips, and absorption events that tend to show up before a turn does.
Everything renders on the price chart itself: no separate pane, no second chart.
---
## Why delta at all
A candle tells you where price went. It does not tell you who was pushing. An hourly candle can close green while sellers hit the tape the entire hour — price held up by passive bids, not buyer initiative. That disagreement between *effort* (delta) and *result* (price) is some of the most useful context intraday trading offers, and it is invisible on a normal chart. This tool exists to make that one thing readable at a glance.
## How the delta is estimated — read this part
Pine Script has no access to bid/ask or tick aggressor data, so no TradingView indicator can measure true delta. This one does not claim to. Instead it requests lower-timeframe intrabars inside every chart bar and classifies each intrabar's volume by its direction: closed up = buying pressure, closed down = selling pressure (ties resolve against the prior close). Those signed volumes are summed into the higher-timeframe candle you select.
The script picks the intrabar resolution automatically: it solves for the finest resolution your TradingView plan's intrabar allowance can afford while still keeping a workable amount of history (you can override it manually). At the resolutions it typically selects — hundreds of classified intrabars per higher-timeframe candle — the estimate tracks the direction and relative size of real delta well on liquid instruments. It remains an estimate. Where intrabar data is unavailable (plan limits or beyond the intrabar history cap), the script falls back to whole-bar classification and says so in the info box.
## What you see on the chart
**Delta-painted candles.** Every candle — body, wick, border — is colored by the live delta of the higher-timeframe candle it belongs to, on a three-color gradient: bull color for strong positive delta, bear for strong negative, fading through neutral as delta approaches zero. Intensity is scaled against the largest delta in your lookback, so "bright" always means "big for recent conditions." The read that matters: price grinding up while the paint fades toward the bear color is selling into strength, visible before any signal prints.
**Closing delta tags.** When a higher-timeframe candle completes, its final delta prints at that candle's last bar (e.g. "CΔ −16.7K"). Scanning back along these tags gives you the auction's recent story in five seconds: who has been winning each hour, and whether the current move is being paid for.
**Three signal tiers, all evaluated only on completed higher-timeframe candles:**
- **Divergence (⚠, default)** — the candle closed up but delta finished negative, or the inverse. Effort and result disagree. This is the early warning; it is more frequent and lower conviction than the flip. Treat it as "pay attention," not "act."
- **Flip (▼ / ▲)** — delta's sign changed versus the prior candle *and* price finished flat or against the new delta. Positive-to-negative with price still holding up reads as distribution; the inverse reads as accumulation. This is the tool's core signal.
- **Absorption (🛑)** — delta far above the recent average magnitude, with price going nowhere. Outsized aggression met a passive counterparty and lost. The default interpretation follows the standard effort/result read (absorbed buyers = bearish); an input inverts it if your own review of your market says otherwise.
Markers sit above or below the candle by a configurable ATR distance per signal type, so stacked signals stay legible. Every marker, emoji, offset, and size is an input. Alerts fire for all three tiers on confirmed bars only.
**Volume structure.** From the same intrabar data the script builds an estimated volume profile per higher-timeframe candle: the live candle's POC, the previous candle's POC, and a composite POC plus 70% value area over the full lookback window. These print as customizable lines with optional name tags. The composite POC is the market's accepted price over the window — the strongest mean-reversion magnet the tool draws. Price outside the value area is unaccepted: expect either rejection back inside or genuine initiative.
**Rolling anchored VWAP with deviation bands.** A volume-weighted average price computed over exactly the last N higher-timeframe candles (the same N as everything else), with optional ±1/±2/±3 volume-weighted standard deviation bands. By default it draws only across its own window — from the anchor marker to now — so the line always depicts precisely the span the number describes; a toggle restores the full historical trail. Price stretched to the outer bands *while a flip or absorption prints against the move* is the highest-confluence read this indicator produces: extension and opposing order flow agreeing.
**Info box.** Current live delta, previous candle delta, average delta over N, POC prices, value area, exact VWAP, buy/sell volume split with delta as a percent of total, delta at the highs versus the lows of the candle (who finished the auction at the extremes), the largest single intrabar print, and session cumulative delta. Each block toggles independently; a Mobile layout strips it to the core numbers for small screens.
## Repainting and confirmation — stated plainly
- The **current** candle's delta, paint intensity, live POC, and info-box values update as the candle forms. That is the point of a live readout, and it is disclosed here: these values are not final until the higher-timeframe candle closes.
- **Previous delta, average delta, all three signal tiers, the closing tags, and the composite structure use completed higher-timeframe candles only.** Signals never fire intrabar and do not repaint once printed. Alerts are gated to confirmed bars.
## Limitations
- Delta is an intrabar polarity estimate, not exchange bid/ask data. On absorption-heavy bars it will understate true selling or buying pressure — the signal logic is designed around direction and relative magnitude, where the estimate is most reliable.
- Intrabar history is capped by TradingView plan. Beyond the covered range, older candles fall back to whole-bar classification (disclosed in the info box). Seconds-based resolutions require a plan with seconds data.
- The delta timeframe must be equal to or higher than the chart timeframe.
- Designed and tuned on liquid CME index futures at a 5-minute chart with a 60-minute delta timeframe; defaults reflect that. Other instruments and timeframes work but deserve their own tolerance settings — the flat-tolerance tooltip explains how to scale it.
## Settings
Every input carries a full tooltip explaining what it does and why the default is what it is. The ones worth understanding first: the delta timeframe (one structural level above your execution chart), the lookback N (window for the average, composite, and VWAP), and the flat tolerance (how much movement still counts as "flat" when judging a candle — scale it with your delta timeframe).
This indicator provides analysis of volume and price behavior. It does not predict outcomes and nothing here is trade advice.
---
Stryk: Delta Candles is an on-chart order flow engine. It estimates the buy/sell volume delta of a higher-timeframe candle while you trade a lower one, paints your candles by that delta, and marks the moments when price and aggression stop agreeing — the divergences, flips, and absorption events that tend to show up before a turn does.
Everything renders on the price chart itself: no separate pane, no second chart.
---
## Why delta at all
A candle tells you where price went. It does not tell you who was pushing. An hourly candle can close green while sellers hit the tape the entire hour — price held up by passive bids, not buyer initiative. That disagreement between *effort* (delta) and *result* (price) is some of the most useful context intraday trading offers, and it is invisible on a normal chart. This tool exists to make that one thing readable at a glance.
## How the delta is estimated — read this part
Pine Script has no access to bid/ask or tick aggressor data, so no TradingView indicator can measure true delta. This one does not claim to. Instead it requests lower-timeframe intrabars inside every chart bar and classifies each intrabar's volume by its direction: closed up = buying pressure, closed down = selling pressure (ties resolve against the prior close). Those signed volumes are summed into the higher-timeframe candle you select.
The script picks the intrabar resolution automatically: it solves for the finest resolution your TradingView plan's intrabar allowance can afford while still keeping a workable amount of history (you can override it manually). At the resolutions it typically selects — hundreds of classified intrabars per higher-timeframe candle — the estimate tracks the direction and relative size of real delta well on liquid instruments. It remains an estimate. Where intrabar data is unavailable (plan limits or beyond the intrabar history cap), the script falls back to whole-bar classification and says so in the info box.
## What you see on the chart
**Delta-painted candles.** Every candle — body, wick, border — is colored by the live delta of the higher-timeframe candle it belongs to, on a three-color gradient: bull color for strong positive delta, bear for strong negative, fading through neutral as delta approaches zero. Intensity is scaled against the largest delta in your lookback, so "bright" always means "big for recent conditions." The read that matters: price grinding up while the paint fades toward the bear color is selling into strength, visible before any signal prints.
**Closing delta tags.** When a higher-timeframe candle completes, its final delta prints at that candle's last bar (e.g. "CΔ −16.7K"). Scanning back along these tags gives you the auction's recent story in five seconds: who has been winning each hour, and whether the current move is being paid for.
**Three signal tiers, all evaluated only on completed higher-timeframe candles:**
- **Divergence (⚠, default)** — the candle closed up but delta finished negative, or the inverse. Effort and result disagree. This is the early warning; it is more frequent and lower conviction than the flip. Treat it as "pay attention," not "act."
- **Flip (▼ / ▲)** — delta's sign changed versus the prior candle *and* price finished flat or against the new delta. Positive-to-negative with price still holding up reads as distribution; the inverse reads as accumulation. This is the tool's core signal.
- **Absorption (🛑)** — delta far above the recent average magnitude, with price going nowhere. Outsized aggression met a passive counterparty and lost. The default interpretation follows the standard effort/result read (absorbed buyers = bearish); an input inverts it if your own review of your market says otherwise.
Markers sit above or below the candle by a configurable ATR distance per signal type, so stacked signals stay legible. Every marker, emoji, offset, and size is an input. Alerts fire for all three tiers on confirmed bars only.
**Volume structure.** From the same intrabar data the script builds an estimated volume profile per higher-timeframe candle: the live candle's POC, the previous candle's POC, and a composite POC plus 70% value area over the full lookback window. These print as customizable lines with optional name tags. The composite POC is the market's accepted price over the window — the strongest mean-reversion magnet the tool draws. Price outside the value area is unaccepted: expect either rejection back inside or genuine initiative.
**Rolling anchored VWAP with deviation bands.** A volume-weighted average price computed over exactly the last N higher-timeframe candles (the same N as everything else), with optional ±1/±2/±3 volume-weighted standard deviation bands. By default it draws only across its own window — from the anchor marker to now — so the line always depicts precisely the span the number describes; a toggle restores the full historical trail. Price stretched to the outer bands *while a flip or absorption prints against the move* is the highest-confluence read this indicator produces: extension and opposing order flow agreeing.
**Info box.** Current live delta, previous candle delta, average delta over N, POC prices, value area, exact VWAP, buy/sell volume split with delta as a percent of total, delta at the highs versus the lows of the candle (who finished the auction at the extremes), the largest single intrabar print, and session cumulative delta. Each block toggles independently; a Mobile layout strips it to the core numbers for small screens.
## Repainting and confirmation — stated plainly
- The **current** candle's delta, paint intensity, live POC, and info-box values update as the candle forms. That is the point of a live readout, and it is disclosed here: these values are not final until the higher-timeframe candle closes.
- **Previous delta, average delta, all three signal tiers, the closing tags, and the composite structure use completed higher-timeframe candles only.** Signals never fire intrabar and do not repaint once printed. Alerts are gated to confirmed bars.
## Limitations
- Delta is an intrabar polarity estimate, not exchange bid/ask data. On absorption-heavy bars it will understate true selling or buying pressure — the signal logic is designed around direction and relative magnitude, where the estimate is most reliable.
- Intrabar history is capped by TradingView plan. Beyond the covered range, older candles fall back to whole-bar classification (disclosed in the info box). Seconds-based resolutions require a plan with seconds data.
- The delta timeframe must be equal to or higher than the chart timeframe.
- Designed and tuned on liquid CME index futures at a 5-minute chart with a 60-minute delta timeframe; defaults reflect that. Other instruments and timeframes work but deserve their own tolerance settings — the flat-tolerance tooltip explains how to scale it.
## Settings
Every input carries a full tooltip explaining what it does and why the default is what it is. The ones worth understanding first: the delta timeframe (one structural level above your execution chart), the lookback N (window for the average, composite, and VWAP), and the flat tolerance (how much movement still counts as "flat" when judging a candle — scale it with your delta timeframe).
This indicator provides analysis of volume and price behavior. It does not predict outcomes and nothing here is trade advice.
Notas de prensa
changed the candle flip engine to be more sensitive.Notas de prensa
added a vol osc and tick breath engineNotas de prensa
updated the bias engine on display and display customization and added absorption targetsNotas de prensa
# Stryk: ΔC — latest update## Added
- HTF1 POC and HTF2 POC now plot as level lines ON the price chart (extend
right, with right-edge name tags "H1 POC" / "H2 POC"). Each has its own
toggle, color, line style, and width in Profile / POC:
- HTF1 POC — default orange, dashed — intermediate-timeframe accepted price
- HTF2 POC — default magenta, solid — highest-timeframe accepted price / the
strongest magnet on the chart
The same values still show in the info-box HTF1 POC / HTF2 POC rows.
## Info box — HTF rows (order)
Bias → HTF1 bias → HTF2 bias → HTF1 POC → HTF2 POC → HTF1 close (Δ @ price) →
HTF2 close. Each row individually toggleable.
## Kept
- Main per-candle closing-Δ tag still trails on price (CCΔ prefix on inside bars).
- Each HTF's independent dynamic bias engine — own timeframe + lookback (set in
the Delta Engine section).
## Removed earlier
- On-chart HTF closing tags (collided / unreadable) and the HTF VWAP/band
cross-override (too sticky on high timeframes).
## Note
Delta and profile are ESTIMATES from lower-timeframe bar polarity (disclosed).
Notas de prensa
# Stryk: ΔC — update summary## Reference lines — full customization (color + style + width)
Each reference line has color + style (Solid / Dashed / Dotted) + width (1–5) on
its own row, each independently toggleable, off by default, in Profile / POC:
- **HTF1 prev open / close** (H1 O, H1 C) — previous completed HTF1 candle's
open and close.
- **Current session high / low** (Sess Hi, Sess Lo) — highest high / lowest low
over the current lookback window (last Lookback-N candles of the delta
timeframe). The recent accepted-range ceiling/floor.
- **HTF1 session high / low** (H1 sHi, H1 sLo) — highest high / lowest low over
HTF1's lookback window (last HTF1-N candles).
- **HTF1 / HTF2 POC** — point-of-control lines (already customizable).
## Slope row — VWAP % slope only
Raw VWAP % slope across current / HTF1 / HTF2: C▲.. 1▲.. 2▼.., colored green
all-up / red all-down / amber disagree. One input: VWAP slope lookback.
## HTF POC method
Range-spread: volume distributed across each HTF candle's high→low range so
HTF1/HTF2 POC line up with a same-lookback anchored VP.
## Info box HTF rows (order)
CVD → HTF Slope → Bias → HTF1 bias → HTF2 bias → HTF1 POC → HTF2 POC →
HTF1 close (Δ @ price) → HTF2 close.
## Note
Delta and profile are ESTIMATES from lower-timeframe bar polarity (disclosed).
Notas de prensa
# Stryk: ΔC — update summary## Defaults now match a live trading setup
The script ships pre-configured instead of needing a full pass through the
settings panel on every fresh load. Engine at 30m delta / lookback 8, HTF1 at
1 hour / 8, HTF2 at 2 hours / 12 — a 4h / 8h / 24h near-mid-far stack. Info box
bottom-right, vertical, normal text, trimmed to the rows actually used. Reference
lines, VWAP bands, signal offsets and marker distances all set to match.
**Fixed along the way:** the consolidation prefix defaulted to "CC", which
concatenated with the tag prefix to render "CCCΔ" instead of "CCΔ". Now correct.
## Alerts — every signal individually selectable
Eleven named entries in the alert dropdown, so you can alert on one signal
without the rest:
- Δ FLIP — sell / buy / either side
- Divergence — bearish / bullish / either side
- Absorption — bearish / bullish / either side
- Consolidation (CCΔ) — candle closed inside its prior range
- Magnet target tagged
The combined alert() versions still fire under "Any alert() function call" and
carry the live delta timeframe and the breadth star in their text.
## HTF POC matches an anchored volume profile
Each HTF candle's volume is distributed across its full high-to-low range rather
than dumped at the candle midpoint, so HTF1 and HTF2 point-of-control line up
with a same-lookback anchored volume profile instead of drifting on trends.
Computed inside the existing higher-timeframe request — no extra data calls.
The current-timeframe POC was already built from intrabar data and is unchanged.
## Chart timeframe changes no longer break the script
"Auto-raise timeframes to chart" (on by default): if the delta timeframe, HTF1 or
HTF2 would sit below the chart timeframe, it is lifted to the chart timeframe for
that session rather than halting. Jump a 5-minute chart to 1 hour and the delta
timeframe simply becomes 1 hour; drop back and your saved setting returns —
inputs are never rewritten. The info-box header shows the timeframe actually in
use with an arrow when a raise is active. Turn the toggle off for the original
strict behavior.
## Slope row
One row across all three timeframes showing raw VWAP percent slope — current,
HTF1, HTF2 — with arrows for direction. The row is colored by alignment: green
when all three rise, red when all fall, amber when they disagree, so the color
alone shows whether the timeframes are in confluence.
## Reference lines
In Profile / POC, each with its own toggle, color, style and width:
- HTF1 and HTF2 point-of-control
- HTF1 previous open and close
- Current session high and low — over the delta-timeframe lookback window
- HTF1 session high and low — over HTF1's lookback window
Session lines use the lookback-window range; previous open/close use the last
completed candle.
## Note
Delta and profile figures are estimates derived from lower-timeframe bar
polarity, not exchange bid/ask data. All signals evaluate on completed candles.
Notas de prensa
# Stryk: ΔC — update summary## New — breadth star alert
The ★ that marks a signal firing while TICK reached its extreme during that same
candle now has its own alerts. Three entries in the alert dropdown:
- ★ Breadth star — bearish signal
- ★ Breadth star — bullish signal
- ★ Breadth star — either side
A star fires on a flip, divergence or absorption when the TICK high reached the
upper extreme (bearish side) or the TICK low reached the lower extreme (bullish
side) inside that candle. The dynamic alert text carries the actual TICK extreme
reached, the threshold, and the candle's closing delta. Since TICK is blank
outside the cash session, these can only fire during regular hours.
## New — magnet tally row in the info box
Running count of absorption magnet targets on whichever delta timeframe is in use,
including one auto-raised to match the chart. Reads:
Magnet tally 14/19 · 74% · 3 open
- **hits / resolved** — a target is resolved once it is either tagged by price or
dropped off the chart past the "Max targets" cap while still untagged
- **rate** — hits over resolved, colored green above 60%, red below 40%, amber
between, and dim until at least five have resolved
- **open** — targets still waiting, counted separately so they don't drag the rate
The tally accumulates across all the chart history the script loads, far deeper
than the handful of target lines visible, because it uses plain counters rather
than the capped target arrays. It restarts whenever the script recalculates, so
changing timeframe or any setting resets it. Toggle it in Info Box — Rows.
## Everything else unchanged
Auto-raise timeframes, the eleven existing alert entries, the HTF slope row,
range-spread HTF POC, and the reference-line set all behave as before.
## Note
Delta and profile figures are estimates derived from lower-timeframe bar
polarity, not exchange bid/ask data. All signals evaluate on completed candles.
The magnet tally is a running count of recent behavior on the loaded history, not
a performance record.
Notas de prensa
Master Control (top of settings)One switch per feature block: Info box · Candle paint · Profile / level lines ·
Rolling VWAP + bands · Signals · Magnet targets · Closing delta tags · TICK
engine + star · Volume participation · Alerts.
Each master overrides everything below it. Off kills the whole feature; back on
restores your sub-settings untouched. TICK engine also controls the breadth star.
Alerts is a global kill switch.
## Deviation-band cross alerts
Twelve new dropdown entries — +1σ / +2σ / +3σ cross UP and DOWN, −1σ / −2σ / −3σ
cross DOWN and reclaim UP. Measured against the same smoothed values the bands
draw from, so alerts match the lines on screen. Only enabled bands fire. Toggle
the set in Rolling VWAP.
Alert inventory is now 26 entries.
## Note
Delta and profile figures are estimates from lower-timeframe bar polarity, not
exchange bid/ask data.
Notas de prensa
fixed a error on higher time frame viewingScript de código abierto
Fiel al espíritu de TradingView, el creador de este script lo ha convertido en código abierto, para que los traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Aunque puede utilizarlo de forma gratuita, recuerde que cualquier republicación del código está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.
Script de código abierto
Fiel al espíritu de TradingView, el creador de este script lo ha convertido en código abierto, para que los traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Aunque puede utilizarlo de forma gratuita, recuerde que cualquier republicación del código está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.