Micro Profile Δ: Delta, CumDelta, Imbalance, VAH/VAL/POC

Micro Profile Δ: Delta, CumDelta, Imbalance, VAH/VAL/POC

🔎 Overview

This indicator approximates footprint-style order flow on TradingView by analyzing lower-timeframe (LTF) data to compute delta, cumulative delta, stacked imbalances, and micro volume profiles with POC / VAH / VAL levels. It also displays a landscape summary table of key metrics per bar.

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⚙️ Core Features
• Delta & Buy/Sell Volume Approximation
• Uses ta.requestVolumeDelta() and optional lower timeframe (1s recommended).
• Classifies intrabar volume as buy/sell based on open/close movement.
• Falls back to delta approximation if LTF data unavailable.
• Cumulative Delta
• Maintains a running sum of per-bar delta.
• Volume Profile (Per Bar)
• Builds micro volume distribution across price levels.
• Identifies POC (Point of Control), VAH (Value Area High), and VAL (Value Area Low).
• Uses real LTF OHLC when available, else applies weighted distribution logic.
• Stacked Imbalances
• Detects sequences of high-volume bullish or bearish deltas.
• Plots “Bull Stack” (VAH reference) and “Bear Stack” (VAL reference).
• Gradient-based Table Display
• Landscape table shows last N bars (configurable).
• Columns: Bar Index, Delta, CumΔ, Volume, POC, VAH, VAL.
• Color-coded with gradients based on percentage change.
• Positive/negative delta and cumulative delta use configurable text colors.

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📈 Plots
• POC, VAH, VAL → Stepline plots with customizable colors.
• Stacked Bull/Bear Levels → Linebreak plots (lime/red).
• Stacked Imbalance Markers → Shapes (triangles above/below bars).

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🛠 User Inputs
• Lower TF Settings → Auto or custom timeframe (1S, 1m, etc.).
• Tick Size Multiplier → Adjusts profile granularity.
• Imbalance Ratio & Stack Length → Controls imbalance detection.
• Rows in Table → Number of historical bars shown.
• Gradient Sensitivity → Controls table color intensity.
• Custom Colors → For VAH, VAL, POC, deltas, cumDelta, and volume.

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🛡 Safeguards
• If volume data is unavailable (cumVolCheck == 0), the script throws a runtime error.

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✅ Use Case: Traders looking for an order-flow-like perspective on TradingView — analyzing delta, stacked imbalances, and micro volume profile levels when full footprint charts are unavailable.