Tick + Volume Delta Flow Oscillator [Ultra Lite]

Tick + Volume Delta Flow Oscillator [Ultra Lite]
Read the auction, not just the candles.

What this indicator does

This tool fuses NYSE TICK and Volume Delta into a single, clean flow oscillator that sits in its own pane and gives 0-line cross entry signals:

TICK → broad market upticks vs downticks (risk-on / risk-off sentiment)

Volume Delta → buy/sell pressure on your chart symbol (ES, NQ, etc.)

Both are normalized, smoothed, and combined into one Tick+Delta Flow Oscillator

The goal:
Show who’s really in control (buyers vs sellers) and give timed entries when the combined flow flips through the zero line with optional “pro filters” turned on.

Core Logic

TICK Leg

Pulls a configurable TICK symbol (default: USI:TICK, you can change to your feed).

Normalizes it relative to an “extreme” level (default ±800).

Smooths it to remove some of the noise.

Delta Leg

Uses TradingView’s official Volume Delta library (lower timeframe aggregation).

You can choose:

Per-bar delta (short-term impulses), or

Session Cumulative Delta (trend in aggressive buying/selling).

Also normalized vs a user-defined extreme level.

Combined Flow Oscillator

TickNorm and DeltaNorm are averaged and smoothed into a single flow_osc.

Plotted as a histogram around a 0 line:

0 = net bullish flow (buying pressure dominates)

< 0 = net bearish flow (selling pressure dominates)

Crossing 0 = control is flipping between buyers and sellers.

Entry Signals (What Actually Fires Alerts)

This script is designed around 0-line cross entries only:

Bull Entry

Oscillator crosses up through 0

If Elite Filters are ON:

Price is above a trend EMA

Flow is coming from an “oversold” region

Optional confirmation near liquidity / session context

Aligned with either a bull trend (ADX/DMI) or a ranging regime

Bear Entry

Oscillator crosses down through 0

If Elite Filters are ON:

Price is below the trend EMA

Flow is coming from an “overbought” region

Optional confirmation near liquidity / session context

Aligned with a bear trend or range

You get two alert types only:

Bull Entry (0-line cross)

Bear Entry (0-line cross)

If you want every 0-line cross, disable Use Elite Filters in settings.

Context Filters (Optional “Elite Mode”)

When Use Elite Filters = true, entries are filtered using:

Trend / Regime

ADX + DMI:

Trend vs Range detection

Bull vs Bear trend structure

Liquidity Zones

Previous Day High / Low (PDH / PDL)

Overnight High / Low (ONH / ONL)

VWAP proximity band

Entries are favored when price is rotating around these areas (where stops and size sit).

Session Timing

Focus on NY RTH only:

0930–1100 (first 90 minutes)

1430–1600 (last 90 minutes)

You can still turn filters off to get raw crosses if you prefer.

All of that is built to keep you out of random mid-range chop and focused on where the big traders actually move size.

Visual Extras (No Alerts, Just Information)

The pane also plots:

CVD Divergences vs Price

CVD making higher lows while price makes lower lows → accumulation

CVD making lower highs while price makes higher highs → distribution

Smart Money Hints

Price grinding one way while CVD stalls or diverges in the opposite direction.

Exhaustion Markers

Large range bars with opposite flow extremes (potential blow-off / exhaustion points).

Large Block Delta

Highlights bars where absolute delta is significantly larger than its recent average.

These are visual tools only to help you read the tape; alerts are intentionally limited to the 0-line cross entries to keep things clean and actionable.

How to Use It (Workflow)

Best used on:

ES, NQ, RTY, YM, major index futures or ETFs with a reliable NYSE TICK feed.

1m–5m charts for intraday execution.

Typical flow:

Add the indicator to your ES (or other index) chart.

Make sure the TICK symbol matches your data vendor (USI:TICK, TICK.NYSE, etc.).

Decide:

Elite Filters ON → fewer, higher-quality 0-line cross alerts.

Elite Filters OFF → pure Tick+Delta flips across 0, more signals.

Use the 0-line cross Bull/Bear Entry alerts as:

Entry confirmation at your levels (VWAP, PDH/PDL, ONH/ONL, supply/demand).

Or as a flow-timing tool to add/scale into trades when institutional flow flips.

Inputs to Pay Attention To

TICK Symbol – must match your broker / data (default is USI:TICK).

Delta Extreme Level & TICK Extreme Level – shape how “sensitive” normalization is.

Use Elite Filters – master switch for pro-level context vs pure oscillator trading.

Use cumulative delta – toggles between impulse vs cumulative read of order flow.