PND Delta Candles

What it does

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Colors hollow candles by order flow

Each bar's color reflects the rolling sum of delta (buy aggression minus sell aggression) over the last N bars. The brighter the color, the more one-sided the flow. Yellow = contested / neutral.

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Adaptive thresholds — no manual tuning

Neutral and max-intensity thresholds scale automatically to the instrument. On NQ 1m (avg delta ~80) the neutral zone is ~12, on NQ 5m (avg ~250) it's ~37. Same settings work on any chart.

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Direction stripe

A solid-filled strip on the open side of each body shows candle direction at a glance. Hollow space faces the close, filled strip faces the open.

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Replaces default candles

Uses ATAS's PaintbarsDataSeries to suppress the default candle rendering, then draws fully custom hollow candles on top via OnRender.

How the score is calculated — step by step

Raw data

candle.Delta

Ask-aggressor minus
bid-aggressor volume

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Step 1

Rolling Sum

SUM(delta, Period)
over last N bars

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Step 2

Rolling Mean |Δ|

SMA(|rollingSum|, Lookback)
= avg activity level

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Step 3

Adaptive Thresholds

Neutral = avg × 0.15
Max = avg × 2.0

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Step 4

t = position in range

0 at neutral thresh
1.0 at max thresh

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Step 5

Power curve

tp = t ^ 0.7
(compresses ramp)

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Output

Candle Color

LerpColor(soft, strong, tp)
per direction

Color gradient

Bull (positive delta)

soft — low delta intensitystrong — high delta intensity

#88FFFFFF semi-transparent white → #FFFFFFFF opaque white

Bear (negative delta)

soft — low delta intensitystrong — high delta intensity

#FF505757 dark teal-gray → #FF242425 near-black

Neutral

#9EFFFF00 — rolling delta within the neutral zone (near-zero or contested)

Power Curve (default 0.7): shapes how the gradient ramps up. At t^0.7, mid-range delta values show noticeably colored bars — not just the extremes. Setting it to 1.0 gives a linear ramp. Setting it to 2.0 keeps bars mostly soft until a strong reading appears.

Direction stripe — reading the candle body

Bull candle (Close > Open)

Open is at the bottom of the body.
Stripe fills the bottom portion (open side).
Hollow space is at the top (close side).

Reading: price closed up from where it opened.

Bear candle (Close < Open)

Open is at the top of the body.
Stripe fills the top portion (open side).
Hollow space is at the bottom (close side).

Reading: price closed down from where it opened.

Doji (Close = Open)

Body height is zero → drawn as a
single horizontal line in the bar's color.

Color is still driven by rolling delta, so a yellow doji = neutral flow + indecision.

Stripe height controls

Stripe Fraction (0.9) — 90% of body height is filled by stripe. Lower for a thinner accent line.

Min Stripe Ticks (1) — Minimum height in ticks, so tiny-body bars still show a visible stripe.

All settings — quick reference

Setting	Default	What it controls
Delta
Period	15	Number of bars to SUM delta over. This is your CVD window. On a 1m chart, Period=5 ≈ 5-min flow, Period=15 ≈ 15-min flow. Higher = slower/smoother signal that ignores single-bar spikes. Lower = more reactive to recent delta changes.
Adaptive Thresholds
Lookback Period	60	How many bars back to average \|rollingDelta\| for the adaptive threshold baseline. 60 bars on 1m = 1 hour of history to set the "typical delta" for the session. Lower = adapts faster to changing conditions. Higher = more stable baseline.
Neutral Zone	0.15	Fraction of avg \|delta\| where bar shows yellow. At 0.15: if avg delta is 80, then \|rolling delta\| below 12 = yellow. Raise toward 0.3–0.5 to only show directional color on stronger readings. Lower toward 0.05 to color nearly every bar.
Max Intensity	2.0	Multiple of avg \|delta\| at which gradient reaches full strength. At 2.0: full-color white/black appears when rolling delta ≥ 2× the average. Lower to 1.5 to reach full intensity sooner (useful in fast markets). Raise to 3.0 if you only want full-color on truly extreme readings.
Gradient
Power Curve	0.7	Exponent applied to the normalized intensity (tp = t ^ power). <1 pushes color out earlier — mid-range bars get noticeably colored. =1 is a pure linear ramp. >1 keeps bars soft until near the max — only extreme readings get strong color.
Colors
Bull Soft	#88FFFFFF	Color at the low-intensity end of the bull ramp (delta just above the neutral zone).
Bull Strong	#FFFFFFFF	Color at full bull intensity (rolling delta ≥ max threshold).
Bear Soft	#FF505757	Color at the low-intensity end of the bear ramp.
Bear Strong	#FF242425	Color at full bear intensity. Near-black by design — strong selling pressure.
Neutral	#9EFFFF00	Color for bars where \|rolling delta\| is within the neutral zone. Yellow = contested flow.
Candle Body
Body Fill	#00000000	Fill color for the interior of the candle body. Default alpha=0 = fully hollow (only the border and stripe show). Set a non-zero alpha to get a translucent filled body.
Direction Stripe
Stripe Fraction	0.9	What fraction of the body height the stripe occupies. 0.9 = 90% filled (very visible). Lower to 0.3–0.5 for a subtle accent line at the open edge.
Min Stripe Ticks	1	Minimum stripe height in ticks, regardless of body size. Ensures small-body bars still show a distinguishable stripe.

Setting the Period for different timeframes

The Period setting controls how many bars are summed. On a 1-minute chart, each bar = 1 minute, so Period = bars ≈ minutes. Mix and match to see different time perspectives simultaneously.

Timeframe goal	On 1m chart	On 5m chart	Lookback suggestion
Intrabar / scalp	Period = 3	Period = 1	Lookback = 20–30
5-minute flow	Period = 5	Period = 1	Lookback = 30–50
15-minute flow (default)	Period = 15	Period = 3	Lookback = 60
30-minute flow	Period = 30	Period = 6	Lookback = 80–100
Hourly bias	Period = 60	Period = 12	Lookback = 120+

Tip: Run two instances side by side — one at Period=5 for scalp reads, one at Period=15 for bias direction. When both agree, conviction is higher.