Tape CVD

Tape CVD on a BTC chart — BTC on 5-minute bars in the 0xArchive Terminal, 2026-10-15.

Open on a chart

Load it on BTC 5m in the terminal, then change its settings or open it in the script editor.

Taker buys less taker sells on each bar, in USD, as bars, and their running sum as a line: cumulative volume delta, built from every trade.

How it works

A tally adds each trade as it arrives. The running total is state.bar, added to in onClose, so the forming bar shows the total so far without adding it twice: every update of the forming bar starts again from the last closed bar.

The script

cvd.ts

// Cumulative volume delta from the tape, in USD like the chart's own CVD: each bar's taker buys minus sells (size times price), summed.
indicator('Tape CVD');

const chart = bars();
const tape = trades();

const delta = tally();
const total = state.bar(0);

const cvd = plot.line('CVD');
const deltaBars = plot.histogram('Delta');

tape.onTrade((t) => delta.add(t.side === 'buy' ? t.notional : -t.notional));

chart.onBar(() => {
  if (!tape.available) return;
  deltaBars.set(delta.value, delta.value >= 0 ? color.up : color.down);
  cvd.set(total.value + delta.value);
});

chart.onClose(() => {
  total.value += delta.value;
});

Next step

See the next example, Funding and open interest.

Last modified on October 16, 2026

Start

Guides

Examples

Reference

Open on a chart

How it works

The script

Next step

Open on a chart

​How it works

​The script

​Next step

How it works

The script

Next step