Overview
Anchored CVD (Cumulative Volume Delta) works like standard CVD but resets at session boundaries. Instead of accumulating delta from the beginning of your data, it starts fresh at each session open.
This eliminates long-term cumulative drift and focuses on intra-session buying and selling pressure, making it far more useful for short-term trading.
How It Works
Standard CVD accumulates buy volume minus sell volume from the first bar in your dataset. Over days and weeks, the absolute value drifts far from zero, making it hard to interpret.
Anchored CVD solves this by resetting the accumulation at configurable intervals:
- D1 (Daily) — Resets at the start of each trading day
- 4H — Resets every 4 hours
- 1H — Resets every hour
After each reset, the CVD starts accumulating from zero again. This means:
- A positive Anchored CVD on D1 = net buying since the session opened today
- A negative reading = net selling since the session opened
Daily-anchored CVD is excellent for intraday trading — it shows the session’s net buying or selling pressure from the open. Compare it to price: if price is flat but Anchored CVD is rising, hidden buying is occurring.
Interpretation
| Pattern | Meaning |
|---|
| Rising Anchored CVD + rising price | Healthy trend with genuine buying |
| Rising Anchored CVD + flat price | Hidden accumulation — bullish |
| Falling Anchored CVD + flat price | Hidden distribution — bearish |
| Falling Anchored CVD + falling price | Genuine selling pressure |
| Anchored CVD makes new session high | Session buyers in control |
| Anchored CVD makes new session low | Session sellers in control |
Settings
| Parameter | Description | Default |
|---|
positiveColor | Color when CVD is above zero | #22c55e |
negativeColor | Color when CVD is below zero | #ef4444 |
anchor | Reset interval: D1, 4H, or 1H | D1 |
sessionStartHour | Hour (UTC) to start the daily session | 0 |
displayMode | Visualization style: line, columns, or candles | columns |
highlightAnomalies | Highlight extreme session delta readings | true |
anomalyThreshold | Standard deviations for anomaly detection | 2.0 |
anomalyPeriod | Lookback period for anomaly calculation | 50 |
gradientIntensity | Scale bar opacity by magnitude | true |
Anchor Modes
D1 — Daily Reset
Resets at sessionStartHour UTC each day. The most common setting. Shows the cumulative buy/sell imbalance for the current trading day.
Use sessionStartHour to align with your preferred market session:
0 — UTC midnight (default, aligned with Binance daily close)8 — Asian session open13 — US session open (approximate)
4H — Four-Hour Reset
Resets every 4 hours from midnight UTC. Useful for swing traders who want to see buying/selling pressure within each 4H candle’s formation period.
1H — Hourly Reset
Resets every hour. Shows micro-level buying/selling pressure. Best for scalping and very short-term trading.
Display Modes
- Columns — Default. Green above zero, red below. Shows the running session CVD as a histogram.
- Line — Continuous line plot. Better for seeing the shape of intra-session accumulation.
- Candles — OHLC of CVD values. Shows the range of cumulative delta within each bar.
The sessionStartHour setting only applies when anchor is set to D1. For 4H and 1H anchors, resets occur at fixed UTC intervals starting from midnight.
Anomaly Detection
With highlightAnomalies enabled, bars where the session CVD exceeds anomalyThreshold standard deviations from the rolling mean are marked. Intra-session anomalies indicate:
- One-sided session dominated by a single participant type
- Major news causing sustained directional flow
- Liquidation cascades creating extreme delta
Practical Examples
Intraday Reversal Setup: Anchored CVD (D1) reaches an extreme negative reading in the first few hours. Price stabilizes. As CVD starts recovering toward zero, it signals the session selling is exhausted — look for long entries.
Session Trend Confirmation: Price breaks above the session high. Anchored CVD is at its session high as well — the breakout is backed by genuine cumulative buying, not just a single spike.
Hidden Divergence: Price makes a new session high, but Anchored CVD makes a lower high than its previous session peak — buying pressure is weakening despite higher prices. Potential for reversal.
- CVD — Standard cumulative volume delta (no reset)
- Anchored OI — Open interest changes from session start
- Volume Ratio — Per-bar normalized buy/sell ratio