cvd — CVD

Category: Volume · Composite

Reading the response

Use POST /api/indicators?explain=true to include interpretation notes at indicators[responseKey].explain. Read numeric results from columns and data in the same object.

This is a volume indicator.

Parameters

Parameter	Type	Default
fractal_periods	int	2
cvd_period	int	21
ema_trend_period	int	50
max_pivot_bars	int	30

Output columns

Column
bear_div
bear_div_strength
bull_div
bull_div_strength
cvd_delta
cvd_hist

Histogram values and divergence ranges

cvd_hist is the per-candle histogram height: positive values indicate buying pressure and negative values selling pressure. It is a rolling sum of OHLCV-estimated delta, not trade-level aggressive buy/sell flow. Gold spot without actual trading volume does not support CVD.

Indicators, BYO compute and analyze responses include objects.divergences to each CVD result. Each confirmed event contains:

Field	Meaning
id	Stable parameter/direction/endpoint identity; namespace by venue, symbol, interval and indicator instance
direction, kind	bullish or bearish; currently regular divergence only
start, end	Each has time_ms, price, cvd: a price pivot and CVD on that same candle
confirmation_bar_time_ms	Open time of the confirmation candle, not the second pivot
confirmed_at_ms	Confirmation candle close computed from the interval; null if no interval was supplied
status, label	confirmed; bullish +RD, bearish -RD
strength	Consecutive-divergence level 1–3, not a probability or win rate

All event times are milliseconds. A range connects two pivots; it is not a holding period or signal expiry. The default pivot needs two bars on its right. Live APIs confirm only after the confirmation candle's interval has elapsed, while the forming histogram bar can still change. Revised source data or different warmup history can change results.

BYO compute assumes the caller supplies closed bars. Set top-level last_bar_closed: false when the last bar is forming; earlier bars must be closed. Supply interval to obtain exact interval-based close times; do not infer durations from gaps in the input.

Set signals: true and include_forming: true on calculation/chart requests to evaluate the final OHLCV sample as complete. Pivot windows, trend filtering and strength rules are unchanged; missing right-hand candles are never invented. In this mode objects.schema_version=2 and the corresponding chart indicator_renderers declaration also uses version 2. The same divergences collection may contain status=forming objects with confirmed_at_ms=null; closed objects remain confirmed. Feature IDs are unchanged: the word confirmed in an ID does not prove an actual close. A trial may disappear on updates; identical parameters, direction and endpoints retain the object ID. Chart event markers, CVD lines and endpoint markers carry bar_status (forming or closed). Omitting or disabling the option preserves the original object schema and confirmation behavior.

Chart responses include both indicator_objects and standard panels.items: price lines on the main panel, CVD lines on the subpanel, RD endpoint labels and arrows at confirmation bars (replaced by unified event markers with signals: true). Chart-item time is in seconds. The renderer declaration uses type=cvd-divergence, rendered_in_panels=true: items are already materialized, so clients must not render duplicate overlays. Events are filtered by confirmation candle; original endpoints remain intact while drawing geometry is clipped to the visible window. Multiple CVD instances are isolated by request ID/response key.

Native features

Set top-level signals: true and read indicators[responseKey].signals. By default features are evaluated on closed bars: true is a positive result, false a valid negative result, and null unknown. These are not trade instructions.

This indicator supports include_forming: true: treat the current final OHLCV sample as complete under the same native rules, returning one set of values, features and objects. The signal table appends bar_status: closed for closed bars, forming for a trial with confirmed_at_ms=null. A trial may disappear on later updates or at close. For BYO, still set last_bar_closed: false. Close requirements below describe the default mode; trials only admit the final sample without shortening structural windows or model confirmation requirements. See forming trials.

History lengths are minimum evaluation requirements, not convergence guarantees. Comparisons use unrounded values and the exact boundaries below. Do not turn null into false on gaps, invalid dependencies or forming bars in the default mode.

Feature column	Kind	Rule	Meaning	History / validity
cvd.bullish_divergence_confirmed	event	A regular bullish divergence is confirmed on this bar; endpoints and strength are in objects.divergences.	Price and estimated OHLCV delta diverge between consecutive eligible pivots; not trade-level flow or a guaranteed reversal.	max(cvd_period, ema_trend_period, 2 * fractal_periods + 1) contiguous bars with some positive volume.
cvd.bearish_divergence_confirmed	event	A regular bearish divergence is confirmed on this bar; endpoints and strength are in objects.divergences.	Price and estimated OHLCV delta diverge between consecutive eligible pivots; not trade-level flow or a guaranteed reversal.	max(cvd_period, ema_trend_period, 2 * fractal_periods + 1) contiguous bars with some positive volume.

cvd.bullish_divergence_confirmed

• A lower price low with a higher cvd_hist low; both cvd_hist values < 0 and pivot closes < EMA(ema_trend_period).
• Both pivots must pass the EMA trend filter; their distance is strictly less than max_pivot_bars.
• A high pivot is strictly above neighboring highs; a low pivot is strictly below neighboring lows over fractal_periods bars on each side. Confirm on the rightmost bar's close, never backfill to the pivot.

cvd.bearish_divergence_confirmed

• A higher price high with a lower cvd_hist high; both cvd_hist values > 0 and pivot closes > EMA(ema_trend_period).
• Both pivots must pass the EMA trend filter; their distance is strictly less than max_pivot_bars.
• A high pivot is strictly above neighboring highs; a low pivot is strictly below neighboring lows over fractal_periods bars on each side. Confirm on the rightmost bar's close, never backfill to the pivot.

See feature requests for the format and examples. /api/chart also accepts signals: true, marking confirmed events by default. With include_forming, trial events also produce markers tagged bar_status=forming; states are not drawn on every bar. See feature charts.

Example call

curl -X POST -H "Authorization: Bearer mq_xxx" \
  -H "Content-Type: application/json" \
  -d '{
    "exchange": "binance",
    "market":   "perp",
    "symbol":   "BTCUSDT",
    "interval": "5m",
    "limit":    100,
    "signals":  true,
    "calc":     [{"name": "cvd", "params": {"fractal_periods": 2, "cvd_period": 21, "ema_trend_period": 50, "max_pivot_bars": 30}}]
  }' \
  https://api.mobiusquant.ai/api/indicators

Full interpretation guide

Field meanings, interpretation rules and usage notes are documented in Chinese at:

cvd (中文详情)

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