Thinkscript Library

Cumulative Volume Delta (CVD) — Volume Drop

# Cumulative Volume Delta (CVD) — Volume Drop

Volume tells you *how much* changed hands, but Cumulative Volume Delta tells you *who was leaning on the tape*. This drop builds a session-anchored running total of approximated buying minus selling pressure so you can see when a move is backed by real participation — and when it isn't.

## What it does

- Splits each bar's volume into "buy" and "sell" shares using close-location within the high/low range

- Accumulates the net delta into a running total that resets at the start of every day, week, or month (your choice)

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PART 1: BEAST ANOMALY DETECTOR SERIES

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Three related indicators, shared as research previews. All descend from mcdon030's original "Beast Autoencoder-RNN" published in the ThinkOrSwim community. The originals combined an autoencoder, a simplified RNN, and kNN anomaly scoring into a single composite detector. These versions rewrite the mathematical core, fix architectural bugs in the learning components, and add new self-adaptive elements.

Research Preview | TradingView code is included

Risk Assessment Suite

Eight ThinkOrSwim Indicators for Position Sizing, Trade-System Stress Testing, and Edge Visualization

Research Preview | TOS ThinkScript | Free for the Custom Group

What This Suite Is

Most traders treat risk management as an afterthought — a stop loss, a percentage, a number you pick once and forget. The Risk Assessment Suite is built on a different premise: -how you size and stress-test a trade matters as much as the signal that triggered it-.

ATR Volatility Stop — Volatility Drop

A Wilder-smoothed ATR trailing stop that ratchets with the trend and flips when price closes through it. One number, one line — but it handles your stop, your trend bias, and your flip alerts in a single study.

## What it does

- Computes Wilder's ATR and projects a trailing stop at `Source − Mult × ATR` (long) or `Source + Mult × ATR` (short).

- Ratchets the long stop up and the short stop down as the trend extends — never loosens.

- Flips trend when the source closes through the active stop, then re-seeds the new-direction stop on the flip bar.