Why I built it
I want to see activity in the corresponding market while keeping the CFD chart I trade. The useful source might be an exchange share, or a combination of futures and an ETF. This is a choice of context, not a claim that all broker volume is wrong.
How it solves the problem
The indicator displays the chosen volume as columns in its own pane. Optional Real VWAP uses that volume to weight the CFD chart’s price. It is not the native symbol’s VWAP.
For a stock CFD, a direct formula can select the exchange share:
TRADENATION:NVDA.EX = NASDAQ:NVDAFor index CFDs, the defaults use adjustable activity proxies:
MNQ + 10*NQ + 60*QQQ
MES + 10*ES + 60*SPYThese are weighted futures and ETF volumes, not directly traded index volume or an official consolidated measure. The coefficients are adjustable examples of the author’s normalisation. A formula may contain up to ten terms with positive weights.
Formula first, Mapper second
An explicit matching formula takes priority. If none matches, eligible IG, Trade Nation and Trade Nation SB charts can use a valid Mapper result as one source with weight 1. Both Map inputs must be connected. Invalid active formulas do not silently fall back.
Defaults include IG and Trade Nation NQ/ES pairs. Check individual stock entries: IG:NVDA = IG:NVDA points to the IG symbol itself, not NASDAQ. Change the source if you want the native exchange volume.
Sessions and missing data
Main Session is the default VWAP anchor; Full Session follows the active source session. Source feeds can have different sessions, delays and permissions. A source with valid earlier data may contribute zero on a missing bar; a source that has never supplied data can leave the calculation incomplete.
Use a standard time based chart. Daily and higher charts have less intraday detail. Current volume and VWAP develop until the bar closes. The indicator has no alert conditions.
Credits
Original work by SVKO. Mozilla Public License 2.0, as recorded in the indicator documentation.