Compact mental-model notes on the five mechanics that most shape what the read is actually doing. No formulas, no thresholds, no cloneable sequencing.
Wick-aware participation model
Without bid/ask data, a CVD has to pick a rule for turning each bar into buying or selling pressure. Axiom's classifier looks at body direction, where the close sits inside the bar range, and how heavy the rejection wicks are, then sorts that read into participation buckets that feed the cumulative sum. Two knobs steer the behavior: pressure sensitivity (how decisive the buckets are) and wick weight (how much rejection wicks push the per-bar intent score). Verify by setting pressure sensitivity to its minimum, then its maximum, on the same chart — the slot's CVD line will move from neutral to decisive on the same price action.
0..100 normalization with Session vs. Rolling windows
Each slot's cumulative delta is mapped into 0..100 against the high and low observed inside the slot's current window. Session mode resets both the cumulative delta and those extremes at each window anchor. Rolling mode keeps a sliding lookback of the same size, so the extremes move continuously rather than snapping at an anchor. The two modes disagree most visibly at the edge of the window. Verify by switching one slot between Session and Rolling on the same symbol with the same window and watching how the line behaves as you approach and pass the next anchor.
Safe multi-timeframe reads and the On Bar Close? toggle
Slot values are read through the documented TradingView multi-timeframe pattern, with a per-slot repaint switch. ON returns the previous higher-timeframe bar's smoothed CVD and signal — slower on the last chart bar, stable on confirmed history. OFF returns the live higher-timeframe bar — faster to react, can repaint until that bar closes. Alerts are bar-close gated independently, so they cannot fire mid-chart-bar regardless of the toggle. Verify by flipping one slot to OFF and watching the last chart bar update more aggressively; remember that ON and OFF are different historical series because ON reads one slot bar back.
Weighted composite and optional Master Smoothing
The blended CVD is a weighted average of the enabled slots' CVD values, and the blended signal is the weighted average of their signals. Slots at weight zero are excluded from that average even while they are plotted and computed. Master Smoothing is one additional MA pass on the blended CVD and blended signal with its own MA family and length; it reduces noise and accepts lag as the trade. The composite is not a smarter CVD than its inputs — it is a legible summary of what the inputs are currently saying. Verify by zeroing every weight except one and confirming the composite tracks that slot; then add a second slot with a larger weight and watch the composite shift toward it.
Per-slot cross-ticker substitution
When a slot carries an Optional Ticker, it runs its calc on that symbol at the slot's timeframe, and its 0..100 normalization uses that symbol's own window extremes. The pane's normalization stays coherent; the reported flow is the other instrument's. Watch for feed quality, liquidity, and session alignment on the substituted symbol — a cross-symbol slot is only as honest as the feed underneath it. Verify by pointing a slot at a correlated instrument on the same timeframe and comparing where state disagreement shows up against the chart-symbol slot.