TradingView
kprsa
12 מרץ 2019 12:36

Monster Cumulative Delta Open 

West Texas OilOANDA

תיאור

After a few requests, the MonsterDelta is is now available with open source.
As mentioned before, it uses an approximation of Up and Down Volume (because they are not kept by Tradingview/not accessible by Pinescript).

The approximation is:

The "up path" on the "up" candle can be approximated by (High-Low).
The "down path" on the "up" candle can be approximated by (High-Close)+(Open-Low).

(and similar for the down candle, like in the 1st post.)

Total path=up path + down path.

Up volume = Tick volume * up path/total path
Down volume = Tick volume * down path/total path

Cheers,
kprsa

תגובות
spiral_
hello , can we review this code , this indi is not working properly. thanks
UnknownUnicorn1192030
Observe with script: "Price Channel v2"
Thetagangsta
Would this be considered accurate tick data for CVD? I know you mentioned approximation and have noticed some differences in all CVD indicators on TV compared to Tradovate for example.
davidgamboav93
Hola, me confirmas si este indicador refleja la divergencias de delta del libro de órdenes , gracias.
vince1cent
Amazing. Tells you about buying or selling exhaustion or bigguns attempting to change trend. Works like the real thing except you don't have to pay for it on TradingView. Thanks.
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