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Cumulative Volume Delta

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  • Cumulative Volume Delta

    Is anyone can share or assist me with cumulative volume delta scripts?
    ?
    ?
    vars:
    price( Close ),
    filter( 0 ),
    smooth( 0 );

    // Calculate delta values
    vars:
    bidVolume(0),
    askVolume(0),
    delta(0),
    cumulativeDelta(0);

    bidVolume = GetBidVolume;
    askVolume = GetAskVolume;

    delta = bidVolume - askVolume;
    if (filter > 0) {
    delta = XAverage(delta, filter);
    }
    if (smooth > 0) {
    delta = XAverage(delta, smooth);
    }
    cumulativeDelta = cumulativeDelta[1] + delta;

    // Plot cumulative delta values
    ?
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