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
?
?
?
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
?