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
(description from original author: kprsa)
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//PRC_Monster Cumulative Delta | indicator //30.06.2022 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //converted from pinescript //U1 if(close>=open and (close-open+2*(high-close)+2*(open-low)))>0 then U1= volume*(high-low)/(close-open+2*(high-close)+2*(open-low)) else U1=0.0 endif //D1 if(close<open and (open-close+2*(high-open)+2*(close-low)))>0 then D1 = volume*(high-low)/(open-close+2*(high-open)+2*(close-low)) else D1=0.0 endif //Delta if(close>=open) then Delta= U1 else Delta= -D1 endif if barindex>1 then cumDelta=(cumDelta[1])+Delta if close>=open then hi= cumDelta else hi =cumDelta[1] endif if close<=open then lo= cumDelta else lo=cumDelta[1] endif drawcandle(cumDelta[1], hi, lo, cumDelta) endif return |
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bonjour Nicolas, je ne vois pas bien l’utilité de cet indicateur; d’autant qu’ il n’est pas possible de lui adjoindre une moyenne mobile par exemple.
bien à vous
A contrario du commentaire précédent, cet indicateur est génial à condition de comprendre le “Delta Cumulé” ! Cependant là ou je rejoins le commentaire de “Regisnouveau”, c’est que la plateforme ne lui détecte aucune valeur ! Donc impossible d’y appliquer un indicateur ou même une “Alerte sur seuil” via la plateforme!!! @Nicolas, penses-tu pouvoir lui donner une data qui permettra de régler cet inconvénient ??? Merci
Modifier la dernière ligne par:
RETURN cumDelta[1], hi, lo, cumDelta
pour obtenir les valeurs OHLC des chandeliers
Cela fonctionne très bien !!! Super Merci
Ciao Nicolas, molto bello questo indicatore, l’ho apprezzato molto.
Lo sto testando insieme al VWAP e al Volume profile. Entrambi si aggiornano ogni mattina (ripartono da 0), sarebbe possibile farlo ripartire da zero ogni giorno?
Grazie e buona giornata.
Andrea
Je poste ici un lien afin de mieux appréhender le CVD-Cumulative Volume Delta : https://www.beatmarket.fr/p/bientot-le-meilleur-moment-dinvestir#:~:text=Le%20Cumulative%20Volume%20Delta%20(CVD)%20est%20un%20indicateur%20qui%20trace,ordres%20de%20vente%20au%20march%C3%A9).