Conversion of Delta Volume

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06/29/2022 at 12:16 PM #196370 quote

Khaled
Participant

Veteran

Can anyone help converting the code below ? Thanks

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © LonesomeTheBlue

//@version=4
study(“Cumulative Delta Volume”, “CDV”)
linestyle = input(defval = ‘Candle’, title = “Style”, options = [‘Candle’, ‘Line’])
hacandle = input(defval = true, title = “Heikin Ashi Candles?”)
showma1 = input(defval = false, title = “SMA 1”, inline = “ma1”)
ma1len = input(defval = 50, title = “”, minval = 1, inline = “ma1”)
ma1col = input(defval = color.lime, title = “”, inline = “ma1”)
showma2 = input(defval = false, title = “SMA 2”, inline = “ma2”)
ma2len = input(defval = 200, title = “”, minval = 1, inline = “ma2”)
ma2col = input(defval = color.red, title = “”, inline = “ma2”)
showema1 = input(defval = false, title = “EMA 1”, inline = “ema1”)
ema1len = input(defval = 50, title = “”, minval = 1, inline = “ema1”)
ema1col = input(defval = color.lime, title = “”, inline = “ema1”)
showema2 = input(defval = false, title = “EMA 2”, inline = “ema2”)
ema2len = input(defval = 200, title = “”, minval = 1, inline = “ema2”)
ema2col = input(defval = color.red, title = “”, inline = “ema2”)
colorup = input(defval = color.lime, title = “Body”, inline = “bcol”)
colordown = input(defval = color.red, title = “”, inline = “bcol”)
bcolup = input(defval = #74e05e, title = “Border”, inline = “bocol”)
bcoldown = input(defval = #ffad7d, title = “”, inline = “bocol”)
wcolup = input(defval = #b5b5b8, title = “Wicks”, inline = “wcol”)
wcoldown = input(defval = #b5b5b8, title = “”, inline = “wcol”)

tw = high – max(open, close)
bw = min(open, close) – low
body = abs(close – open)

_rate(cond) =>
ret = 0.5 * (tw + bw + (cond ? 2 * body : 0)) / (tw + bw + body)
ret := nz(ret) == 0 ? 0.5 : ret
ret

deltaup = volume * _rate(open <= close)
deltadown = volume * _rate(open > close)
delta = close >= open ? deltaup : -deltadown
cumdelta = cum(delta)
float ctl = na
float o = na
float h = na
float l = na
float c = na
if linestyle == ‘Candle’
o := cumdelta[1]
h := max(cumdelta, cumdelta[1])
l := min(cumdelta, cumdelta[1])
c := cumdelta
ctl
else
ctl := cumdelta

plot(ctl, title = “CDV Line”, color = color.blue, linewidth = 2)

float haclose = na
float haopen = na
float hahigh = na
float halow = na
haclose := (o + h + l + c) / 4
haopen := na(haopen[1]) ? (o + c) / 2 : (haopen[1] + haclose[1]) / 2
hahigh := max(h, max(haopen, haclose))
halow := min(l, min(haopen, haclose))

c_ = hacandle ? haclose : c
o_ = hacandle ? haopen : o
h_ = hacandle ? hahigh : h
l_ = hacandle ? halow : l

plotcandle(o_, h_, l_, c_, title=’CDV Candles’, color = o_ <= c_ ? colorup : colordown, bordercolor = o_ <= c_ ? bcolup : bcoldown, wickcolor = o_ <= c_ ? bcolup : bcoldown)

plot(showma1 and linestyle == “Candle” ? sma(c_, ma1len) : na, title = “SMA 1”, color = ma1col)
plot(showma2 and linestyle == “Candle” ? sma(c_, ma2len) : na, title = “SMA 2”, color = ma2col)
plot(showema1 and linestyle == “Candle” ? ema(c_, ema1len) : na, title = “EMA 1”, color = ema1col)
plot(showema2 and linestyle == “Candle” ? ema(c_, ema2len) : na, title = “EMA 2”, color = ema2col)

06/29/2022 at 12:52 PM #196372 quote

Khaled
Participant

Veteran

if it’s too long, can you please convert only the following part? Thanks a lot!

_rate(cond) =>
ret = 0.5 * (tw + bw + (cond ? 2 * body : 0)) / (tw + bw + body)
ret := nz(ret) == 0 ? 0.5 : ret
ret

deltaup = volume * _rate(open <= close)
deltadown = volume * _rate(open > close)
delta = close >= open ? deltaup : -deltadown
cumdelta = cum(delta)
float ctl = na
float o = na
float h = na
float l = na
float c = na
if linestyle == ‘Candle’
o := cumdelta[1]
h := max(cumdelta, cumdelta[1])
l := min(cumdelta, cumdelta[1])
c := cumdelta
ctl
else
ctl := cumdelta

plot(ctl, title = “CDV Line”, color = color.blue, linewidth = 2)

06/29/2022 at 3:02 PM #196377 quote

Nicolas
Keymaster

Legend

Please post screenshots of how it looks, it fastened the comprehension of the code and its translation.

Khaled thanked this post

06/29/2022 at 3:05 PM #196378 quote

Khaled
Participant

Veteran

Please see image below. Thanks

Cumulative-Delta.png

07/06/2022 at 1:02 PM #196884 quote

EZolla
Participant

New

Pretty close, without the HH candles:

var
ctl,
o, h , l, c, tw,
body, rateup, ratedown, ku, kd, bw, k2,
deltaup, deltadown, cumdelta, deltaa: float;

begin
tw := high – f_max(open, close) ;
bw := f_min(open, close) – low ;
body := abs(close – open) ;

if open <= close then ku := 2*body
else ku:=0;
rateup := 0.5 * (tw + bw + ku) / (tw + bw + body) ;
if rateup = 0 then rateup := 0.5
else rateup:=rateup;

if open > close then kd := 2*body
else kd:=0;
ratedown := 0.5 * (tw + bw + kd) / (tw + bw + body) ;
if ratedown = 0 then ratedown:= 0.5 else ratedown:=ratedown;

deltaup := quantity * rateup ;
deltadown := quantity * ratedown ;
if close >= open then deltaa := deltaup
else deltaa := -deltadown;
cumdelta := cum(deltaa);
ctl := F_Smoother( cumdelta);

plot(ctl);
end

07/06/2022 at 2:46 PM #196892 quote
Nicolas
Keymaster

Legend
Here is a code translated from different versions you shared in the thread for the Cumulative Volume Delta:
```
tw = high - max(open, close)
bw = min(open, close) - low
body = abs(close - open)

if open<=close then 
deltaup = 0.5 * (tw + bw + (2 * body)) / (tw + bw + body)
endif

if open > close then 
deltadown = 0.5 * (tw + bw + (2 * body)) / (tw + bw + body)
endif 

if close >= open then 
delta= deltaup 
else
delta= -deltadown
endif

cumdelta = cumsum(delta)

drawcandle(cumdelta[1],max(cumdelta, cumdelta[1]),min(cumdelta, cumdelta[1]),cumdelta)
return
```
cumulative-volume-delta-prorealtime.png
07/06/2022 at 3:08 PM #196897 quote
Nicolas
Keymaster

Legend
Sorry there was no volumes in the previous version, correct one is below:
```
tw = high - max(open, close)
bw = min(open, close) - low
body = abs(close - open)

if volume then 
if open<=close then
deltaup = volume*(0.5 * (tw + bw + (2 * body)) / (tw + bw + body))
endif

if open > close then
deltadown = volume*(0.5 * (tw + bw + (2 * body)) / (tw + bw + body))
endif
endif

if close >= open then
delta= deltaup
else
delta= -deltadown
endif

cumdelta = cumsum(delta)

drawcandle(cumdelta[1],max(cumdelta, cumdelta[1]),min(cumdelta, cumdelta[1]),cumdelta)
return
```
Khaled thanked this post
07/10/2022 at 8:59 PM #197087 quote

ullle73
Participant

Senior

nicholas, is it possible to add to this indicator divergence from pice and delta? see pic 🙂

thanks

07/10/2022 at 9:00 PM #197088 quote

ullle73
Participant

Senior

weird, i did attach the picture, but it did not upload, anyway, here it is again:

div-delta.jpg
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