Delta Volume

2019年2月1日

Estimate the bid/ask volume by dividing the period into very small fragments.

2019年8月20日

版本注释

[ Delta Volume v2 by kernel_phi ]

Parameters:
"Fragment Size" - use "01 min" for higher accuracy and "15 min" for better loading speed
"Period of Cumulative Delta" - period of sliding sum
"EMA Period of CD" - Apply EMA to Cumulative Delta

Plot:
"Green Bar" - Buy Volume
"Red Bar" - Sell Volume
"Purple Line" - Delta Volume
"Grey Area" - Cumulative Delta

IMPORTANT:
- Only use this indicator for intraday charts or 1-D charts. DO NOT use on weekly charts.

2019年8月20日

版本注释

[Updated Version 2 on 20 Aug 2019]

- No longer need to input "Number of Fragments" manually
- Calculation of cumulative delta modified

2019年8月27日

版本注释

Updates:

- Fixing bugs

- Adding the feature of total sum of delta volume (unrestricted by period)
*** change the period to 0 to enable this function ***