kernel_phi

Delta Volume

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Estimate the bid/ask volume by dividing the period into very small fragments.
Aug 20
Release Notes:

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.
Aug 20
Release Notes:

- No longer need to input "Number of Fragments" manually
- Calculation of cumulative delta modified
Aug 27
Release Notes: Updates:

- Fixing bugs

- Adding the feature of total sum of delta volume (unrestricted by period)
*** change the period to 0 to enable this function ***
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Would you be willing please to explain a bit how the Cumulative Delta is calculated? Thanks!
Reply
@kernel_phi bro - can u told me what does it's mean?
"Grey Area" - Cumulative Delta

thank's a large
Reply
Parameters:
- use "1 minute" for higher accuracy and "5 minutes" for better loading speed
- period for partial sum of delta

Plot:
- Buy Volume
- Sell Volume
- Delta
- Cumulative Delta
Reply
kernel_phi kernel_phi
Parameters:
"Fragment Size" - use "1 minute" for higher accuracy and "5 minutes" for better loading speed
"Cumulative Delta" - period for partial sum of delta

Plot:
"Green Bar" - Buy Volume
"Red Bar" - Sell Volume
"Purple Line" - Delta
"Grey Area" - Cumulative Delta
Reply
Спасибо, очень удобный инструмент
Reply
yatr2018 mihailkorolko
@mihailkorolko, объясни пожалуйста как пользоваться
+1 Reply
kernel_phi yatr2018
@yatr2018, Hi you can check my comment above =)
+1 Reply
seocoin yatr2018
@yatr2018, я бы итоже не отказался бы от инструктажа )
Reply
seocoin yatr2018
@yatr2018, можно попробовать разобраться :
"Green Bar" - Buy Volume - ОБЪЕМ ПОКУПОК
"Red Bar" - Sell Volume - ОБЪЕМ ПРОДАЖ
"Purple Line" - Delta - НАГЛЯДНЫЙ ПЕРЕВЕС
"Grey Area" - Cumulative Delta - ХЗ ЧТО ЭТО ТАКОЕ ))))
+1 Reply
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