OPEN-SOURCE SCRIPT

Cumulative Delta

This scripts calculates the cumulative volume delta within the current day.

Options allow you to change the display type of this data (3 different configurations are given in the chart above)

The following options are available:
  • Colors selection
  • Reset cumulative delta everyday (can be disable to keep a continuous calculation of the delta over days)
  • Show histogram (used to display the delta as a positive/negative histogram)
  • Show daily High/Low levels (draw highest and lowest delta levels within the day)
  • Show candles (display the cumulative delta as candles)
  • Show Moving average (display a moving average which is reseted everyday at the same time as the cumulative delta itself)
  • Moving average length


This script will be updated if I feel the need to improve things or to add new features

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