Monster Cumulative Delta

Monster Cumulative Delta

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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  1. Regisnew • 33 days ago #

    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

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