Conversion code CVD pour ProRealTime

• 07/16/2025 at 9:12 AM #248897
  Alai-n

  Bonjour,

  Serait-il possible de convertir le code joint en langage ProBuilder pour ProRealTime.
  Je joins le lien original pour voir ce que devrait faire le code selon l’auteur!
  Merci

  https://fr.tradingview.com/script/GxBNW81a-Cumulative-Delta-TradingFinder-Volume-Periodic-EMA/

  Cumulative Volume Delta CVD

  // This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © TFlab //@version=5 indicator("Cumulative Delta [TradingFinder] Volume + Periodic + EMA" , "TFlab Cumulative Delta", overlay = false) CumMode = input.string('Total' , 'Cumulative Mode', ['Total' , 'Periodic' , 'EMA']) Period = input.int(21 , 'Period') UltraData = input.bool( false , '' , inline = 'Data') Market = input.string('Forex', 'Market Ultra Data', options = ['Forex', 'Crypto', 'Stock'], inline = 'Data') var string a = '' , var string b = '' , var string c = '' , var string d = '' , var string e = '' , var string f = '' , var string g = '' , var string h = '' var string i = '' , var string j = '' , var string k = '' , var string l = '' , var string m = '' , var string n = '' , var string o = '' , var string p = '' var string q = '' , var string r = '' , var string s = '' , var string t = '' , var string u = '' , var string v = '' , var string w = '' , var string x = '' var string y = '' , var string z = '' switch Market 'Forex' => a := 'FX', b := 'OANDA' , c := 'FOREXCOM' , d := 'FX_IDC' , e := 'PEPPERSTONE' , f := 'CAPITALCOM' , g := 'ICMARKETS' , h := 'EIGHTCAP' , i := 'SAXO' , j := 'BLACKBULL' , k := 'VANTAGE' , l := 'FUSIONMARKETS' , m := 'FPMARKETS' , n := 'GBEBROKERS' , o := 'IBKR' , p := 'ACTIVTRADES' , q := 'EASYMARKETS' , r := 'FXOPEN' , s := 'CITYINDEX' , t := 'AFTERPRIME' , u := 'SKILLING' , v := 'WHSELFINVEST' , w := 'TRADENATION' , x := 'THINKMARKETS' , y := 'CFI' , z := 'PHILLIPNOVA' 'Crypto' => a := 'BITSTAMP', b := 'COINBASE' , c := 'INDEX' , d := 'CRYPTO' , e := 'BINANCE' , f := 'BITFINEX' , g := 'KRAKEN' , h := 'OANDA' , i := 'PEPPERSTONE' , j := 'GEMINI' , k := 'EIGHTCAP' , l := 'ICMARKETS' , m := 'VANTAGE' , n := 'CAPITALCOM' , o := 'FOREXCOM' , p := 'FX' , q := 'BLACKBULL' , r := 'SAXO' , s := 'FUSIONMARKETS' , t := 'CRYPTOCOM' , u := 'EASYMARKETS' , v := 'OKCOIN' , w := 'FPMARKETS' , x := 'AFTERPRIME' , y := 'ACTIVTRADES' , z := 'BTSE' 'Stock' => a := '-', b := '-' , c := '-' , d := '-' , e := '-' , f := '-' , g := '-' , h := '-' , i := '-' , j := '-' , k := '-' , l := '-' , m := '-' , n := '-' , o := '-' , p := '-' , q := '-' , r := '-' , s := '-' , t := '-' , u := '-' , v := '-' , w := '-' , x := '-' , y := '-' , z := '-' V = nz(request.security(syminfo.tickerid, timeframe.period , volume, ignore_invalid_symbol = true)) Va = nz(request.security(a + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vb = nz(request.security(b + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vc = nz(request.security(c + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vd = nz(request.security(d + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Ve = nz(request.security(e + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vf = nz(request.security(f + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vg = nz(request.security(g + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vh = nz(request.security(h + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vi = nz(request.security(i + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vj = nz(request.security(j + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vk = nz(request.security(k + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vl = nz(request.security(l + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vm = nz(request.security(m + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vn = nz(request.security(n + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vo = nz(request.security(o + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vp = nz(request.security(p + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vq = nz(request.security(q + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vr = nz(request.security(r + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vs = nz(request.security(s + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vt = nz(request.security(t + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vu = nz(request.security(u + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vv = nz(request.security(v + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vw = nz(request.security(w + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vx = nz(request.security(x + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vy = nz(request.security(y + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vz = nz(request.security(z + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vsum = V + Va + Vb + Vc + Vd + Ve + Vf + Vg + Vh + Vi + Vj + Vk + Vl + Vm + Vn + Vo + Vp + Vq + Vr + Vs + Vt + Vu + Vv + Vw + Vx + Vy + Vz Volume = if UltraData Vsum else volume Buying = Volume *((close - low) / (high - low)) Selling = Volume * ((high - close) / (high - low)) delta = Buying - Selling Cumulative = if CumMode == "Total" ta.cum(delta) else if CumMode == "Periodic" math.sum(delta , Period) else if CumMode == "EMA" ta.ema(delta , Period) plotcandle(Cumulative[1], Cumulative,Cumulative[1], Cumulative, color = Cumulative - Cumulative[1] >= 0 ? color.green : color.red, bordercolor = Cumulative - Cumulative[1] >= 0 ? color.green : color.red)

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  // This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © TFlab   //@version=5 indicator("Cumulative Delta [TradingFinder] Volume + Periodic + EMA" , "TFlab Cumulative Delta", overlay = false)   CumMode = input.string('Total' , 'Cumulative Mode', ['Total' , 'Periodic' , 'EMA']) Period = input.int(21 , 'Period') UltraData = input.bool( false , '' , inline = 'Data') Market = input.string('Forex', 'Market Ultra Data', options = ['Forex', 'Crypto', 'Stock'], inline = 'Data')   var string a = '' , var string b = '' , var string c = '' , var string d = '' , var string e = '' , var string f = '' , var string g = '' , var string h = '' var string i = '' , var string j = '' , var string k = '' , var string l = '' , var string m = '' , var string n = '' , var string o = '' , var string p = '' var string q = '' , var string r = '' , var string s = '' , var string t = '' , var string u = '' , var string v = '' , var string w = '' , var string x = '' var string y = '' , var string z = ''     switch Market     'Forex' =>  a := 'FX', b := 'OANDA' , c := 'FOREXCOM' , d := 'FX_IDC' , e := 'PEPPERSTONE' , f := 'CAPITALCOM' , g := 'ICMARKETS' , h := 'EIGHTCAP' , i := 'SAXO' , j := 'BLACKBULL' , k := 'VANTAGE' , l := 'FUSIONMARKETS'      , m := 'FPMARKETS' , n := 'GBEBROKERS' , o := 'IBKR' , p := 'ACTIVTRADES' , q := 'EASYMARKETS' , r := 'FXOPEN' , s := 'CITYINDEX' , t := 'AFTERPRIME' , u := 'SKILLING' , v := 'WHSELFINVEST' , w := 'TRADENATION'      , x := 'THINKMARKETS' , y := 'CFI' , z := 'PHILLIPNOVA'       'Crypto' =>  a := 'BITSTAMP', b := 'COINBASE' , c := 'INDEX' , d := 'CRYPTO' , e := 'BINANCE' , f := 'BITFINEX' , g := 'KRAKEN' , h := 'OANDA' , i := 'PEPPERSTONE' , j := 'GEMINI' , k := 'EIGHTCAP' , l := 'ICMARKETS'      , m := 'VANTAGE' , n := 'CAPITALCOM' , o := 'FOREXCOM' , p := 'FX' , q := 'BLACKBULL' , r := 'SAXO' , s := 'FUSIONMARKETS' , t := 'CRYPTOCOM' , u := 'EASYMARKETS' , v := 'OKCOIN' , w := 'FPMARKETS'      , x := 'AFTERPRIME' , y := 'ACTIVTRADES' , z := 'BTSE'       'Stock' =>  a := '-', b := '-' , c := '-' , d := '-' , e := '-' , f := '-' , g := '-' , h := '-' , i := '-' , j := '-' , k := '-' , l := '-'      , m := '-' , n := '-' , o := '-' , p := '-' , q := '-' , r := '-' , s := '-' , t := '-' , u := '-' , v := '-' , w := '-'      , x := '-' , y := '-' , z := '-'     V = nz(request.security(syminfo.tickerid, timeframe.period , volume, ignore_invalid_symbol = true)) Va = nz(request.security(a + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vb = nz(request.security(b + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vc = nz(request.security(c + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vd = nz(request.security(d + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Ve = nz(request.security(e + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vf = nz(request.security(f + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vg = nz(request.security(g + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vh = nz(request.security(h + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vi = nz(request.security(i + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vj = nz(request.security(j + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vk = nz(request.security(k + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vl = nz(request.security(l + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vm = nz(request.security(m + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vn = nz(request.security(n + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vo = nz(request.security(o + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vp = nz(request.security(p + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vq = nz(request.security(q + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vr = nz(request.security(r + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vs = nz(request.security(s + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vt = nz(request.security(t + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vu = nz(request.security(u + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vv = nz(request.security(v + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vw = nz(request.security(w + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vx = nz(request.security(x + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vy = nz(request.security(y + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true)) Vz = nz(request.security(z + ":" + syminfo.ticker, timeframe.period , volume, ignore_invalid_symbol = true))       Vsum = V + Va + Vb + Vc + Vd + Ve + Vf + Vg + Vh + Vi + Vj + Vk + Vl + Vm + Vn + Vo + Vp + Vq + Vr + Vs + Vt + Vu + Vv + Vw + Vx + Vy + Vz   Volume = if UltraData     Vsum else     volume   Buying = Volume *((close - low) / (high - low)) Selling = Volume * ((high - close) / (high - low))   delta = Buying - Selling   Cumulative = if CumMode == "Total"     ta.cum(delta) else if CumMode == "Periodic"     math.sum(delta , Period) else if CumMode == "EMA"     ta.ema(delta , Period)         plotcandle(Cumulative[1], Cumulative,Cumulative[1], Cumulative, color = Cumulative - Cumulative[1] >= 0 ? color.green : color.red, bordercolor = Cumulative - Cumulative[1] >= 0 ? color.green : color.red)

  

  Alai-n

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  07/16/2025 at 11:02 AM #248898
  Iván

  //-----------------------------------------// //PRC_Cumulative Delta Volume (TFLab) //version = 0 //16.07.2025 //Iván González @ www.prorealcode.com //Sharing ProRealTime knowledge //-----------------------------------------// // --- Inputs //-----------------------------------------// CumMode=1 Period=21 //-----------------------------------------// // --- Calculation: Delta Volume //-----------------------------------------// if (high-low) <>0 then buying=volume*((close-low)/(high-low)) selling=volume*((high-close)/(high-low)) endif delta=buying-selling //-----------------------------------------// // --- Calculation: Cumulative Delta Volume //-----------------------------------------// if CumMode=1 then cumulative=cumsum(delta) elsif CumMode=2 then cumulative=summation[period](delta) else cumulative=average[period,1](delta) endif //-----------------------------------------// // --- Plot Candles & colors //-----------------------------------------// if cumulative>cumulative[1] then r=0 g=255 b=0 else r=255 g=0 b=0 endif drawcandle(cumulative[1],cumulative[1],cumulative,cumulative)coloured(r,g,b) //-----------------------------------------// return

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  //-----------------------------------------// //PRC_Cumulative Delta Volume (TFLab) //version = 0 //16.07.2025 //Iván González @ www.prorealcode.com //Sharing ProRealTime knowledge //-----------------------------------------// // --- Inputs //-----------------------------------------// CumMode=1 Period=21 //-----------------------------------------// // --- Calculation: Delta Volume //-----------------------------------------// if (high-low) <>0 then    buying=volume*((close-low)/(high-low))    selling=volume*((high-close)/(high-low)) endif   delta=buying-selling //-----------------------------------------// // --- Calculation: Cumulative Delta Volume //-----------------------------------------// if CumMode=1 then    cumulative=cumsum(delta) elsif CumMode=2 then    cumulative=summation[period](delta) else    cumulative=average[period,1](delta) endif //-----------------------------------------// // --- Plot Candles & colors //-----------------------------------------// if cumulative>cumulative[1] then    r=0    g=255    b=0 else    r=255    g=0    b=0 endif   drawcandle(cumulative[1],cumulative[1],cumulative,cumulative)coloured(r,g,b) //-----------------------------------------// return

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  Iván

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  07/16/2025 at 3:58 PM #248899
  Alai-n

  Je pensais qu’il y avait un repérage visuel sur l’indicateur pour visualiser les absorptions et les épuisements. Mais ce n’est visiblement pas le cas!
  Iván merci pour la conversion.

  

  Alai-n

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  07/16/2025 at 8:30 PM #248903
  larouedegann

  Le problème de ce genre d’indicateur c’est qu’il sera toujours passif. Bougie verte on additionne les volumes, bougie rouge on soustrait les volumes.

  Tant que le cumulative delta ne sera pas basé sur le “time and sale”  c’est à dire sur le vrais volumes échangés , l’indicateur ne sera pas exact.

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  larouedegann

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  07/17/2025 at 8:40 AM #248907
  Alai-n

  Certaines configurations d’Absorptions et d’Epuisements ont tout de même le mérite d’être mise en évidence par cet indicateur. Pour avoir utilisé le Bookmap, j’ai pu faire un comparatif entre le CumDelta que l’on trouve ici et celui de Bookmap. Ils sont quand même très similaire tout du moins dans les horizons que j’ai testé.
  Le Cumulative Delta que Nicolas a mis à disposition il y a déjà de nombreux mois est selon moi bien meilleur que celui sur cette page! Au départ je pensais qu’il était associé à une représentation graphique pour repérer les absorptions et les épuisements, mais j’ai fait erreur…

  

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