Conversion code CVD pour ProRealTime

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    Posts
  • 07/16/2025 at 9:12 AM #248897 quote
    Alai-n
    Participant
    Veteran

    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/ 

    // 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)
    07/16/2025 at 11:02 AM #248898 quote
    Iván González
    Moderator
    Master
    //-----------------------------------------//
//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
    Alai-n thanked this post
    07/16/2025 at 3:58 PM #248899 quote
    Alai-n
    Participant
    Veteran

    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.

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

    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.

    Alai-n thanked this post
    07/17/2025 at 8:40 AM #248907 quote
    Alai-n
    Participant
    Veteran

    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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Conversion code CVD pour ProRealTime


ProBuilder : Indicateurs & Outils Personnalisés

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Alai-n @alai-n Participant
Summary

This topic contains 4 replies,
has 3 voices, and was last updated by Alai-n
7 months ago.

Topic Details
Forum: ProBuilder : Indicateurs & Outils Personnalisés
Language: French
Started: 07/16/2025
Status: Active
Attachments: No files
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