Plot CVD = TotalSum(volume*(close-low)/(high-low))-(volume*(high-close)/(high-low));
Hi, when I plot this Cumulative Delta on a 10d 5m chart, I get the Total Sum of the 10 days. Instead of the TotalSum of full chart (eg 10d 5m), I need the TotalSum for each day. If I have to run a backtest, I don't want the TotalSum of the entire chart. I need the right signals for each day.
What should I add in the script so that it only accumulates each day separately even though I use a 10-day chart? How can i get this cumulative delta for each regular trading day? Maybe using aggregation.period, I don't know. Thx.
Hi, when I plot this Cumulative Delta on a 10d 5m chart, I get the Total Sum of the 10 days. Instead of the TotalSum of full chart (eg 10d 5m), I need the TotalSum for each day. If I have to run a backtest, I don't want the TotalSum of the entire chart. I need the right signals for each day.
What should I add in the script so that it only accumulates each day separately even though I use a 10-day chart? How can i get this cumulative delta for each regular trading day? Maybe using aggregation.period, I don't know. Thx.