Cumulative Delta Volume Pressure - Mod by Sam4Cok for ThinkOrSwim

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Mod Note:
The below indicator is another great contribution from @samer800

CAVEAT:
Members will sometimes mistake these indicators as defining Volume: Buyers and Sellers.
Buyers and Sellers information is NOT available from the ToS data feeds.
When we look at the movement of price in comparison to volume, it is called Volume Pressure.
The script discussed here are representative of the PRICE spread compared to the overall volume spread.

We create a percentage for buying and selling pressure by using the candlestick patterns versus volume.
Volume Pressure identifies the price movement which when aggregated against volume it is used to define MOMENTUM not actual buyers and sellers.

nOnSBvp.png
uwFHET6.png

This does not have a direct correlation to the actual buyers or sellers or the actual cumulative delta volume.
 

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Last edited:
k0UCRX1.png


This is Cumulative Delta Volume script based on LonesomeTheBlue script. I added multiple options to identify the trend based on the standard deviation and moving average. You can use it along with your strategy to confirm the entry and exit referring to the delta volume (the difference between buying and selling volume at each price level.

CODE:
CSS: 
#study("Cumulative Delta Volume", "CDV")
#https://www.tradingview.com/script/vB1T3EMp-Cumulative-Delta-Volume/
# Created based on LonesomeTheBlue code link above - Sam4Cok @ 08/2022

declare lower;
input linestyle = {default Candle, Line};
input HeikinAshi = yes; #"Heikin Ashi Candles?")
input maType    =  {default "SMMA", "SMA", "HMA", "EMA", "WMA"};
input maLength  = 50;   #"MA Length"
input BarColor = no;
input BackgroundColor = yes;
input ShowMovAvg = yes;
input ShowBand = no;

def na = Double.NaN;

###############
script nz {
    input data         = 0;
    input replacement  = 0;
    def ret_val = if IsNaN(data) then replacement else data;
    plot return = ret_val;
}
#ma(source, length, type) =>
script ma {
    input source = close;
    input length = 0;
    input type   = "SMA";
    def ma;
ma = if type == "SMA" then SimpleMovingAvg(source, length) else
     if type == "EMA" then ExpAverage(source, length) else
     if type == "WMA" then WMA(source, length) else
     if type == "HMA" then WMA(2 * WMA(source, length / 2) - WMA(source, length), Round(Sqrt(length)))
       else if isNaN(ma[1]) then SimpleMovingAvg(source, length) else
             (ma[1] * (length - 1) + source) / length;
    plot result = ma;
}
#_rate(cond) =>
script _rate {
    input cond = 1;
    def criteria = if cond == 1 then open <= close else open > close;
    def tw = high - Max(open, close) ;
    def bw = Min(open, close) - low;
    def body = AbsValue(close - open);
    def ret  = 0.5 * (tw + bw + (if criteria then 2 * body else 0)) / (tw + bw + body);
    def rate = if nz(ret) == 0 then 0.5 else ret;
    plot Result = rate;
}
def deltaup   = volume * _rate(1);
def deltadown = volume * _rate(0);
def delta     = if close >= open then deltaup else -deltadown;
def cumdelta  = TotalSum(delta);

def o;
def h;
def l;
def c;
def ctl;

if linestyle == linestyle.Candle
then {
    o = cumdelta[1];
    h = Max(cumdelta, cumdelta[1]);
    l = Min(cumdelta, cumdelta[1]);
    c = cumdelta;
    ctl = na;
} else {
    o = na;
    h = na;
    l = na;
    c = na;
    ctl = cumdelta;
}
def LineClose = ExpAverage((cumdelta[1] + Max(cumdelta, cumdelta[1]) + Min(cumdelta, cumdelta[1]) + cumdelta) / 4, 5);
def LineOpen = ExpAverage(if IsNaN(LineOpen[1]) then (cumdelta[1] + cumdelta) / 2 else (LineOpen[1] + LineClose[1]) / 2, 5);

plot Line = ctl;
Line.AssignValueColor( if LineClose >= LineOpen then CreateColor(8,153,129) else
                       if LineClose < LineOpen  then CreateColor(239, 83, 80) else Color.GRAY);
Line.SetLineWeight(2);

##############
def _Close = (o + h + l + c) / 4;
def _Open = if IsNaN(_Open[1]) then (o + c) / 2 else (_Open[1] + _Close[1]) / 2;
def _High = Max(Max(h, _Open), _Close);
def _Low = Min(Min(l, _Open), _Close);

def haClose = if HeikinAshi then _Close else c;
def haOpen  = if HeikinAshi then _Open  else o;
def haHigh  = if HeikinAshi then _High  else h;
def haLow   = if HeikinAshi then _Low   else l;

def Color = if haClose >= haOpen then 1 else -1;

# Plot UP candle

def UpO;
def UpH;
def UpL;
def UpC;

if Color > 0
then {
    UpO = haOpen ;
    UpH = haHigh ;
    UpL = haLow ;
    UpC = haClose;
} else
{
    UpO = na;
    UpH = na;
    UpL = na;
    UpC = na;
}
# Plot DOWN candle
def DnO;
def DnH;
def DnL;
def DnC;
if Color < 0
then {
    DnO = haOpen ;
    DnH = haHigh ;
    DnL = haLow ;
    DnC = haClose;
} else
{
    DnO = na;
    DnH = na;
    DnL = na;
    DnC = na;
}

# Plot the new Chart
AddChart(high = UpH , low = UpL , open = UpC,  close = UpO,
         type = ChartType.CANDLE, growcolor =  CreateColor(8,153,129));

AddChart(high = DnH , low = DnL , open = DnO,  close = DnC,
         type = ChartType.CANDLE, growcolor =  CreateColor(239, 83, 80));

## Plot MA Lines
plot AvgLine = ma(ctl, maLength, maType);
AvgLine.SetPaintingStrategy(PaintingStrategy.DASHES);
AvgLine.SetHiding(!ShowMovAvg);

plot HaAvgLine = ma(haClose, maLength, maType);
HaAvgLine.SetPaintingStrategy(PaintingStrategy.DASHES);
HaAvgLine.SetHiding(!ShowMovAvg);

### Band
def offs = (1.6185 * stdev(if linestyle == linestyle.Candle then haClose else ctl, maLength));
def upBand = (if linestyle == linestyle.Candle then HaAvgLine else AvgLine) + offs;
def dnBand = (if linestyle == linestyle.Candle then HaAvgLine else AvgLine) - offs;

def BandColor = if (if linestyle == linestyle.Candle then haClose else ctl) > upBand then 1 else
 if (if linestyle == linestyle.Candle then haClose else ctl) < dnBand then -1 else 0;

plot Oband = upBand;
Oband.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else CreateColor(100, 181, 246));
Oband.SetHiding(!ShowBand);

plot Sband = dnBand;
sband.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else CreateColor(100, 181, 246));
Sband.SetHiding(!ShowBand);

AvgLine.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else Color.WHITE);
HaAvgLine.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else Color.WHITE);

### Background
addCloud(if BackgroundColor then
if(if linestyle == linestyle.Candle then haClose else ctl) > Oband then Double.POSITIVE_INFINITY else if
(if linestyle == linestyle.Candle then haClose else ctl) < Sband then Double.NEGATIVE_INFINITY else na else na,
if(if linestyle == linestyle.Candle then haClose else ctl) > Oband then Double.NEGATIVE_INFINITY else if
(if linestyle == linestyle.Candle then haClose else ctl) < Sband then Double.POSITIVE_INFINITY else na, Color.DARK_GREEN, Color.DARK_RED);

### Bar Color
def Exup = if linestyle == linestyle.Candle then (color > 0 and BandColor > 0)
           else (LineClose >= LineOpen and BandColor > 0);
def up   = if linestyle == linestyle.Candle then (color > 0 and BandColor <= 0)
           else (LineClose >= LineOpen and BandColor <= 0) ;
def Exdn = if linestyle == linestyle.Candle then (color < 0 and BandColor < 0)
           else (LineClose < LineOpen and BandColor < 0);
def dn   = if linestyle == linestyle.Candle then (color < 0 and BandColor >= 0)
           else (LineClose < LineOpen and BandColor >= 0);

AssignPriceColor(if BarColor then
                 if Exup then Color.GREEN else
                 if up   then CreateColor(0,80,80) else
                 if dn   then CreateColor(117,0,14) else
                 if Exdn then Color.RED else Color.GRAY else Color.CURRENT);

### END
 
Mr_Wheeler said:
Is this the same as "Cumulative Volume Delta" as seen on bookmap?
Click to expand...
No.

Bookmap uses volume action. Bookmap's data feed has access to actual buying and selling volume.

ToS's data feeds do not have access to actual buyers and sellers.
This indicator uses a generally-accepted workaround that is calculated based price action, using green and red candle spreads to define buying and selling pressure.
(see @Jman831 description: https://usethinkscript.com/threads/buy-and-sell-volume-pressure-for-thinkorswim.11739/#post-101477)
This indicator has the addition of moving averages to further define bullish /bearish trends.

Read more:
https://usethinkscript.com/threads/buying-selling-volume-in-thinkorswim.12030/#post-103837
 
Last edited:
jckhoury said:
what do the shaded areas indicate? Thank you.
Click to expand...
when cdv cross upper stdv band so background turn green and when the cdv cross the lower sdv band turn red. You can enable or disable the band from the settings.
 
samer800 said:
k0UCRX1.png


This is Cumulative Delta Volume script based on LonesomeTheBlue script. I added multiple options to identify the trend based on the standard deviation and moving average. You can use it along with your strategy to confirm the entry and exit referring to the delta volume (the difference between buying and selling volume at each price level.

CODE:
CSS: 
#study("Cumulative Delta Volume", "CDV")
#https://www.tradingview.com/script/vB1T3EMp-Cumulative-Delta-Volume/
# Created based on LonesomeTheBlue code link above - Sam4Cok @ 08/2022

declare lower;
input linestyle = {default Candle, Line};
input HeikinAshi = yes; #"Heikin Ashi Candles?")
input maType    =  {default "SMMA", "SMA", "HMA", "EMA", "WMA"};
input maLength  = 50;   #"MA Length"
input BarColor = no;
input BackgroundColor = yes;
input ShowMovAvg = yes;
input ShowBand = no;

def na = Double.NaN;

###############
script nz {
    input data         = 0;
    input replacement  = 0;
    def ret_val = if IsNaN(data) then replacement else data;
    plot return = ret_val;
}
#ma(source, length, type) =>
script ma {
    input source = close;
    input length = 0;
    input type   = "SMA";
    def ma;
ma = if type == "SMA" then SimpleMovingAvg(source, length) else
     if type == "EMA" then ExpAverage(source, length) else
     if type == "WMA" then WMA(source, length) else
     if type == "HMA" then WMA(2 * WMA(source, length / 2) - WMA(source, length), Round(Sqrt(length)))
       else if isNaN(ma[1]) then SimpleMovingAvg(source, length) else
             (ma[1] * (length - 1) + source) / length;
    plot result = ma;
}
#_rate(cond) =>
script _rate {
    input cond = 1;
    def criteria = if cond == 1 then open <= close else open > close;
    def tw = high - Max(open, close) ;
    def bw = Min(open, close) - low;
    def body = AbsValue(close - open);
    def ret  = 0.5 * (tw + bw + (if criteria then 2 * body else 0)) / (tw + bw + body);
    def rate = if nz(ret) == 0 then 0.5 else ret;
    plot Result = rate;
}
def deltaup   = volume * _rate(1);
def deltadown = volume * _rate(0);
def delta     = if close >= open then deltaup else -deltadown;
def cumdelta  = TotalSum(delta);

def o;
def h;
def l;
def c;
def ctl;

if linestyle == linestyle.Candle
then {
    o = cumdelta[1];
    h = Max(cumdelta, cumdelta[1]);
    l = Min(cumdelta, cumdelta[1]);
    c = cumdelta;
    ctl = na;
} else {
    o = na;
    h = na;
    l = na;
    c = na;
    ctl = cumdelta;
}
def LineClose = ExpAverage((cumdelta[1] + Max(cumdelta, cumdelta[1]) + Min(cumdelta, cumdelta[1]) + cumdelta) / 4, 5);
def LineOpen = ExpAverage(if IsNaN(LineOpen[1]) then (cumdelta[1] + cumdelta) / 2 else (LineOpen[1] + LineClose[1]) / 2, 5);

plot Line = ctl;
Line.AssignValueColor( if LineClose >= LineOpen then CreateColor(8,153,129) else
                       if LineClose < LineOpen  then CreateColor(239, 83, 80) else Color.GRAY);
Line.SetLineWeight(2);

##############
def _Close = (o + h + l + c) / 4;
def _Open = if IsNaN(_Open[1]) then (o + c) / 2 else (_Open[1] + _Close[1]) / 2;
def _High = Max(Max(h, _Open), _Close);
def _Low = Min(Min(l, _Open), _Close);

def haClose = if HeikinAshi then _Close else c;
def haOpen  = if HeikinAshi then _Open  else o;
def haHigh  = if HeikinAshi then _High  else h;
def haLow   = if HeikinAshi then _Low   else l;

def Color = if haClose >= haOpen then 1 else -1;

# Plot UP candle

def UpO;
def UpH;
def UpL;
def UpC;

if Color > 0
then {
    UpO = haOpen ;
    UpH = haHigh ;
    UpL = haLow ;
    UpC = haClose;
} else
{
    UpO = na;
    UpH = na;
    UpL = na;
    UpC = na;
}
# Plot DOWN candle
def DnO;
def DnH;
def DnL;
def DnC;
if Color < 0
then {
    DnO = haOpen ;
    DnH = haHigh ;
    DnL = haLow ;
    DnC = haClose;
} else
{
    DnO = na;
    DnH = na;
    DnL = na;
    DnC = na;
}

# Plot the new Chart
AddChart(high = UpH , low = UpL , open = UpC,  close = UpO,
         type = ChartType.CANDLE, growcolor =  CreateColor(8,153,129));

AddChart(high = DnH , low = DnL , open = DnO,  close = DnC,
         type = ChartType.CANDLE, growcolor =  CreateColor(239, 83, 80));

## Plot MA Lines
plot AvgLine = ma(ctl, maLength, maType);
AvgLine.SetPaintingStrategy(PaintingStrategy.DASHES);
AvgLine.SetHiding(!ShowMovAvg);

plot HaAvgLine = ma(haClose, maLength, maType);
HaAvgLine.SetPaintingStrategy(PaintingStrategy.DASHES);
HaAvgLine.SetHiding(!ShowMovAvg);

### Band
def offs = (1.6185 * stdev(if linestyle == linestyle.Candle then haClose else ctl, maLength));
def upBand = (if linestyle == linestyle.Candle then HaAvgLine else AvgLine) + offs;
def dnBand = (if linestyle == linestyle.Candle then HaAvgLine else AvgLine) - offs;

def BandColor = if (if linestyle == linestyle.Candle then haClose else ctl) > upBand then 1 else
 if (if linestyle == linestyle.Candle then haClose else ctl) < dnBand then -1 else 0;

plot Oband = upBand;
Oband.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else CreateColor(100, 181, 246));
Oband.SetHiding(!ShowBand);

plot Sband = dnBand;
sband.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else CreateColor(100, 181, 246));
Sband.SetHiding(!ShowBand);

AvgLine.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else Color.WHITE);
HaAvgLine.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else Color.WHITE);

### Background
addCloud(if BackgroundColor then
if(if linestyle == linestyle.Candle then haClose else ctl) > Oband then Double.POSITIVE_INFINITY else if
(if linestyle == linestyle.Candle then haClose else ctl) < Sband then Double.NEGATIVE_INFINITY else na else na,
if(if linestyle == linestyle.Candle then haClose else ctl) > Oband then Double.NEGATIVE_INFINITY else if
(if linestyle == linestyle.Candle then haClose else ctl) < Sband then Double.POSITIVE_INFINITY else na, Color.DARK_GREEN, Color.DARK_RED);

### Bar Color
def Exup = if linestyle == linestyle.Candle then (color > 0 and BandColor > 0)
           else (LineClose >= LineOpen and BandColor > 0);
def up   = if linestyle == linestyle.Candle then (color > 0 and BandColor <= 0)
           else (LineClose >= LineOpen and BandColor <= 0) ;
def Exdn = if linestyle == linestyle.Candle then (color < 0 and BandColor < 0)
           else (LineClose < LineOpen and BandColor < 0);
def dn   = if linestyle == linestyle.Candle then (color < 0 and BandColor >= 0)
           else (LineClose < LineOpen and BandColor >= 0);

AssignPriceColor(if BarColor then
                 if Exup then Color.GREEN else
                 if up   then CreateColor(0,80,80) else
                 if dn   then CreateColor(117,0,14) else
                 if Exdn then Color.RED else Color.GRAY else Color.CURRENT);

### END
Click to expand...
@samer800 do you have a scan for this? Maybe something when the candle crosses the avg line?
 
TapthatAsk said:
@samer800 do you have a scan for this? Maybe something when the candle crosses the avg line?
Click to expand...
try this. remove/add the hash sign for up/dn cross

CSS: 
#CDV scan
input maType    =  {default "SMMA", "SMA", "HMA", "EMA", "WMA"};
input maLength  = 50;   #"MA Length"

def na = Double.NaN;

###############
script nz {
    input data         = 0;
    input replacement  = 0;
    def ret_val = if IsNaN(data) then replacement else data;
    plot return = ret_val;
}
#ma(source, length, type) =>
script ma {
    input source = close;
    input length = 0;
    input type   = "SMA";
    def ma;
ma = if type == "SMA" then SimpleMovingAvg(source, length) else
     if type == "EMA" then ExpAverage(source, length) else
     if type == "WMA" then WMA(source, length) else
     if type == "HMA" then WMA(2 * WMA(source, length / 2) - WMA(source, length), Round(Sqrt(length)))
       else if isNaN(ma[1]) then SimpleMovingAvg(source, length) else
             (ma[1] * (length - 1) + source) / length;
    plot result = ma;
}
#_rate(cond) =>
script _rate {
    input cond = 1;
    def criteria = if cond == 1 then open <= close else open > close;
    def tw = high - Max(open, close) ;
    def bw = Min(open, close) - low;
    def body = AbsValue(close - open);
    def ret  = 0.5 * (tw + bw + (if criteria then 2 * body else 0)) / (tw + bw + body);
    def rate = if nz(ret) == 0 then 0.5 else ret;
    plot Result = rate;
}
def deltaup   = volume * _rate(1);
def deltadown = volume * _rate(0);
def delta     = if close >= open then deltaup else -deltadown;
def cumdelta  = TotalSum(delta);

def ctl = cumdelta;
def LineClose = ExpAverage((cumdelta[1] + Max(cumdelta, cumdelta[1]) + Min(cumdelta, cumdelta[1]) + cumdelta) / 4, 5);
def LineOpen = ExpAverage(if IsNaN(LineOpen[1]) then (cumdelta[1] + cumdelta) / 2 else (LineOpen[1] + LineClose[1]) / 2, 5);

## Plot MA Lines
def AvgLine = ma(ctl, maLength, maType);
def Line = ctl;

def upCross = ctl crosses above AvgLine and LineClose >= LineOpen;
def dnCross = ctl crosses below AvgLine and LineClose < LineOpen;

plot Uptrend = upCross;
#plot Dntrend = dnCross;
 
def cumdelta = TotalSum(delta);

Great tool, but instead of the TotalSum of any 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?
 
Max911 said:
def cumdelta = TotalSum(delta);

Great tool, but instead of the TotalSum of any 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?
Click to expand...
check it out. I added option to reset the sum daily, weekly, monthly or total.

CSS: 
#study("Cumulative Delta Volume", "CDV")
#https://www.tradingview.com/script/vB1T3EMp-Cumulative-Delta-Volume/
# Created based on LonesomeTheBlue code above - Sam4Cok @ 08/2022
# Added time reset option, Added VWAP option - Sam4Cok@Samer800 - 11/2022

declare lower;
input linestyle = {default HeikinAshi, Candle, Line};
input timeFrame = {default DAY, WEEK, MONTH, ALL};
input maType    = {SMMA,default VWAP, SMA, HMA, EMA, WMA};
input maLength  = 50;   #"MA Length"
input BarColor = no;
input BackgroundColor = yes;
input ShowMovAvg = yes;
input ShowBand = no;

def na = Double.NaN;
def cl = close; def op = open; def vo = volume;
def yyyyMmDd = GetYYYYMMDD();
def periodIndx;
switch (timeFrame) {
case DAY:
    periodIndx = yyyyMmDd;
case WEEK:
    periodIndx = Floor((DaysFromDate(First(yyyyMmDd)) + GetDayOfWeek(First(yyyyMmDd))) / 7);
case MONTH:
    periodIndx = RoundDown(yyyyMmDd / 100, 0);
case ALL:
    periodIndx = na;
}
def isPeriodRolled = CompoundValue(1, periodIndx != periodIndx[1], yes);
###############
script nz {
    input data         = volume;
    input replacement  = 0;
    def ret_val = if IsNaN(data) then replacement else data;
    plot return = ret_val;
}
# volVWAP
script VVWAP {
    input src = close;
    def timeFrame = AggregationPeriod.DAY;
    def v = volume;
    def cap = GetAggregationPeriod();
    def errorInAggregation = cap >= AggregationPeriod.WEEK;
    Assert(!errorInAggregation, "timeFrame should be not less than current chart aggregation period");
    def yyyyMmDd = GetYYYYMMDD();
    def periodIndx = yyyyMmDd;
    def isPeriodRolled = CompoundValue(1, periodIndx != periodIndx[1], yes);
    def volumeSum;
    def volumeVwapSum;
    if (isPeriodRolled) {
        volumeSum = v;
        volumeVwapSum = v * src;
    } else {
        volumeSum     = CompoundValue(1, volumeSum[1] + v, v);
        volumeVwapSum = CompoundValue(1, volumeVwapSum[1] + v * src, v * src);
    }
    def price = volumeVwapSum / volumeSum;
    plot return = price;
}
#ma(source, length, type) =>
script ma {
    input source = close;
    input length = 10;
    input type   = "SMA";

    def ma;
    ma = if type == "VWAP" then VVWAP(source) else
     if type == "SMA" then SimpleMovingAvg(source, length) else
     if type == "EMA" then ExpAverage(source, length) else
     if type == "WMA" then WMA(source, length) else
     if type == "HMA" then WMA(2 * WMA(source, length / 2) - WMA(source, length), Round(Sqrt(length)))
       else if IsNaN(ma[1]) then SimpleMovingAvg(source, length) else
             (ma[1] * (length - 1) + source) / length;
    plot result = ma;
}
#_rate(cond) =>
script _rate {
    input cond = 1;
    def o = open; def c = close; def l = low;
    def criteria = if cond == 1 then o <= c else o > c;
    def tw = high - Max(o, c) ;
    def bw = Min(o, c) - l;
    def body = AbsValue(c - o);
    def ret  = 0.5 * (tw + bw + (if criteria then 2 * body else 0)) / (tw + bw + body);
    def rate = if nz(ret) == 0 then 0.5 else ret;
    plot Result = rate;
}
def deltaup   = vo * _rate(1);
def deltadown = vo * _rate(0);
def delta     = if cl >= op then deltaup else -deltadown;
def cumdelta1;
if isNaN(isPeriodRolled) {
    cumdelta1 = TotalSum(delta);
 } else {
      if (isPeriodRolled) {
            cumdelta1 = delta;
    } else {
    cumdelta1  = CompoundValue(1, cumdelta1[1] + delta, delta);
}}

def cumdelta  = cumdelta1;

def o;
def h;
def l;
def c;
def ctl;

if linestyle != linestyle.Line
then {
    o = cumdelta[1];
    h = Max(cumdelta, cumdelta[1]);
    l = Min(cumdelta, cumdelta[1]);
    c = cumdelta;
    ctl = na;
} else {
    o = na;
    h = na;
    l = na;
    c = na;
    ctl = cumdelta;
}
def LineClose = ExpAverage((cumdelta[1] + Max(cumdelta, cumdelta[1]) + Min(cumdelta, cumdelta[1]) + cumdelta) / 4, 5);
def LineOpen = ExpAverage(if IsNaN(LineOpen[1]) then (cumdelta[1] + cumdelta) / 2 else (LineOpen[1] + LineClose[1]) / 2, 5);

plot Line = ctl;
Line.AssignValueColor( if LineClose >= LineOpen then CreateColor(8, 153, 129) else
         if LineClose < LineOpen  then CreateColor(239, 83, 80) else Color.GRAY);
Line.SetLineWeight(2);

##############
def _Close = (o + h + l + c) / 4;
def _Open = if IsNaN(_Open[1]) then (o + c) / 2 else (_Open[1] + _Close[1]) / 2;
def _High = Max(Max(h, _Open), _Close);
def _Low = Min(Min(l, _Open), _Close);

def haClose = if linestyle==linestyle.HeikinAshi then _Close else c;
def haOpen  = if linestyle==linestyle.HeikinAshi then _Open  else o;
def haHigh  = if linestyle==linestyle.HeikinAshi then _High  else h;
def haLow   = if linestyle==linestyle.HeikinAshi then _Low   else l;

def Color = if haClose >= haOpen then 1 else -1;

# Plot UP candle

def UpO;
def UpH;
def UpL;
def UpC;

if Color > 0
then {
    UpO = haOpen ;
    UpH = haHigh ;
    UpL = haLow ;
    UpC = haClose;
} else
{
    UpO = na;
    UpH = na;
    UpL = na;
    UpC = na;
}
# Plot DOWN candle
def DnO;
def DnH;
def DnL;
def DnC;
if Color < 0
then {
    DnO = haOpen ;
    DnH = haHigh ;
    DnL = haLow ;
    DnC = haClose;
} else
{
    DnO = na;
    DnH = na;
    DnL = na;
    DnC = na;
}

# Plot the new Chart
AddChart(high = UpH , low = UpL , open = UpC,  close = UpO,
         type = ChartType.CANDLE, growcolor =  CreateColor(8, 153, 129));

AddChart(high = DnH , low = DnL , open = DnO,  close = DnC,
         type = ChartType.CANDLE, growcolor =  CreateColor(239, 83, 80));

## Plot MA Lines
plot AvgLine = ma(ctl, maLength, maType);
AvgLine.SetPaintingStrategy(PaintingStrategy.LINE);
AvgLine.SetHiding(!ShowMovAvg);

plot HaAvgLine = ma(haClose, maLength, maType);
HaAvgLine.SetPaintingStrategy(PaintingStrategy.LINE);
HaAvgLine.SetHiding(!ShowMovAvg);

### Band
def offs = (1.6185 * StDev(if linestyle != linestyle.Line then haClose else ctl, maLength));
def upBand = (if linestyle != linestyle.Line then HaAvgLine else AvgLine) + offs;
def dnBand = (if linestyle != linestyle.Line then HaAvgLine else AvgLine) - offs;

def BandColor = if (if(linestyle!=linestyle.Line,haClose,ctl)) > upBand then 1 else
                if (if(linestyle!=linestyle.Line,haClose,ctl)) < dnBand then -1 else 0;

plot Oband = upBand;
Oband.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else CreateColor(100, 181, 246));
Oband.SetHiding(!ShowBand);

plot Sband = dnBand;
Sband.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else CreateColor(100, 181, 246));
Sband.SetHiding(!ShowBand);

AvgLine.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else Color.WHITE);
HaAvgLine.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else Color.WHITE);

### Background
AddCloud(if BackgroundColor then
if (if(linestyle!=linestyle.Line,haClose,ctl)) > Oband then Double.POSITIVE_INFINITY else if
(if linestyle != linestyle.Line then haClose else ctl) < Sband then Double.NEGATIVE_INFINITY else na else na,
if (if linestyle != linestyle.Line then haClose else ctl) > Oband then Double.NEGATIVE_INFINITY else if
(if linestyle != linestyle.Line then haClose else ctl) < Sband then Double.POSITIVE_INFINITY else na, Color.DARK_GREEN, Color.DARK_RED);

### Bar Color
def Exup = if linestyle != linestyle.Line then (Color > 0 and BandColor > 0)
           else (LineClose >= LineOpen and BandColor > 0);
def up   = if linestyle != linestyle.Line then (Color > 0 and BandColor <= 0)
           else (LineClose >= LineOpen and BandColor <= 0) ;
def Exdn = if linestyle != linestyle.Line then (Color < 0 and BandColor < 0)
           else (LineClose < LineOpen and BandColor < 0);
def dn   = if linestyle != linestyle.Line then (Color < 0 and BandColor >= 0)
           else (LineClose < LineOpen and BandColor >= 0);

AssignPriceColor(if BarColor then
                 if Exup then Color.GREEN else
                 if up   then Color.DARK_GREEN else
                 if dn   then Color.DARK_RED else
                 if Exdn then Color.RED else Color.GRAY else Color.CURRENT);

### END
 
samer800 said:
k0UCRX1.png


This is Cumulative Delta Volume script based on LonesomeTheBlue script. I added multiple options to identify the trend based on the standard deviation and moving average. You can use it along with your strategy to confirm the entry and exit referring to the delta volume (the difference between buying and selling volume at each price level.

CODE:
CSS: 
#study("Cumulative Delta Volume", "CDV")
#https://www.tradingview.com/script/vB1T3EMp-Cumulative-Delta-Volume/
# Created based on LonesomeTheBlue code link above - Sam4Cok @ 08/2022

declare lower;
input linestyle = {default Candle, Line};
input HeikinAshi = yes; #"Heikin Ashi Candles?")
input maType    =  {default "SMMA", "SMA", "HMA", "EMA", "WMA"};
input maLength  = 50;   #"MA Length"
input BarColor = no;
input BackgroundColor = yes;
input ShowMovAvg = yes;
input ShowBand = no;

def na = Double.NaN;

###############
script nz {
    input data         = 0;
    input replacement  = 0;
    def ret_val = if IsNaN(data) then replacement else data;
    plot return = ret_val;
}
#ma(source, length, type) =>
script ma {
    input source = close;
    input length = 0;
    input type   = "SMA";
    def ma;
ma = if type == "SMA" then SimpleMovingAvg(source, length) else
     if type == "EMA" then ExpAverage(source, length) else
     if type == "WMA" then WMA(source, length) else
     if type == "HMA" then WMA(2 * WMA(source, length / 2) - WMA(source, length), Round(Sqrt(length)))
       else if isNaN(ma[1]) then SimpleMovingAvg(source, length) else
             (ma[1] * (length - 1) + source) / length;
    plot result = ma;
}
#_rate(cond) =>
script _rate {
    input cond = 1;
    def criteria = if cond == 1 then open <= close else open > close;
    def tw = high - Max(open, close) ;
    def bw = Min(open, close) - low;
    def body = AbsValue(close - open);
    def ret  = 0.5 * (tw + bw + (if criteria then 2 * body else 0)) / (tw + bw + body);
    def rate = if nz(ret) == 0 then 0.5 else ret;
    plot Result = rate;
}
def deltaup   = volume * _rate(1);
def deltadown = volume * _rate(0);
def delta     = if close >= open then deltaup else -deltadown;
def cumdelta  = TotalSum(delta);

def o;
def h;
def l;
def c;
def ctl;

if linestyle == linestyle.Candle
then {
    o = cumdelta[1];
    h = Max(cumdelta, cumdelta[1]);
    l = Min(cumdelta, cumdelta[1]);
    c = cumdelta;
    ctl = na;
} else {
    o = na;
    h = na;
    l = na;
    c = na;
    ctl = cumdelta;
}
def LineClose = ExpAverage((cumdelta[1] + Max(cumdelta, cumdelta[1]) + Min(cumdelta, cumdelta[1]) + cumdelta) / 4, 5);
def LineOpen = ExpAverage(if IsNaN(LineOpen[1]) then (cumdelta[1] + cumdelta) / 2 else (LineOpen[1] + LineClose[1]) / 2, 5);

plot Line = ctl;
Line.AssignValueColor( if LineClose >= LineOpen then CreateColor(8,153,129) else
                       if LineClose < LineOpen  then CreateColor(239, 83, 80) else Color.GRAY);
Line.SetLineWeight(2);

##############
def _Close = (o + h + l + c) / 4;
def _Open = if IsNaN(_Open[1]) then (o + c) / 2 else (_Open[1] + _Close[1]) / 2;
def _High = Max(Max(h, _Open), _Close);
def _Low = Min(Min(l, _Open), _Close);

def haClose = if HeikinAshi then _Close else c;
def haOpen  = if HeikinAshi then _Open  else o;
def haHigh  = if HeikinAshi then _High  else h;
def haLow   = if HeikinAshi then _Low   else l;

def Color = if haClose >= haOpen then 1 else -1;

# Plot UP candle

def UpO;
def UpH;
def UpL;
def UpC;

if Color > 0
then {
    UpO = haOpen ;
    UpH = haHigh ;
    UpL = haLow ;
    UpC = haClose;
} else
{
    UpO = na;
    UpH = na;
    UpL = na;
    UpC = na;
}
# Plot DOWN candle
def DnO;
def DnH;
def DnL;
def DnC;
if Color < 0
then {
    DnO = haOpen ;
    DnH = haHigh ;
    DnL = haLow ;
    DnC = haClose;
} else
{
    DnO = na;
    DnH = na;
    DnL = na;
    DnC = na;
}

# Plot the new Chart
AddChart(high = UpH , low = UpL , open = UpC,  close = UpO,
         type = ChartType.CANDLE, growcolor =  CreateColor(8,153,129));

AddChart(high = DnH , low = DnL , open = DnO,  close = DnC,
         type = ChartType.CANDLE, growcolor =  CreateColor(239, 83, 80));

## Plot MA Lines
plot AvgLine = ma(ctl, maLength, maType);
AvgLine.SetPaintingStrategy(PaintingStrategy.DASHES);
AvgLine.SetHiding(!ShowMovAvg);

plot HaAvgLine = ma(haClose, maLength, maType);
HaAvgLine.SetPaintingStrategy(PaintingStrategy.DASHES);
HaAvgLine.SetHiding(!ShowMovAvg);

### Band
def offs = (1.6185 * stdev(if linestyle == linestyle.Candle then haClose else ctl, maLength));
def upBand = (if linestyle == linestyle.Candle then HaAvgLine else AvgLine) + offs;
def dnBand = (if linestyle == linestyle.Candle then HaAvgLine else AvgLine) - offs;

def BandColor = if (if linestyle == linestyle.Candle then haClose else ctl) > upBand then 1 else
 if (if linestyle == linestyle.Candle then haClose else ctl) < dnBand then -1 else 0;

plot Oband = upBand;
Oband.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else CreateColor(100, 181, 246));
Oband.SetHiding(!ShowBand);

plot Sband = dnBand;
sband.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else CreateColor(100, 181, 246));
Sband.SetHiding(!ShowBand);

AvgLine.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else Color.WHITE);
HaAvgLine.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else Color.WHITE);

### Background
addCloud(if BackgroundColor then
if(if linestyle == linestyle.Candle then haClose else ctl) > Oband then Double.POSITIVE_INFINITY else if
(if linestyle == linestyle.Candle then haClose else ctl) < Sband then Double.NEGATIVE_INFINITY else na else na,
if(if linestyle == linestyle.Candle then haClose else ctl) > Oband then Double.NEGATIVE_INFINITY else if
(if linestyle == linestyle.Candle then haClose else ctl) < Sband then Double.POSITIVE_INFINITY else na, Color.DARK_GREEN, Color.DARK_RED);

### Bar Color
def Exup = if linestyle == linestyle.Candle then (color > 0 and BandColor > 0)
           else (LineClose >= LineOpen and BandColor > 0);
def up   = if linestyle == linestyle.Candle then (color > 0 and BandColor <= 0)
           else (LineClose >= LineOpen and BandColor <= 0) ;
def Exdn = if linestyle == linestyle.Candle then (color < 0 and BandColor < 0)
           else (LineClose < LineOpen and BandColor < 0);
def dn   = if linestyle == linestyle.Candle then (color < 0 and BandColor >= 0)
           else (LineClose < LineOpen and BandColor >= 0);

AssignPriceColor(if BarColor then
                 if Exup then Color.GREEN else
                 if up   then CreateColor(0,80,80) else
                 if dn   then CreateColor(117,0,14) else
                 if Exdn then Color.RED else Color.GRAY else Color.CURRENT);

### END
Click to expand...
6IFyKgM.png

Hi Sameer Wondering Why the CDV is green on the hourly chart on spy? Is there an error in the calculation?
 
dmillz said:
6IFyKgM.png

Hi Sameer Wondering Why the CDV is green on the hourly chart on spy? Is there an error in the calculation?
Click to expand...
have you tried below code?
CSS: 
#study("Cumulative Delta Volume", "CDV")
#https://www.tradingview.com/script/vB1T3EMp-Cumulative-Delta-Volume/
# Created based on LonesomeTheBlue code above - Sam4Cok @ 08/2022
# Added time reset option, Added VWAP option - Sam4Cok@Samer800 - 11/2022

declare lower;
input linestyle = {default HeikinAshi, Candle, Line};
input timeFrame = {default DAY, WEEK, MONTH, ALL};
input maType    = {SMMA,default VWAP, SMA, HMA, EMA, WMA};
input maLength  = 50;   #"MA Length"
input BarColor = no;
input BackgroundColor = yes;
input ShowMovAvg = yes;
input ShowBand = no;

def na = Double.NaN;
def cl = close; def op = open; def vo = volume;
def yyyyMmDd = GetYYYYMMDD();
def periodIndx;
switch (timeFrame) {
case DAY:
    periodIndx = yyyyMmDd;
case WEEK:
    periodIndx = Floor((DaysFromDate(First(yyyyMmDd)) + GetDayOfWeek(First(yyyyMmDd))) / 7);
case MONTH:
    periodIndx = RoundDown(yyyyMmDd / 100, 0);
case ALL:
    periodIndx = na;
}
def isPeriodRolled = CompoundValue(1, periodIndx != periodIndx[1], yes);
###############
script nz {
    input data         = volume;
    input replacement  = 0;
    def ret_val = if IsNaN(data) then replacement else data;
    plot return = ret_val;
}
# volVWAP
script VVWAP {
    input src = close;
    def timeFrame = AggregationPeriod.DAY;
    def v = volume;
    def cap = GetAggregationPeriod();
    def errorInAggregation = cap >= AggregationPeriod.WEEK;
    Assert(!errorInAggregation, "timeFrame should be not less than current chart aggregation period");
    def yyyyMmDd = GetYYYYMMDD();
    def periodIndx = yyyyMmDd;
    def isPeriodRolled = CompoundValue(1, periodIndx != periodIndx[1], yes);
    def volumeSum;
    def volumeVwapSum;
    if (isPeriodRolled) {
        volumeSum = v;
        volumeVwapSum = v * src;
    } else {
        volumeSum     = CompoundValue(1, volumeSum[1] + v, v);
        volumeVwapSum = CompoundValue(1, volumeVwapSum[1] + v * src, v * src);
    }
    def price = volumeVwapSum / volumeSum;
    plot return = price;
}
#ma(source, length, type) =>
script ma {
    input source = close;
    input length = 10;
    input type   = "SMA";

    def ma;
    ma = if type == "VWAP" then VVWAP(source) else
     if type == "SMA" then SimpleMovingAvg(source, length) else
     if type == "EMA" then ExpAverage(source, length) else
     if type == "WMA" then WMA(source, length) else
     if type == "HMA" then WMA(2 * WMA(source, length / 2) - WMA(source, length), Round(Sqrt(length)))
       else if IsNaN(ma[1]) then SimpleMovingAvg(source, length) else
             (ma[1] * (length - 1) + source) / length;
    plot result = ma;
}
#_rate(cond) =>
script _rate {
    input cond = 1;
    def o = open; def c = close; def l = low;
    def criteria = if cond == 1 then o <= c else o > c;
    def tw = high - Max(o, c) ;
    def bw = Min(o, c) - l;
    def body = AbsValue(c - o);
    def ret  = 0.5 * (tw + bw + (if criteria then 2 * body else 0)) / (tw + bw + body);
    def rate = if nz(ret) == 0 then 0.5 else ret;
    plot Result = rate;
}
def deltaup   = vo * _rate(1);
def deltadown = vo * _rate(0);
def delta     = if cl >= op then deltaup else -deltadown;
def cumdelta1;
if isNaN(isPeriodRolled) {
    cumdelta1 = TotalSum(delta);
 } else {
      if (isPeriodRolled) {
            cumdelta1 = delta;
    } else {
    cumdelta1  = CompoundValue(1, cumdelta1[1] + delta, delta);
}}

def cumdelta  = cumdelta1;

def o;
def h;
def l;
def c;
def ctl;

if linestyle != linestyle.Line
then {
    o = cumdelta[1];
    h = Max(cumdelta, cumdelta[1]);
    l = Min(cumdelta, cumdelta[1]);
    c = cumdelta;
    ctl = na;
} else {
    o = na;
    h = na;
    l = na;
    c = na;
    ctl = cumdelta;
}
def LineClose = ExpAverage((cumdelta[1] + Max(cumdelta, cumdelta[1]) + Min(cumdelta, cumdelta[1]) + cumdelta) / 4, 5);
def LineOpen = ExpAverage(if IsNaN(LineOpen[1]) then (cumdelta[1] + cumdelta) / 2 else (LineOpen[1] + LineClose[1]) / 2, 5);

plot Line = ctl;
Line.AssignValueColor( if LineClose >= LineOpen then CreateColor(8, 153, 129) else
         if LineClose < LineOpen  then CreateColor(239, 83, 80) else Color.GRAY);
Line.SetLineWeight(2);

##############
def _Close = (o + h + l + c) / 4;
def _Open = if IsNaN(_Open[1]) then (o + c) / 2 else (_Open[1] + _Close[1]) / 2;
def _High = Max(Max(h, _Open), _Close);
def _Low = Min(Min(l, _Open), _Close);

def haClose = if linestyle==linestyle.HeikinAshi then _Close else c;
def haOpen  = if linestyle==linestyle.HeikinAshi then _Open  else o;
def haHigh  = if linestyle==linestyle.HeikinAshi then _High  else h;
def haLow   = if linestyle==linestyle.HeikinAshi then _Low   else l;

def Color = if haClose >= haOpen then 1 else -1;

# Plot UP candle

def UpO;
def UpH;
def UpL;
def UpC;

if Color > 0
then {
    UpO = haOpen ;
    UpH = haHigh ;
    UpL = haLow ;
    UpC = haClose;
} else
{
    UpO = na;
    UpH = na;
    UpL = na;
    UpC = na;
}
# Plot DOWN candle
def DnO;
def DnH;
def DnL;
def DnC;
if Color < 0
then {
    DnO = haOpen ;
    DnH = haHigh ;
    DnL = haLow ;
    DnC = haClose;
} else
{
    DnO = na;
    DnH = na;
    DnL = na;
    DnC = na;
}

# Plot the new Chart
AddChart(high = UpH , low = UpL , open = UpC,  close = UpO,
         type = ChartType.CANDLE, growcolor =  CreateColor(8, 153, 129));

AddChart(high = DnH , low = DnL , open = DnO,  close = DnC,
         type = ChartType.CANDLE, growcolor =  CreateColor(239, 83, 80));

## Plot MA Lines
plot AvgLine = ma(ctl, maLength, maType);
AvgLine.SetPaintingStrategy(PaintingStrategy.LINE);
AvgLine.SetHiding(!ShowMovAvg);

plot HaAvgLine = ma(haClose, maLength, maType);
HaAvgLine.SetPaintingStrategy(PaintingStrategy.LINE);
HaAvgLine.SetHiding(!ShowMovAvg);

### Band
def offs = (1.6185 * StDev(if linestyle != linestyle.Line then haClose else ctl, maLength));
def upBand = (if linestyle != linestyle.Line then HaAvgLine else AvgLine) + offs;
def dnBand = (if linestyle != linestyle.Line then HaAvgLine else AvgLine) - offs;

def BandColor = if (if(linestyle!=linestyle.Line,haClose,ctl)) > upBand then 1 else
                if (if(linestyle!=linestyle.Line,haClose,ctl)) < dnBand then -1 else 0;

plot Oband = upBand;
Oband.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else CreateColor(100, 181, 246));
Oband.SetHiding(!ShowBand);

plot Sband = dnBand;
Sband.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else CreateColor(100, 181, 246));
Sband.SetHiding(!ShowBand);

AvgLine.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else Color.WHITE);
HaAvgLine.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else Color.WHITE);

### Background
AddCloud(if BackgroundColor then
if (if(linestyle!=linestyle.Line,haClose,ctl)) > Oband then Double.POSITIVE_INFINITY else if
(if linestyle != linestyle.Line then haClose else ctl) < Sband then Double.NEGATIVE_INFINITY else na else na,
if (if linestyle != linestyle.Line then haClose else ctl) > Oband then Double.NEGATIVE_INFINITY else if
(if linestyle != linestyle.Line then haClose else ctl) < Sband then Double.POSITIVE_INFINITY else na, Color.DARK_GREEN, Color.DARK_RED);

### Bar Color
def Exup = if linestyle != linestyle.Line then (Color > 0 and BandColor > 0)
           else (LineClose >= LineOpen and BandColor > 0);
def up   = if linestyle != linestyle.Line then (Color > 0 and BandColor <= 0)
           else (LineClose >= LineOpen and BandColor <= 0) ;
def Exdn = if linestyle != linestyle.Line then (Color < 0 and BandColor < 0)
           else (LineClose < LineOpen and BandColor < 0);
def dn   = if linestyle != linestyle.Line then (Color < 0 and BandColor >= 0)
           else (LineClose < LineOpen and BandColor >= 0);

AssignPriceColor(if BarColor then
                 if Exup then Color.GREEN else
                 if up   then Color.DARK_GREEN else
                 if dn   then Color.DARK_RED else
                 if Exdn then Color.RED else Color.GRAY else Color.CURRENT);

### END
 
samer800 said:
have you tried below code?
CSS: 
#study("Cumulative Delta Volume", "CDV")
#https://www.tradingview.com/script/vB1T3EMp-Cumulative-Delta-Volume/
# Created based on LonesomeTheBlue code above - Sam4Cok @ 08/2022
# Added time reset option, Added VWAP option - Sam4Cok@Samer800 - 11/2022

declare lower;
input linestyle = {default HeikinAshi, Candle, Line};
input timeFrame = {default DAY, WEEK, MONTH, ALL};
input maType    = {SMMA,default VWAP, SMA, HMA, EMA, WMA};
input maLength  = 50;   #"MA Length"
input BarColor = no;
input BackgroundColor = yes;
input ShowMovAvg = yes;
input ShowBand = no;

def na = Double.NaN;
def cl = close; def op = open; def vo = volume;
def yyyyMmDd = GetYYYYMMDD();
def periodIndx;
switch (timeFrame) {
case DAY:
    periodIndx = yyyyMmDd;
case WEEK:
    periodIndx = Floor((DaysFromDate(First(yyyyMmDd)) + GetDayOfWeek(First(yyyyMmDd))) / 7);
case MONTH:
    periodIndx = RoundDown(yyyyMmDd / 100, 0);
case ALL:
    periodIndx = na;
}
def isPeriodRolled = CompoundValue(1, periodIndx != periodIndx[1], yes);
###############
script nz {
    input data         = volume;
    input replacement  = 0;
    def ret_val = if IsNaN(data) then replacement else data;
    plot return = ret_val;
}
# volVWAP
script VVWAP {
    input src = close;
    def timeFrame = AggregationPeriod.DAY;
    def v = volume;
    def cap = GetAggregationPeriod();
    def errorInAggregation = cap >= AggregationPeriod.WEEK;
    Assert(!errorInAggregation, "timeFrame should be not less than current chart aggregation period");
    def yyyyMmDd = GetYYYYMMDD();
    def periodIndx = yyyyMmDd;
    def isPeriodRolled = CompoundValue(1, periodIndx != periodIndx[1], yes);
    def volumeSum;
    def volumeVwapSum;
    if (isPeriodRolled) {
        volumeSum = v;
        volumeVwapSum = v * src;
    } else {
        volumeSum     = CompoundValue(1, volumeSum[1] + v, v);
        volumeVwapSum = CompoundValue(1, volumeVwapSum[1] + v * src, v * src);
    }
    def price = volumeVwapSum / volumeSum;
    plot return = price;
}
#ma(source, length, type) =>
script ma {
    input source = close;
    input length = 10;
    input type   = "SMA";

    def ma;
    ma = if type == "VWAP" then VVWAP(source) else
     if type == "SMA" then SimpleMovingAvg(source, length) else
     if type == "EMA" then ExpAverage(source, length) else
     if type == "WMA" then WMA(source, length) else
     if type == "HMA" then WMA(2 * WMA(source, length / 2) - WMA(source, length), Round(Sqrt(length)))
       else if IsNaN(ma[1]) then SimpleMovingAvg(source, length) else
             (ma[1] * (length - 1) + source) / length;
    plot result = ma;
}
#_rate(cond) =>
script _rate {
    input cond = 1;
    def o = open; def c = close; def l = low;
    def criteria = if cond == 1 then o <= c else o > c;
    def tw = high - Max(o, c) ;
    def bw = Min(o, c) - l;
    def body = AbsValue(c - o);
    def ret  = 0.5 * (tw + bw + (if criteria then 2 * body else 0)) / (tw + bw + body);
    def rate = if nz(ret) == 0 then 0.5 else ret;
    plot Result = rate;
}
def deltaup   = vo * _rate(1);
def deltadown = vo * _rate(0);
def delta     = if cl >= op then deltaup else -deltadown;
def cumdelta1;
if isNaN(isPeriodRolled) {
    cumdelta1 = TotalSum(delta);
 } else {
      if (isPeriodRolled) {
            cumdelta1 = delta;
    } else {
    cumdelta1  = CompoundValue(1, cumdelta1[1] + delta, delta);
}}

def cumdelta  = cumdelta1;

def o;
def h;
def l;
def c;
def ctl;

if linestyle != linestyle.Line
then {
    o = cumdelta[1];
    h = Max(cumdelta, cumdelta[1]);
    l = Min(cumdelta, cumdelta[1]);
    c = cumdelta;
    ctl = na;
} else {
    o = na;
    h = na;
    l = na;
    c = na;
    ctl = cumdelta;
}
def LineClose = ExpAverage((cumdelta[1] + Max(cumdelta, cumdelta[1]) + Min(cumdelta, cumdelta[1]) + cumdelta) / 4, 5);
def LineOpen = ExpAverage(if IsNaN(LineOpen[1]) then (cumdelta[1] + cumdelta) / 2 else (LineOpen[1] + LineClose[1]) / 2, 5);

plot Line = ctl;
Line.AssignValueColor( if LineClose >= LineOpen then CreateColor(8, 153, 129) else
         if LineClose < LineOpen  then CreateColor(239, 83, 80) else Color.GRAY);
Line.SetLineWeight(2);

##############
def _Close = (o + h + l + c) / 4;
def _Open = if IsNaN(_Open[1]) then (o + c) / 2 else (_Open[1] + _Close[1]) / 2;
def _High = Max(Max(h, _Open), _Close);
def _Low = Min(Min(l, _Open), _Close);

def haClose = if linestyle==linestyle.HeikinAshi then _Close else c;
def haOpen  = if linestyle==linestyle.HeikinAshi then _Open  else o;
def haHigh  = if linestyle==linestyle.HeikinAshi then _High  else h;
def haLow   = if linestyle==linestyle.HeikinAshi then _Low   else l;

def Color = if haClose >= haOpen then 1 else -1;

# Plot UP candle

def UpO;
def UpH;
def UpL;
def UpC;

if Color > 0
then {
    UpO = haOpen ;
    UpH = haHigh ;
    UpL = haLow ;
    UpC = haClose;
} else
{
    UpO = na;
    UpH = na;
    UpL = na;
    UpC = na;
}
# Plot DOWN candle
def DnO;
def DnH;
def DnL;
def DnC;
if Color < 0
then {
    DnO = haOpen ;
    DnH = haHigh ;
    DnL = haLow ;
    DnC = haClose;
} else
{
    DnO = na;
    DnH = na;
    DnL = na;
    DnC = na;
}

# Plot the new Chart
AddChart(high = UpH , low = UpL , open = UpC,  close = UpO,
         type = ChartType.CANDLE, growcolor =  CreateColor(8, 153, 129));

AddChart(high = DnH , low = DnL , open = DnO,  close = DnC,
         type = ChartType.CANDLE, growcolor =  CreateColor(239, 83, 80));

## Plot MA Lines
plot AvgLine = ma(ctl, maLength, maType);
AvgLine.SetPaintingStrategy(PaintingStrategy.LINE);
AvgLine.SetHiding(!ShowMovAvg);

plot HaAvgLine = ma(haClose, maLength, maType);
HaAvgLine.SetPaintingStrategy(PaintingStrategy.LINE);
HaAvgLine.SetHiding(!ShowMovAvg);

### Band
def offs = (1.6185 * StDev(if linestyle != linestyle.Line then haClose else ctl, maLength));
def upBand = (if linestyle != linestyle.Line then HaAvgLine else AvgLine) + offs;
def dnBand = (if linestyle != linestyle.Line then HaAvgLine else AvgLine) - offs;

def BandColor = if (if(linestyle!=linestyle.Line,haClose,ctl)) > upBand then 1 else
                if (if(linestyle!=linestyle.Line,haClose,ctl)) < dnBand then -1 else 0;

plot Oband = upBand;
Oband.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else CreateColor(100, 181, 246));
Oband.SetHiding(!ShowBand);

plot Sband = dnBand;
Sband.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else CreateColor(100, 181, 246));
Sband.SetHiding(!ShowBand);

AvgLine.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else Color.WHITE);
HaAvgLine.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else Color.WHITE);

### Background
AddCloud(if BackgroundColor then
if (if(linestyle!=linestyle.Line,haClose,ctl)) > Oband then Double.POSITIVE_INFINITY else if
(if linestyle != linestyle.Line then haClose else ctl) < Sband then Double.NEGATIVE_INFINITY else na else na,
if (if linestyle != linestyle.Line then haClose else ctl) > Oband then Double.NEGATIVE_INFINITY else if
(if linestyle != linestyle.Line then haClose else ctl) < Sband then Double.POSITIVE_INFINITY else na, Color.DARK_GREEN, Color.DARK_RED);

### Bar Color
def Exup = if linestyle != linestyle.Line then (Color > 0 and BandColor > 0)
           else (LineClose >= LineOpen and BandColor > 0);
def up   = if linestyle != linestyle.Line then (Color > 0 and BandColor <= 0)
           else (LineClose >= LineOpen and BandColor <= 0) ;
def Exdn = if linestyle != linestyle.Line then (Color < 0 and BandColor < 0)
           else (LineClose < LineOpen and BandColor < 0);
def dn   = if linestyle != linestyle.Line then (Color < 0 and BandColor >= 0)
           else (LineClose < LineOpen and BandColor >= 0);

AssignPriceColor(if BarColor then
                 if Exup then Color.GREEN else
                 if up   then Color.DARK_GREEN else
                 if dn   then Color.DARK_RED else
                 if Exdn then Color.RED else Color.GRAY else Color.CURRENT);

### END
Click to expand...
Excellent work Samer800 Thank You
 
K_O_Trader said:
Any way to put a second moving average on this indicator?
Click to expand...
try the below

CSS: 
#study("Cumulative Delta Volume", "CDV")
#https://www.tradingview.com/script/vB1T3EMp-Cumulative-Delta-Volume/
# Created based on LonesomeTheBlue code above - Sam4Cok @ 08/2022
# Added time reset option, Added VWAP option - Sam4Cok@Samer800 - 11/2022
# Added Scrond Mov Avg by Sam4COK@Samer800 - 12/2022

declare lower;
input linestyle = {default HeikinAshi, Candle, Line};
input timeFrame = {default DAY, WEEK, MONTH, ALL};
input maType    = {SMMA,default VWAP, SMA, HMA, EMA, WMA};
input ma2Type    = {default SMMA,VWAP, SMA, HMA, EMA, WMA};
input maLength  = 50;   #"MA Length"
input ma2Length  = 10;   #"MA Length"
input BarColor = no;
input BackgroundColor = yes;
input ShowMovAvg = yes;
input ShowBand = no;

def na = Double.NaN;
def cl = close; def op = open; def vo = volume;
def yyyyMmDd = GetYYYYMMDD();
def periodIndx;
switch (timeFrame) {
case DAY:
    periodIndx = yyyyMmDd;
case WEEK:
    periodIndx = Floor((DaysFromDate(First(yyyyMmDd)) + GetDayOfWeek(First(yyyyMmDd))) / 7);
case MONTH:
    periodIndx = RoundDown(yyyyMmDd / 100, 0);
case ALL:
    periodIndx = na;
}
def isPeriodRolled = CompoundValue(1, periodIndx != periodIndx[1], yes);
###############
script nz {
    input data         = volume;
    input replacement  = 0;
    def ret_val = if IsNaN(data) then replacement else data;
    plot return = ret_val;
}
# volVWAP
script VVWAP {
    input src = close;
    def timeFrame = AggregationPeriod.DAY;
    def v = volume;
    def cap = GetAggregationPeriod();
    def errorInAggregation = cap >= AggregationPeriod.WEEK;
    Assert(!errorInAggregation, "timeFrame should be not less than current chart aggregation period");
    def yyyyMmDd = GetYYYYMMDD();
    def periodIndx = yyyyMmDd;
    def isPeriodRolled = CompoundValue(1, periodIndx != periodIndx[1], yes);
    def volumeSum;
    def volumeVwapSum;
    if (isPeriodRolled) {
        volumeSum = v;
        volumeVwapSum = v * src;
    } else {
        volumeSum     = CompoundValue(1, volumeSum[1] + v, v);
        volumeVwapSum = CompoundValue(1, volumeVwapSum[1] + v * src, v * src);
    }
    def price = volumeVwapSum / volumeSum;
    plot return = price;
}
#ma(source, length, type) =>
script ma {
    input source = close;
    input length = 10;
    input type   = "SMA";

    def ma;
    ma = if type == "VWAP" then VVWAP(source) else
     if type == "SMA" then SimpleMovingAvg(source, length) else
     if type == "EMA" then ExpAverage(source, length) else
     if type == "WMA" then WMA(source, length) else
     if type == "HMA" then WMA(2 * WMA(source, length / 2) - WMA(source, length), Round(Sqrt(length)))
       else if IsNaN(ma[1]) then SimpleMovingAvg(source, length) else
             (ma[1] * (length - 1) + source) / length;
    plot result = ma;
}
#_rate(cond) =>
script _rate {
    input cond = 1;
    def o = open; def c = close; def l = low;
    def criteria = if cond == 1 then o <= c else o > c;
    def tw = high - Max(o, c) ;
    def bw = Min(o, c) - l;
    def body = AbsValue(c - o);
    def ret  = 0.5 * (tw + bw + (if criteria then 2 * body else 0)) / (tw + bw + body);
    def rate = if nz(ret) == 0 then 0.5 else ret;
    plot Result = rate;
}
def deltaup   = vo * _rate(1);
def deltadown = vo * _rate(0);
def delta     = if cl >= op then deltaup else -deltadown;
def cumdelta1;
if isNaN(isPeriodRolled) {
    cumdelta1 = TotalSum(delta);
 } else {
      if (isPeriodRolled) {
            cumdelta1 = delta;
    } else {
    cumdelta1  = CompoundValue(1, cumdelta1[1] + delta, delta);
}}

def cumdelta  = cumdelta1;

def o;
def h;
def l;
def c;
def ctl;

if linestyle != linestyle.Line
then {
    o = cumdelta[1];
    h = Max(cumdelta, cumdelta[1]);
    l = Min(cumdelta, cumdelta[1]);
    c = cumdelta;
    ctl = na;
} else {
    o = na;
    h = na;
    l = na;
    c = na;
    ctl = cumdelta;
}
def LineClose = ExpAverage((cumdelta[1] + Max(cumdelta, cumdelta[1]) + Min(cumdelta, cumdelta[1]) + cumdelta) / 4, 5);
def LineOpen = ExpAverage(if IsNaN(LineOpen[1]) then (cumdelta[1] + cumdelta) / 2 else (LineOpen[1] + LineClose[1]) / 2, 5);

plot Line = ctl;
Line.AssignValueColor( if LineClose >= LineOpen then CreateColor(8, 153, 129) else
         if LineClose < LineOpen  then CreateColor(239, 83, 80) else Color.GRAY);
Line.SetLineWeight(2);

##############
def _Close = (o + h + l + c) / 4;
def _Open = if IsNaN(_Open[1]) then (o + c) / 2 else (_Open[1] + _Close[1]) / 2;
def _High = Max(Max(h, _Open), _Close);
def _Low = Min(Min(l, _Open), _Close);

def haClose = if linestyle==linestyle.HeikinAshi then _Close else c;
def haOpen  = if linestyle==linestyle.HeikinAshi then _Open  else o;
def haHigh  = if linestyle==linestyle.HeikinAshi then _High  else h;
def haLow   = if linestyle==linestyle.HeikinAshi then _Low   else l;

def Color = if haClose >= haOpen then 1 else -1;

# Plot UP candle

def UpO;
def UpH;
def UpL;
def UpC;

if Color > 0
then {
    UpO = haOpen ;
    UpH = haHigh ;
    UpL = haLow ;
    UpC = haClose;
} else
{
    UpO = na;
    UpH = na;
    UpL = na;
    UpC = na;
}
# Plot DOWN candle
def DnO;
def DnH;
def DnL;
def DnC;
if Color < 0
then {
    DnO = haOpen ;
    DnH = haHigh ;
    DnL = haLow ;
    DnC = haClose;
} else
{
    DnO = na;
    DnH = na;
    DnL = na;
    DnC = na;
}

# Plot the new Chart
AddChart(high = UpH , low = UpL , open = UpC,  close = UpO,
         type = ChartType.CANDLE, growcolor =  CreateColor(8, 153, 129));

AddChart(high = DnH , low = DnL , open = DnO,  close = DnC,
         type = ChartType.CANDLE, growcolor =  CreateColor(239, 83, 80));

## Plot MA Lines
plot AvgLine = ma(ctl, maLength, maType);
AvgLine.SetHiding(!ShowMovAvg);
plot AvgLine2 = ma(ctl, ma2Length, ma2Type);
AvgLine.SetHiding(!ShowMovAvg);

plot HaAvgLine = ma(haClose, maLength, maType);
HaAvgLine.SetHiding(!ShowMovAvg);
plot HaAvgLine2 = ma(haClose, ma2Length, ma2Type);
HaAvgLine2.SetHiding(!ShowMovAvg);
### Band
def offs = (1.6185 * StDev(if linestyle != linestyle.Line then haClose else ctl, maLength));
def upBand = (if linestyle != linestyle.Line then HaAvgLine else AvgLine) + offs;
def dnBand = (if linestyle != linestyle.Line then HaAvgLine else AvgLine) - offs;

def BandColor = if (if(linestyle!=linestyle.Line,haClose,ctl)) > upBand then 1 else
                if (if(linestyle!=linestyle.Line,haClose,ctl)) < dnBand then -1 else 0;

plot Oband = upBand;
Oband.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else CreateColor(100, 181, 246));
Oband.SetHiding(!ShowBand);

plot Sband = dnBand;
Sband.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else CreateColor(100, 181, 246));
Sband.SetHiding(!ShowBand);

AvgLine.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else Color.WHITE);
AvgLine2.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else Color.WHITE);
HaAvgLine.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else Color.WHITE);
HaAvgLine2.AssignValueColor(if BandColor > 0 then Color.GREEN else
                       if BandColor < 0 then Color.RED else Color.WHITE);

### Background
AddCloud(if BackgroundColor then
if (if(linestyle!=linestyle.Line,haClose,ctl)) > Oband then Double.POSITIVE_INFINITY else if
(if linestyle != linestyle.Line then haClose else ctl) < Sband then Double.NEGATIVE_INFINITY else na else na,
if (if linestyle != linestyle.Line then haClose else ctl) > Oband then Double.NEGATIVE_INFINITY else if
(if linestyle != linestyle.Line then haClose else ctl) < Sband then Double.POSITIVE_INFINITY else na, Color.DARK_GREEN, Color.DARK_RED);

### Bar Color
def Exup = if linestyle != linestyle.Line then (Color > 0 and BandColor > 0)
           else (LineClose >= LineOpen and BandColor > 0);
def up   = if linestyle != linestyle.Line then (Color > 0 and BandColor <= 0)
           else (LineClose >= LineOpen and BandColor <= 0) ;
def Exdn = if linestyle != linestyle.Line then (Color < 0 and BandColor < 0)
           else (LineClose < LineOpen and BandColor < 0);
def dn   = if linestyle != linestyle.Line then (Color < 0 and BandColor >= 0)
           else (LineClose < LineOpen and BandColor >= 0);

AssignPriceColor(if BarColor then
                 if Exup then Color.GREEN else
                 if up   then Color.DARK_GREEN else
                 if dn   then Color.DARK_RED else
                 if Exdn then Color.RED else Color.GRAY else Color.CURRENT);

### END
 
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