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Cumulative Volume Delta for Amibroker (AFL)

5 / 5 (Votes 1)
amibroker, oscillator, AFL, cumulative volume delta

I have coded this “cumulative volume delta” on my own, This is my first code in AFL. I am just testing it on AmiBroker through data feed. Please let me know if it is working properly. Please fix it as necessary, and mention the applied “FIX” in this post as reply. Thanks for your time. Regards.

Indicator / Formula

Copy & Paste Friendly

Apply as oscillator through "Insert" option.

_SECTION_BEGIN("Cumulative Volume Delta");
upper_wick = IIf(C>O, H-C, H-O); 
lower_wick = IIf(C>O, O-L, C-L);
spread = (H-L);

body_length = (spread - (upper_wick-lower_wick));
percent_upper_wick = (upper_wick/spread);
percent_lower_wick = (lower_wick/spread);
percent_body_length = (body_length/spread);

x= (percent_body_length+(percent_upper_wick+percent_lower_wick)/2*Volume);
y= ((percent_upper_wick+percent_lower_wick)/2*Volume);
buying_volume = IIf(C>O, x, y);
selling_volume = IIf(C<O, x, y);

cumulation_length = Param("Cumulative Length", 14, 10, 100);
cumulative_buying_volume= EMA(buying_volume, cumulation_length);
cumulative_selling_volume = EMA(selling_volume, cumulation_length); 
cumulative_volume_delta = cumulative_buying_volume - cumulative_selling_volume;

cvd_color = IIf(cumulative_volume_delta > 0, colorGreen, colorRed);

PlotGrid(0, colorBlue, pattern=9, width=2, label=True);
Plot(cumulative_volume_delta, "Cumulative Volme Delta", color=cvd_color, styleHistogram | styleThick, width=3);


1. khiru

very helpful

2. suresh

hi sir,
nice work please add delta value start from day open time it’s good for intra trading

3. suresh

is it passible to see each of candle delta value
please make changes in this code

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