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Open Feature request MC-25

Add Cumulative Volume Delta capabilities

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Please add cumulative volume delta capabilities to MultiCharts.
In short:
buy volume = traded @ ask or above
sell volume = traded @ bid or below
delta = buy volume - sell volume
Run it cumulative, session start options and so on

Steps to reproduce this issue

Feature request

Comments (2)
user-offline.png  MultiCharts Support (MultiCharts)
Jan 20, 2011 - 18:05

As far as i am concerned, FulcrumTrader from Big Mike's forum has such indicator.

user-offline.png  CrazyNasdaq (CrazyNasdaq)
Jan 22, 2011 - 12:44

This is what I've wrote in the forum about CVD
Hi,I've read this thread carefully because Delta is very important for me too.The very problem to be very accurate with the synchronization of bid/ask and trade is the time resolution and sub second sequence. Milliseconds would be very interesting, but surely the market is just going toward microsecond, so if you have millisecond in Multicharts and the market moves to microseconds, you are in the same postion than now.In my opinion the best way to project this is not using logical time based, but using sequence/counter based.What I mean is........if you collect each trade of the market and if you give it a specific unique ID and in the same time that you record that ID you record the Bid or the ask side with the same ID, you can move under microsecond not only millisecond. Time will become secondary in synchronization and you can put toghether each trade with that unique ID with the same Bid or ASK ID, so you can build even ex-post the correct sequence of trade and bid/ask even if they are not recorded in real time.This way the trade with ID # 3568 goes with ASK #3568, trade with ID#7864 goes with BID#7864 and it doesn't matter what time it is.I think this would be a better way and even if I'm not a programmer, I think it's not so hard to code.That's my thought

Issue basics
  • Type of issue
    Feature request
  • Category
  • Targeted for
    MultiCharts 7.0 (RELEASED)
  • Status
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (3)
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