Aggr. CDV / Delta Volume - InFinito

2022년 4월 11일

Modified & Updated script from MARKET VOLUME by Ricardo M Arjona xel_arjona that Includes Aggregated Volume, Delta Volume, Volume by Side

Aggregation code originally from Crypt0rus
Candle Plotting code from LonesomeTheBlue

***The indicator can be used for any coin/symbol to aggregate volume , but it has to be set up manually***
***The indicator can be used with specific symbol data only by disabling the aggregation option, which allows for it to be used on any symbol***

- Calculated based on Aggregated Volume instead of by symbol volume . Using aggregated data makes it more accurate and allows to compare volume flow between different kinds of markets (Spot, Futures , Perpetuals, Futures+Perpetuals and All Volume ).

- As well, in order to make the data as accurate as possible, the data from each exchange aggregated is normalized to report always in terms of 1 BTC . In case this indicator is used for another symbol, the calculations can be adjusted manually to make it always report data in terms of 1 contract/coin.


All Aggregated Volume By Side: Based of Xel_Arjona's calculation, buy and sell volume is estimated each period. This indicators can display both Buy Volume and Sell Volume for each period.

Aggregated Delta Volume By Side: Displays the difference between Buy & Sell Volume as Delta (Down if Sell Vol - Up if Buy Vol)

Aggregated Cumulative Delta Volume: Displays the sum of Delta Volume as a line, candles or Heiken Aishi Candles. Great for observing Volume Flow and spotting divergences
- It is Possible to add an MA to the CVD and to color fill in between the indicator and the MA
- It is possible to reset the indicators basis to 0 periodically

2022년 8월 12일

릴리즈 노트

- IN ORDER TO IMPROVE CVD FUNCTIONALITY AND TO INCREASE INDICATOR SIMPLICITY, DELTA VOLUME BY SIDE FUNCTIONALITY HAS BEEN REMOVED (AND WILL BE PUBLISHED AS A SEPARATE INDICATOR)

- THE ISSUE WITH AUTO SCALING CVD HAS BEEN FIXED

2022년 10월 20일

릴리즈 노트

• Fixed Aggregation Error
  

2023년 3월 5일

릴리즈 노트

• Set default to OFF on FTX pairs to improve accuracy
  
• Set default MA setting to ON
  

2023년 4월 15일

릴리즈 노트

Fixed Invalid Symbol Error

2023년 4월 30일

릴리즈 노트

- Fixed Invalid Symbol Error

2023년 12월 12일

릴리즈 노트

• FIXED INVALID SYMBOL ERROR
  

2023년 12월 12일

릴리즈 노트

• Modified Presets to current relevant exchanges
  

8월 19일

릴리즈 노트

Removed older invalid symbol and replaced for USDC symbol. Should work in default now