OPEN-SOURCE SCRIPT

Cumulative Volume Delta

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This indicator is called Cumulative Volume Delta (CVD), and it is the cumulative difference between buying and selling pressure.
Note, however, that it is not an exact CVD, because Pine Script does not allow you to get the Bid Volume and Ask Volume.

Instead, it uses volume and candlestick length to determine the pressure.
Example: Volume is 100, price change is +1.0% → Buying pressure is 1
  Volume is 100, price change is -0.5% → Selling pressure is 0.5

このインジケーターは、Cumulative Volume Delta(CVD)と呼ばれるもので、買い圧力と売り圧力の差を累積したものです。
しかし、Pine Scriptでは買い圧力と売り圧力(Bid VolumeとAsk Volume)を取得することはできないため、正確なCVDではないことに注意してください。

代わりに出来高とローソク足の長さで圧力を判断判断しています。
例:出来高が100、価格の変動が+1.0% → 買い圧力は1
  出来高が100、価格の変動が-0.5% → 売り圧力は0.5

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