Cumulative Volume Delta MACD

5시간 전This is an experiment where a MACD is created from Cumulative Volume Data instead of price data. The regular CVD measures the amount of aggressive buyers/sellers (using market orders).

You typically use this in trading by spotting divergences. For example in an uptrend where the histogram is falling means that the number of aggressive sellers are increasing. By aggressive means that they want to get out of the market fast and so places market orders. It could signal a reversal of the current move.

Preliminary tests seem very useful and highly predictive. Please let me know what you think!