kernel_phi

Delta Volume

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Estimate the bid/ask volume by dividing the period into very small fragments.
Release Notes:

Parameters:
"Fragment Size" - use "01 min" for higher accuracy and "15 min" for better loading speed
"Period of Cumulative Delta" - period of sliding sum
"EMA Period of CD" - Apply EMA to Cumulative Delta

Plot:
"Green Bar" - Buy Volume
"Red Bar" - Sell Volume
"Purple Line" - Delta Volume
"Grey Area" - Cumulative Delta

IMPORTANT:
- Only use this indicator for intraday charts or 1-D charts. DO NOT use on weekly charts.
Release Notes:

- No longer need to input "Number of Fragments" manually
- Calculation of cumulative delta modified
Release Notes: Updates:

- Fixing bugs

- Adding the feature of total sum of delta volume (unrestricted by period)
*** change the period to 0 to enable this function ***
Protected script
This script is published closed-source and you may use it freely. You can favorite it to use it on a chart. You cannot view or modify its source code.
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