orderflow.cvd

Cumulative volume delta. On each bar it adds that bar’s delta - the balance of buying against selling, taken as at the bar’s close - to a running total, and hands you that total as one whole number per bar. The total restarts from zero on the first bar of every session. What you read is therefore the delta accumulated within the current session, not a figure running from the start of the chart, and a fall to zero at a session boundary is the restart rather than a move in the market. There are no arguments, so the session restart cannot be moved or switched off. Where a bar’s delta is na, the running total carries forward unchanged instead of becoming na.

orderflow.cvd() → series int

Returns series int — A series int: the delta accumulated since the first bar of the current session, one value per bar.

indicator("Cumulative delta")
plot(orderflow.cvd())

See also orderflow

Part of the function index.