Cumulative Volume and Cumulative Volume Delta Indicator for Multichart .NET (PowerLanguage)
€30-250 EUR
Closed
Posted almost 3 years ago
€30-250 EUR
Paid on delivery
I need an indicator for Multichart .NET based on real single trade data (single tick, historical and current one). The indicator calculates and displays the Cumulative Volume, its average, the Cumulative Volume Delta (ask-bid pressure) and its average. The inputs are
1. the time range for the sum of volumes for CV (in seconds)
2. number of periods for the CV average
3. the time range for the sum of volumes for CVD (in seconds)
4. number of periods for the CVD average
Each of the 4 lines can be set visible or invisible and the style can be defined by the user.
For every trade detected (tick):
1. CV it is summed the volume to the volumes of the other trades within the same range as defined by the input parameters. For instance, if the user-defined as range 300 seconds (5 minutes) and the time setting for the bars is 1 minute, the indicator shows the sum of REAL volume traded in all ticks exchanged in the last 300 seconds. It is prevented that the user defines a time range shorter than the current bar settings.
2. CV average: simply the average on N periods of the previous CV indicator
3. CVD: as for CV, but it is summed 2 different values of volume: one for bid and one for ask traded volumes in the last M (300 in the above example) seconds. Then sold volumes are subtracted to the bought volumes and this value is displayed as a line. The last piece of the line will be red if negative and green if positive. The user can set to see % (with respect to CV) or actual data.
4. CVD average: in the last K periods defined by the user. In the case of visualization of tick or volume-based candle bars, if the bar formation requires more than the N/K seconds defined for CV and CVD it is summed all the volumes required for the bar formation independently to the time.
It is requested good remarks in the code. The payment will be done just if the indicator client tests will be good.
The budget available is 80 USD, for a skilled developer, this is a very fast indicator development.