The index allows you to analyze changes in tick amounts in the form of cumulative delta pubs (candlesticks). It calculates tick volumes for purchases and sales (separately) on every bar, as well as their gap. In addition, it can display volumes broken down by price clusters (figures) within the specified bar (generally the last bar). that index performs calculations similar to volumedeltamt5, but provides another display of results. there’s a variation for MetaTrader 4-cumulativedeltabars.

The indicator displays the following charts in its subwindow:

• light blue bars – where the volume of purchases exceeded the volume of sales, the body of the bar-the delta of volumes;
• orange bars – where sales volumes exceeded purchases, the body of the bar-delta of volumes;
• light green line is a smoothed EMA for cumulative Delta (open prices of the bars);
• blue and red arrows-mark those bars where the direction of the volume delta contradicts the direction of the price, which can serve as a trading signal.

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The indicator can also display a table of split volumes for the current bar in the main window. The current bar is selected using the yellow dotted vertical line (drag it to the desired location). The table rows correspond to the clusters of prices. The table contains the following columns:

• price (range from the specified value to the next one at the top);
• sales volume;
• delta between purchases and sales (positive-blue, negative-red);
• volume of purchases;
• total volume (cells with values near the maximum are highlighted in green).

• pointspercell – the number of points in one price cluster; each cluster is displayed as a separate line in the table of split volumes of the current bar (this is a kind of analogue of the Time and Sales tape); by default-10;
• lastbars – number of bars to calculate; default-1000; 0 means all bars;
• cumulativeperiod – cumulative delta calculation period, EMA; default-12;
• sticktobar0-enable / disable the mode when the yellow dotted vertical line is “glued” to the last bar, that is, it remains current all the time; by default, false;
• Corner – the corner of the main window where the table will be displayed; by default – the upper right corner;
• CellWidth – the width of table cells; default value is 40;
• CellHeight – the height of the table cells; default is 15;
• ColorBG – color of the background of the table; default is black;
• fontsize – font size in the table; default is 7;
• hidetable-disables the table with volumes in the main window; by default, false;
• hidemark-disables the price tag at the cluster level with the maximum volume; by default-false; when both the hidetable and hidemark parameters are true, the vertical line for selecting the investigated bar is also not displayed;
• splitby-the mode of splitting the candle chart – with what frequency to start counting from zero; possible options – day (by days, by default), week( by weeks), month (by months);
• Shadow-shadow display mode: cumulative ( default) – the standard method for the range of delta fluctuations, discrete-displaying the full separate volumes of buy and sell.

Acceptable timeframes: M5 and higher.

After the first placement of the indicator on the chart, it may take some time to download data from the M1 timeframe, and the lines may not be fully displayed. Wait for the indicator to be automatically recalculated.

In the first three copies of the screen (EURUSD M5), volumedeltabars is shown in the lower subwindow, and in the middle is displayed for comparison volumedeltamt5. The next two copies (EURUSD M15) show the indicator broken down by day and week.

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