Cumulative Volume Delta in Python
We calculate the Cumulative Volume Delta (CVD) indicator from raw trade data using python using free tick data from Binance. Although the methods used in this video are also applicable to forex, equities, futures, etc. so long as one can obtain trade data.
⭐ Code:
https://github.com/ChadThackray/vol-d...
Binance Data:
https://data.binance.vision/
Article:
https://www.jumpstarttrading.com/volu...
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Timestamps:
00:00 - What is the cumulative volume delta?
03:15 - Preparing raw trade data
07:06 - Calculating the volume delta
11:02 - Aggregating to cumulative vol. delta
13:07 - Aggregating to OHLC candles
14:33 - Plotting candlestick charts with Plotly