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Date/Time: Mon, 25 Nov 2024 13:25:51 +0000

Post From: SPY - CVD Study - Miscalculation****

[2024-03-10 22:27:37] Link To Thread - Link To Post [Go To First Post]
User677437 - Posts: 29
I have SPY open on a 1 minute chart with cumulative volume delta study, set to normal default settings, (no, 10, yes, no). There is a drastic difference between the actual volume study. It's impossible for cumulative delta to trend negatively with price, diverging from CVD for an hour long trend. Trading view has the correct calculation for reference. My next question pertains is this a CVD study miscalculation, or the underlying volume data in equities? I'd say it's more likely the latter, since my experience with CVD in futures hasn't had any problems. Or maybe there is a limit in the size or speed of the CVD calculation. Thank you. Hope this can get resolved in a future update. Date Time Of Last Edit: 2024-03-10 22:33:18


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