I am quite certain that this already exists in the NT indy database on the forum. But the more I searched through the various indicators, the more confused I got as to the simplest way to get what I'm looking for.
Basically, a buddy of mine uses another platform, and he has sections on his charts where he can have the cumulative volume delta filtered by size & time . For example:
A chart with the cum vol delta for size above 49 lots and starting at 9:30EST
A chart with the cum vol delta for size between 20-49 and starting at 9:30EST
A chart with the cum vol delta for size between 0-19 and starting at 9:30EST
A chart of total cum vol delta regardless of size.
I think this can be done via Gomi's work, but I am at a loss in all the different indicators.
Thank you for your help !
Notes : Using NT's latest version with Kinetick data & CQG backup.
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