Version 1.2 2021.02.20
New parameter UsePriceChangeInDelta is added. It enables a special mode of volume delta calculation, when the price distance between consecutive ticks is taken into account for the volume estimation. It should be applied only for non-exchange instruments, where upward and downward price changes are translated by your broker with a bias (a skew to one side). For example, some cryptocurrencies or indices may have this issue. This is a specificity of the tick flow from some brokers or liquidity providers.
Version 1.1 2021.02.04
New option of volume delta calculation based on changes of the original symbol chart building price (bid or last) is added.
New option of volume delta calculation based on tick flags (buy/sell), applicable for exchanges only.