Add (real) CVD indicator

It seems you have tick data based on the refresh speed. It means you could calculate market volume delta and create a CVD indicator which is very useful.

I mean Cumulative Volume Delta candles like in Sierra Chart and other proper software. It’s not the same as “CVD” in TradingView which is calculated based on candle size, direction and total volume instead of market volume delta.

I’ve used the same TV charting library in my code project and created CVD for it by creating a custom symbol NQ_CVD. But probably it can be a indicator too.