// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © calibrated89

//@version=5
indicator("~Experimental")

ltf_delta = 0.0

// Delta calculation
delta_function() =>
    vbuy=0.0, vsell=0.0, d=0.0
    if close > open
        vbuy := volume * math.abs( open/close )

    if close < open
        vsell := volume * math.abs( open/close )
    d := ta.cum(vbuy - vsell)
    d


ltf_delta_ar = request.security_lower_tf(syminfo.tickerid, "3", delta_function(), false)

ltf_delta := ltf_delta_ar.sum()

//plot(volume)
plot(ltf_delta, color = color.maroon)