CumulativeDelta

 
Hello! Any idea how to calculate cumulative delta in mql4? There are some indicators saying that they are delta indicators , but as per definition , delta calculation involves volume_ask and volum_bid which is not available in mt4. 
 
No ideas? :)
 
Daniel Cioca #:
No ideas? :)
TickVolume is a good approximation for representing real volume.

The interpretation that is used to distinguish between buy and sell volume is derived from the price. A bear candle is considered sell volume, while a bull candle is buy volume.

In MT5, you can actually use the tick data to distinguish between buy and sell ticks. In MT4 you only have this data available to you with some extra hoops for history, live you can track it in both, MT4 and MT5.