I am looking to track the cumulative delta for different volume traders based on their volume with a simple line graph that shows 3 different lines with the delta for each level of trader size. Is this already done and I can not find it or is it easy to accomplish? Thanks for the help
Cumulative Delta Heatmap - #4 by Dennis_Rutjes1 this one hase cummulative delta calculated / price level as a heatmap, could be of use ?