CVD (proxy) — Approximate Order Flow

Zerodha's Kite Connect API exposes one-minute candles, not individual trades with a buyer or seller side, so genuine order flow cannot be read directly. This approximates it: for each bar, where the close sits within that bar's own high-low range -- weighted by the bar's futures volume -- estimates whether the bar leaned toward buying or selling pressure. Summed running through the session, it becomes a proxy Cumulative Volume Delta line, sharing the volume pane on its own scale since its cumulative value was never a price. The number itself matters less than its direction relative to price -- a new price high the proxy does not confirm is the signal worth noticing, not the absolute level.