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Direct MessagesDate/Time: Tue, 21 May 2024 09:40:38 +0000
Post From: Calculate volume of certain bars and display end of day cum delta
| [2017-01-11 20:02:21] |
| User463105 - Posts: 2 |
|
Hi, I am just wondering whether it is possible within Sierra Chart to automatically calculate cum delta of certain bars? Let's assume I want to calculate cum delta of the first and last 7 3 min bars of a session or cum delta of bars, where number of contracts/second was > x. The easier option would be to calculate cum delta of bars where volume exceeded certain size, but I can't even find this. If it is not possible, could I achieve it least via the paint bar alert condition? |