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Post From: Cumulative Delta Volume odd chart

[2013-09-06 15:10:44] Link To Thread - Link To Post [Go To First Post]
Sawtooth - Posts: 3989
I use TT data as well. It is fast and reliable, but has poor bid/ask accuracy. The Cumulative Delta Bars - Up/Down Tick Volume study with TT data is very close to the Cumulative Delta Bars - Volume study with IQFeed data. Attached is a comparison I did last year. The upper panel is Cumulative Delta Bars - Volume study with IQFeed data. The middle panel is Cumulative Delta Bars - Volume study with TT data. The lower panel has cumulative delta bars made from Up/Down ticks with TT data. Date Time Of Last Edit: 2013-09-06 15:11:43


cum_delta.png / V - Attached On 2013-09-06 15:09:40 UTC - Size: 45.1 KB - 1011 views