Support Board

Date/Time: Sun, 19 May 2024 02:34:29 +0000

Post From: Cumulative bars issues

[2019-10-22 17:36:08] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Thank you for clarifying this and we apologize for the delay. The basic explanation is that although the price is not changing that is not relevant to Cumulative Delta Bars. What is used in the study is Bid Volume and Ask Volume. So therefore the result you see is technically correct based on the bid volume and ask volume of each of those trades. Now whether the Bid Volume and Ask Volume is very accurate with B3 is another question. We acknowledge that it may not be very accurate at times because with the B3, we use an estimation algorithm to determine the Bid Volume and Ask Volume. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing