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Direct MessagesDate/Time: Tue, 14 May 2024 23:50:51 +0000
Post From: NBCV - Daily Delta
| [2021-02-13 09:49:36] |
| IC2021 - Posts: 8 |
|
HI guys, I'm trying to copy a Delta market version of NBCV. I'm using an SP 500 chart from 2017 to compare my Sierra chart with that Market delta chart. So far I've got exactly the same volume number, and exactly the same Delta for the bar (5min rotation). I'm struggling to get the exact corresponded Cumulative Delta(DeltaDay) number on Sierra. i.e. it seems the cumulative delta(delta day) Number is a constant difference of 345 contracts (less) than the one on Market Delta. A month after it seems that there is a bigger constant difference of 485 contracts. where is this difference coming from and how can I adjust it? P.S. i hope i got this right: is my understanding that "cumultaive sum of ask volume bid volume difference- Day (sg10)" is the cumulative delta for the day/DeltaDay.. Thanks! |