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Date/Time: Thu, 09 May 2024 00:42:06 +0000



Post From: Platform differences for cumulative delta bars study when filtering volume

[2021-07-26 23:24:15]
User558907 - Posts: 5
Hi,
I am on a trial of Sierra chart and am planning on continuing after the trial. I am currently with Investor RT and I am trying to recreate my charts I have developed over the years. One thing that I am having trouble creating is the volume delta charts with volume filtering. Using IQFeed, the delta I get when filtering for volume using IRT is very different than when using Sierra charts (with IQFeed). Is there a difference in how IRT and Sierra calculates the volume filtering, or is Sierra not compatible with IQFeed for volume delta? As far as I can tell, I have the settings (tick data, etc) correct and you are both using ask v bid volume. Thank you for any thoughts you have on this.