Support Board

Date/Time: Wed, 08 May 2024 09:12:34 +0000

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

[2021-07-27 14:40:40] Link To Thread - Link To Post [Go To First Post]
John - SC Support - Posts: 31441
There may be differences in how the Cumulative Delta Bars are calculated between the systems. For how the data is determined within Sierra Chart, refer to the information here: Cumulative Delta Bars - Volume Also, it's possible that the filtering is handled differently. For example, in Sierra Chart, the filtering is done by a "Greater Than or Equal To" or "Less Than or Equal To" filtering, so if you want to filter out all data that is less than 20, but not 20 itself, then you would need to enter 19 in the "Less Than or Equal To" filter field. Whereas, it could be different in the other system. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing