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Date/Time: Thu, 18 Jul 2024 04:58:41 +0000



Post From: Questions regarding additional data arrays

[2023-01-26 20:22:34]
Sawtooth - Posts: 4048
Volume counts # of contracts.

# of Trades counts trades of any volume.

UpTick/DownTick Volume counts times price moves up/down one tick.
(A 'tick' is the smallest price increment of an instrument/symbol.)

If you plot these studies...:
Cumulative Delta Bars - Volume
Cumulative Delta Bars - Trades
Cumulative Delta Bars - Up/Down Tick Volume
... you'll notice a strong correlation between them, but they are not the same.
Date Time Of Last Edit: 2023-01-26 20:26:14