Date/Time: Mon, 05 Jun 2023 13:49:08 +0000
Post From: Questions regarding additional data arrays
|tomgilb - Posts: 3635|
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