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Date/Time: Thu, 02 May 2024 00:21:23 +0000



Post From: Adjust the aggregation time period of cumulative Delta & Up/Down volume bar studies?

[2023-05-17 21:39:28]
User763335 - Posts: 49
Hello
Looks like the following studies are calculated based on the whole session cumulatively and adjusted as the price develops on a bar by bar basis:
- Cumulative Delta Bars - Volume
- Cumulative Delta Bars - Up/Down Tick volume
- Up/Down Volume Difference Bars

This results in huge divergence between the actual price movement and the study values..,as shown in the attached screenshot. I perfectly understand, buying can be done on the bid or ask...and selling can be done on the bid or ask. But for these studies to show higher and higher ask volume continously and huge Up volume over long periods of time and the price to stay flat until market close just exaggerates the divergence and absorption hugely beyond what might be going on.

Perhaps I'm missing something in the chart or studies settings?

I'd like to know how I can adjust the aggregation time period of these studies (eg 10 bar period rolling ) so they capture/depict the most recent activity more accurately.
Thanks
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