Login Page - Create Account

Support Board


Date/Time: Wed, 03 Sep 2025 19:33:22 +0000



Post From: Finish Ask/Bid Volume Delta and historical Pullback ask volume bid volume difference

[2025-09-02 03:50:48]
User315753 - Posts: 27
Hello Sierra Chart Support,

I’m trying to fully understand the difference between finish Ask/Bid Volume difference and show historical Pullback ask volume bid volume difference within a single bar. From my observations:

Finish Delta measures the distance (delta) from the last updated extreme delta (high or low) in the bar.

Historical Pullback tracks the retracement (delta) from both high and low extremes independently.

When I ignore the non-dominant side in historical Pullback- the side that did not make the most recent high or low- , the values are very close to finish Delta but sometimes differ by 1–4 delta.

Could you clarify:

Are these minor differences expected due to tick timing, update sequence, or internal calculation order?

Is it correct to say that, if we only consider the last dominant extreme, finish Delta and historical pullback should otherwise be numerically identical?

I want to ensure my understanding of these calculations is correct.

Thank you