Support Board
Date/Time: Sat, 10 May 2025 03:21:43 +0000
Post From: Sierra Data feed showing incorrect Cumulative Delta
[2014-10-01 23:57:01] |
rhovega - Posts: 279 |
Dear Sierra, Today using the Sierra data feed the Sierra platform plotted the incorrect Cumulative Delta. The chart showed CD moving higher while price was ripping lower. That made no sense. So I checked with a Rithmic data feed, which showed both price and CD moving lower together. Then I went to Edit / Delete all data and download. And then Sierra plotted CD differently, this time moving together with price. This is not the first time I experience this "divergence". Thanks god I don't trade Cumulative Delta divergences. I'm attaching a second example: CL Sep2. I would appreciate your feedback on this. Thank you, K |
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