Support Board
Date/Time: Sat, 10 May 2025 03:31:30 +0000
Post From: Sierra Data feed showing incorrect Cumulative Delta
[2014-10-03 06:25:38] |
Bedhog - Posts: 182 |
Hello user666666. I have been using the SC Data Feed since it came out and like it very much. I use Transact and TDA data simultaneously and can see that the SCDF does not miss a beat in fast markets. I spend my *entire* days watching/counting delta and the price action will not always move in the same direction as our beliefs. There are initiative buyers and sellers that create the cumulative delta number. There are responsive buyers and sellers that *are not* reflected in the delta. For example: Delta is counting up because there are initiative buyers present, however, price action is moving lower because there is simply no support on the bid. Conversely, if there are no responsive sellers (resistance) on the offer, price will likely go higher regardless of which way delta is moving. Could this possibly explain what you are experiencing? |