Support Board
Date/Time: Fri, 09 May 2025 19:04:12 +0000
Post From: Cumulative delta volume
| [2014-10-23 01:10:58] |
| batman_ - Posts: 190 |
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How to solve accurate reading for cumulative delta volume when using delta per bar chart? Attached image indicated each bar printed from cumulative delta volume is not consistent when i set 1000 or any number for delta per bar. Current setting:- SC Package 3. I have also set Intraday Data Storage Time Unit to 'Tick'. CTS is Data trade service. Continuous Futures Contract is set to Volume based rollover - back adjusted. In previous 1183 release dated on Sep 2nd, you mentioned SC Package 5 provide tick by tick historical intraday data and SC Package 3 provides at least 2 seconds minimum. Suggestion setting:- Would the cumulative delta volume improve accuracy if i change to 'SC Package 5' and choose 'Number Bar' chart instead of delta per bar chart? Date Time Of Last Edit: 2014-10-23 01:45:43
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