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Date/Time: Mon, 20 May 2024 15:42:39 +0000



Post From: Cumulative Delta Bars - Volume

[2015-01-23 17:24:01]
User28682 - Posts: 233
Cumulative Delta Bars - Volume is the cumulative sum, over the data in the chart or the trading day, of the difference between the Ask Volume and the Bid Volume, displayed as High-Low CandleStick bars.

Does this assume all volume is accounted for?, so when the spread between the bid/ask allows a trade in between, that volume is assigned a +/- based on the trade being an uptick or downtick?

Any instances where some volume is NOT assigned a +/-?

Overall, if your global setting is set to "Ticks" is this study accurate if I am using SC as my data provider?

Thanks

Tom