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Direct MessagesDate/Time: Fri, 03 May 2024 04:52:00 +0000
Post From: Cumulative Delta study
| [2016-03-04 10:16:48] |
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In short it indicates the cumulative sell or buy activity of those trades which are using market orders. So if it is trending up, there is more Buy market order activity hitting the Sell limit orders rather than Sell market orders hitting the Buy limit orders. The opposite when it is trending down. Correction: Not only is it to the activity of the market orders, but we would also assume even limit orders which are placed at prices identical to the opposite side in the order book. So if the best Ask is at 100 and then there is a buy limit order placed at 100, then there is a match and the aggressor would be considered the buyer. This would be a positive towards the Cumulative Delta. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-03-04 10:20:29
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