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Date/Time: Sat, 10 May 2025 00:14:59 +0000
Post From: Measure Cumulative Delta on price zigzag
[2016-07-10 05:09:06] |
Bedhog - Posts: 182 |
I have an idea on how to do this... just need a hand from the spreadsheet gurus. The goal... (for example) if we just had a down leg with -1096 delta printed on the zigzag low, and price begins to retrace, I want to know if that counter-move is supported by actual volume, or if it's bouncing because of a liquidity vacuum. I am using the Ask Bid Volume Difference on the zigzag study and outputting the extra values for spreadsheets. The end result here will be a Text Display for Study From Chart showing the value contained in O3. In spreadsheet column O3, I want to identify the difference between the previous zigzag point and the current accumulated volume. Put another way: the difference between the AFn (AccumlatedVolume) from row n where n = the first non zero value found in column AE (Zig Zag Line Length) and the value found in AF3 (AccumulatedVolume). Something like this =Index($AF$4:$AF$100,MATCH(<>0,$AE$4:$AE$100,0) or =GETCORRESPONDINGMATCH($AD4:$AD12, <>0, 0, 1, 0, $AF4:$AF12, 0) In the attached image, I want to subtract AF11 from AF3 and stuff it into O3. But to find AF11, I need identify the non-zero value in AE11. O3 will eventually have the value of -1052 (-1096 + 44) Thank you. Date Time Of Last Edit: 2016-07-10 06:12:13
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