Support Board
Date/Time: Wed, 03 Sep 2025 00:45:23 +0000
Finish Ask/Bid Volume Delta and historical Pullback ask volume bid volume difference
View Count: 43
| [2025-09-02 03:50:48] |
| User315753 - Posts: 27 |
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Hello Sierra Chart Support, I’m trying to fully understand the difference between finish Ask/Bid Volume difference and show historical Pullback ask volume bid volume difference within a single bar. From my observations: Finish Delta measures the distance (delta) from the last updated extreme delta (high or low) in the bar. Historical Pullback tracks the retracement (delta) from both high and low extremes independently. When I ignore the non-dominant side in historical Pullback- the side that did not make the most recent high or low- , the values are very close to finish Delta but sometimes differ by 1–4 delta. Could you clarify: Are these minor differences expected due to tick timing, update sequence, or internal calculation order? Is it correct to say that, if we only consider the last dominant extreme, finish Delta and historical pullback should otherwise be numerically identical? I want to ensure my understanding of these calculations is correct. Thank you |
| [2025-09-02 06:46:08] |
| User315753 - Posts: 27 |
|
Ok, I think I figured this out. It looks like Finish Delta uses the max or min cumulative delta in the bar, then we either subtract or add the bid/ask delta depending on whether a new high or low was made. Historical Pullback, on the other hand, is just tracking the change in delta since a new high or low without tying it back to the absolute max or min in the bar. I think that’s the key difference. Hopefully that makes sense and I got this right.
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| [2025-09-02 13:14:01] |
| John - SC Support - Posts: 41587 |
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What you state is correct. The definition of the "Finish Ask Volume Bid Volume Difference" can be found in this section: Numbers Bars: Numbers Bars Calculated Values Subgraph Descriptions The definition for the Pullback can be found here: Numbers Bars: Definition For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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