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Direct MessagesDate/Time: Fri, 10 May 2024 04:44:46 +0000
Cumulative Delta Bars - Volume
View Count: 978
| [2015-01-23 17:24:01] |
| User28682 - Posts: 233 |
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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 |
| [2015-01-23 17:39:43] |
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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? Yes.Any instances where some volume is NOT assigned a +/-?
No.Overall, if your global setting is set to "Ticks" is this study accurate if I am using SC as my data provider? 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 |
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