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Direct MessagesDate/Time: Sun, 26 May 2024 13:41:24 +0000
Cumulative Delta Study
View Count: 1424
| [2015-03-01 20:46:34] |
| User711883 - Posts: 7 |
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Hello, I have a 100 delta main chart. I then added a cumulative delta study below it. I expected all the delta bars inn the study to be the same size i.e 100 delta blocks but they are not. I have this chart set up in Market Delta and all the blocks are the same size. Can you tell me what is wrong? |
 100 delta.png / V - Attached On 2015-03-01 20:45:46 UTC - Size: 58.01 KB - 651 views Attachment Deleted. |
| [2015-03-01 21:19:39] |
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It sounds like the study you want to use is Bid volume versus Ask Volume. Make sure the study Subgraph which calculates difference between the two is set to a visible Draw Style. The Cumulative Delta Bars is a totally different study and you cannot make the comparison that you are. 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 |
| [2015-03-02 02:10:50] |
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Contemplating what you wrote again, we understand what it is you are pointing out. Make sure you have a tick by tick data configuration: http://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php Also, the difference between ask volume and bid volume for Delta Volume bars is not always going to be exactly the setting. It likely will be exceeded. And you need to consider that the Cumulative Delta Bars calculate the highest and lowest difference between ask volume and bid volume for each bar. 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 |
| [2015-03-02 07:47:40] |
| User711883 - Posts: 7 |
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Thank you for the info. It seems to have improved the chart but it is still not the same. I have put a side by side screenshot to show you the difference between the market delta chart and Sierra chart. I can use historical cumulative delta levels in MD re: the red lines attached to significant pivots in the delta. This is not obvious in the Sierra chart. I would like to get 100 delta blocks showing in the Sierra chart as it is in the MD chart. I also added the BV vs AV underneath it shows delta correctly but in a straight line and not cumulatively which is what I want. Hope you can help. |
| 100 delta (2).png / V - Attached On 2015-03-02 07:46:36 UTC - Size: 141.39 KB - 532 views |
| [2015-03-04 06:16:57] |
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This is still pending review.
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 |
| [2015-03-04 12:04:49] |
| User711883 - Posts: 7 |
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I have found my mistake. I was using cumulative delta in trades and not volume. I now have the charts looking the same. Thank you for your help |
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