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[Programming Help] - cumulative delta bars

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[2018-07-19 11:18:51] #1 [Go To First Post]
User739935 - Posts: 35
I use delta bars on all my charts and they work fine except my S&P 500,no matter if the market is going down or up the cumulative is always positive and never negative .I have checked my settings and they are good,I have them reset at each new session start,so it starts at 0 and it just stair steps up no matter if market is up or down.Can you please check it out this is an important indicator for me. Thank You Date Time Of Last Edit: 2018-07-19 20:58:23

[2018-07-19 21:01:02] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Tell us the exact symbol of the chart. 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

[2018-07-20 03:01:00] #3 [Go To First Post]
User739935 - Posts: 35
SPX500 3MIN

[2018-07-23 18:50:28] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes, we have heard about this before. There is not anything we can do. It just has to do with the data feed from FXCM. Use the symbol ESU18 instead when using the Cumulative Delta Bars studies. This will be much more accurate. This is a futures contract symbol which you will need to periodically rollover. 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: 2018-07-23 18:50:42

[2020-09-10 03:49:26] #5 [Go To First Post]
Ed C. - Posts: 98
I have a similar problem. On all three of the cumulative delta bars studies, the open/close volumes can be the same, yet the candles are drawn as red or green candles, implying that the open/close volumes are different. Please see attached image - on the last bar, the volume is shown for open/close as being equal, yet the candle is being drawn as a green candle. This is true for all three studies. Date Time Of Last Edit: 2020-09-10 03:49:40


CumulativeDeltaBars.png / V - Attached On 2020-09-10 03:46:24 UTC - Size: 13.52 KB - 238 views

[2020-09-10 12:34:11] #6 [Go To First Post]
Sawtooth - Posts: 3973
When the open equals the close, and the open is greater than the previous close, the bar retains the color of the previous bar. This formula exemplifies how bars are colored: =IF(OR(C>O,AND(O>C[-1],O=C)), then green, else IF(OR(C<O,AND(O<C[-1],O=C)), then red, else retain previous color))

[2020-09-10 13:58:33] #7 [Go To First Post]
Ed C. - Posts: 98
Thanks, Tom! That clears things up a bit.

[2020-09-10 14:52:22] #8 [Go To First Post]
Sawtooth - Posts: 3973
You can color the bar a 3rd color when the open equals the close using the Color Bar Based On Alert Condition study, with a formula like this on the Alerts tab: =ID1.SG1=ID1.SG4 -where the cumulative delta study is ID1.

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