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Date/Time: Thu, 25 Apr 2024 00:03:28 +0000



measuring cumulative delta in stocks

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[2013-11-11 16:43:29]
iafayte - Posts: 11
Hi, I'm trying to create a custom modified cumulative delta (volume) indicator. But I'm getting very different values.

How does the indicator count volume inbetween the bid/ask spread?
[2013-11-12 09:10:14]
Sierra Chart Engineering - Posts: 104368
The volume is always considered either at the bid or the ask, even if the trade is in between.
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