Date/Time: Sun, 24 Mar 2019 18:46:23 +0000
Cumulative Delta - Trades
|infpz - Posts: 804|
Is it possible to filter out trades less than a certain size when determining cumulative delta? For example, only trades that are 20 contracts or higher are included in the calculation?
Sierra Chart Engineering - Posts: 70136
Yes you just need to use the Volume Filtering setting:
Sierra Chart Support - Engineering Level
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