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Date/Time: Sat, 28 Mar 2020 08:30:28 +0000



Cumulative Delta - Trades

[2019-03-15 12:43:56]
infpz - Posts: 826 | Ending Date: 2020-04-28
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?
[2019-03-15 16:49:19]
Sierra Chart Engineering - Posts: 82805 | Ending Date: 2020-06-09
Yes you just need to use the Volume Filtering setting:
https://www.sierrachart.com/index.php?page=doc/ChartSettings.html#VolumeFilter
Sierra Chart Support - Engineering Level

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