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Date/Time: Fri, 29 Mar 2024 14:28:57 +0000



Cumulative Delta - Trades

View Count: 1639

[2019-03-15 12:43:56]
infpz - Posts: 826
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: 104368
Yes you just need to use the Volume Filtering setting:
Chart Settings: Volume Filter (Chart >> Chart Settings >> Data Limiting >> Volume Filter Settings menu)
Sierra Chart Support - Engineering Level

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