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Direct MessagesDate/Time: Thu, 25 Apr 2024 01:24:48 +0000
Cumulative bars issues
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| [2019-10-11 14:38:45] |
| User420291 - Posts: 44 |
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Hello. My cumulative delta study for XD symbol(BMF) isn`t working properly. The attached file will explain better. The cumulative show a huge volume negotiation that not occourred. Thank for the help and sorry about my poor english. |
 CUMULATIVE DELTA BARS.png / V - Attached On 2019-10-11 14:37:11 UTC - Size: 281.62 KB - 257 views |
| [2019-10-11 17:58:18] |
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First, you did not attach a chart following the documentation here: https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage Second, you are saying something that cannot possibly be true: cumulative show a huge volume negotiation that not occourred.
And third we have no idea what you are even referring to. What is the exact name of the study, and what about that study specifically? Do not post, unless you follow our instructions, and unless you make it very clear what the problem is and do not come to any conclusions either. 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: 2019-10-11 18:00:45
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| [2019-10-11 19:46:09] |
| User420291 - Posts: 44 |
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Let's try again. The symbol is XDX19. the study is: Cumulative Delta Bars - volume The screenshot via sieera is on this link: http://www.sierrachart.com/image.php?Image=1570822467604.png In the chart(green arrow) appears lots of small bars in a range of 1 second time, with no price change. In the cumulative delta - volume study(3 green arrows) shows in the same range, 4000 volume change, going from +2000 to -2000. My question is: Why that occour? Because that kind of volume would changed the price. |
| [2019-10-22 17:36:08] |
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Thank you for clarifying this and we apologize for the delay. The basic explanation is that although the price is not changing that is not relevant to Cumulative Delta Bars. What is used in the study is Bid Volume and Ask Volume. So therefore the result you see is technically correct based on the bid volume and ask volume of each of those trades. Now whether the Bid Volume and Ask Volume is very accurate with B3 is another question. We acknowledge that it may not be very accurate at times because with the B3, we use an estimation algorithm to determine the Bid Volume and Ask Volume. 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 |
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