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Date/Time: Thu, 02 May 2024 01:05:53 +0000



Rolling cumululative delta

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[2020-02-25 00:50:30]
User465507 - Posts: 74
Hi, is there any way to create something that tracks the cumulative delta for a custom time period, e.g., cumulative delta for past four hours or eight hours or a rolling 24 hours rolling cumulative delta rather than say a discrete cumulative delta for a given session?
[2020-02-25 09:28:28]
Sierra Chart Engineering - Posts: 104368
You will want to use this study:

Cumulative Delta Bars - Volume

And you will want to set the Reset At Start of Trading Day input to No and then set the chart to load the specific time range that you require:

Chart Settings
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

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Sierra Chart Teton Futures Order Routing

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