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Direct MessagesDate/Time: Sun, 28 Apr 2024 20:29:00 +0000
NBCV - Daily Delta
View Count: 458
| [2021-02-13 09:49:36] |
| IC2021 - Posts: 8 |
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HI guys, I'm trying to copy a Delta market version of NBCV. I'm using an SP 500 chart from 2017 to compare my Sierra chart with that Market delta chart. So far I've got exactly the same volume number, and exactly the same Delta for the bar (5min rotation). I'm struggling to get the exact corresponded Cumulative Delta(DeltaDay) number on Sierra. i.e. it seems the cumulative delta(delta day) Number is a constant difference of 345 contracts (less) than the one on Market Delta. A month after it seems that there is a bigger constant difference of 485 contracts. where is this difference coming from and how can I adjust it? P.S. i hope i got this right: is my understanding that "cumultaive sum of ask volume bid volume difference- Day (sg10)" is the cumulative delta for the day/DeltaDay.. Thanks! |
| [2021-02-13 16:24:28] |
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First thing to do is to look at the values from the Cumulative Delta Bars -Volume study: Cumulative Delta Bars - Volume The full calculation method is documented. 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: 2021-02-13 16:25:33
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| [2021-02-15 08:39:20] |
| IC2021 - Posts: 8 |
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Thanks! I think the difference from the calculation was because of the starting time of the chart. Is there any way to reload a chart from 13.nov.2017 without reloading all the other days till present? |
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