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Volume Breakdown and Cumulative Delta
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Volume Breakdown and Cumulative Delta

  #1 (permalink)
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Volume Breakdown and Cumulative Delta

I looked through some of the VB/CD posts here but can't tell if the studies are only real-time vs able to pull up historical VB? I currently use Marketdelta and have paintbars built based on common reversal candlesticks with delta divergences, and looking at the bar-by-bar POC, and I am wondering if such indicators could actually be built in MC (to allow for backtesting)? When I first looked into this with EL a few years ago I thought you could only create VB bars real-time vs as far back as your tick data went?

To simplify the question. Has anyone been able to successfully match the VB/CD plots of Marketdelta, in Multicharts (assuming the same datafeed)? Thanks in advance!

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MultiCharts doesn't support CD at this point. It is due to be added in MC7 beta which should be released shortly.

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Big Mike View Post
MultiCharts doesn't support CD at this point. It is due to be added in MC7 beta which should be released shortly.

Mike

Ok, that's what I heard from Jeff as well. So pardon a naive question but does that mean that bar-by-bar delta is also currently not possible? I keep seeing examples around where people show what looks like traditional delta, but my understanding was always that most software databases simply aren't structured to store the data appropriately to pull up historical delta (not cumulative)?

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cleon View Post
Ok, that's what I heard from Jeff as well. So pardon a naive question but does that mean that bar-by-bar delta is also currently not possible? I keep seeing examples around where people show what looks like traditional delta, but my understanding was always that most software databases simply aren't structured to store the data appropriately to pull up historical delta (not cumulative)?

Hi Cleon and Mike

take a look here : IQFeed and MultiCharts Cumulative Delta Update MultiCharts Blog.
I'm making several tests but the result is different compared with MarketDelta.
maybe due to a bug of multicharts : MultiCharts Project Management - Issue MC-155 - Skipping ticks in real-time calculation on the following charts: >1 tick, range, volume bars, time-based charts with IOG.
seems that bug has been fixed , but only for MC 7 , i hope for the current version of MC they release something.

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  #6 (permalink)
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Cool - thx crazy. Are you testing Bid vs Ask volume or Uptick vs Dntick volume in MD? Which one is MC trying to emulate?

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Hi Cleon

i'm testind bid/ask data. i don't know if i'm working in right way but i do this:
for instance Es
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open a chart -> settings 1 ticks resolution. quote field trade
wait until all data are loaded.

insert symbol , same as previous , but change quote field in bid , and make the same 3th with ask.

afetr all data are loaded the CVD is calculated .
works only with IQFeed as you can see on multicharts blog.

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  #8 (permalink)
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Ok cool. I'll do some testing as well. As soon as I figure out how to even bring up the Study...lol.

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will you please guide how can I scan delta divergence with the help of market analyser.

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