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es, cumulative delta, trading hours, e-mini


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es, cumulative delta, trading hours, e-mini

  #1 (permalink)
Athens
 
Experience: Intermediate
Platform: TradeStation
Trading: ES
 
Posts: 15 since Nov 2015
Thanks: 26 given, 2 received

es, cumulative delta, trading hours, e-mini

Hi to all! Just a quick question please: How do you set up Cumulative Volume Delta indicator if you trade ES (E-mini)? Do you reset it, at the begining of US-session, or at the end of the day (US) so to sum all the delta volume around the globe for the next day? Thanks in advance

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  #3 (permalink)
SF Bay Area + CA/US
 
Experience: None
Platform: TS, TOS, Ninja(Analytics)
Trading: NQ CL, ES when volatile mrkts
 
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Geonss View Post
Hi to all! Just a quick question please: How do you set up Cumulative Volume Delta indicator if you trade ES (E-mini)? Do you reset it, at the begining of US-session, or at the end of the day (US) so to sum all the delta volume around the globe for the next day? Thanks in advance

may check it for yrself...there is no good answer. i personally have both running...both have data points

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  #4 (permalink)
London UK
 
Experience: Intermediate
Platform: SierraChart/TT/Numbersbar
Broker: LCT/Iq Feed
Trading: SandP futures
 
Posts: 379 since Jul 2013
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Geonss View Post
Hi to all! Just a quick question please: How do you set up Cumulative Volume Delta indicator if you trade ES (E-mini)? Do you reset it, at the begining of US-session, or at the end of the day (US) so to sum all the delta volume around the globe for the next day? Thanks in advance

You should definitely make sure it resets at the end of each US trading day.
If you trade the London/Asian sessions for ES then it will reset for those. And when the ES opens the volume is so heavy in comparison that all the earlier stuff is of no consequence anyway.

Depending on what chart platform you have I can recommend having 2 sessions showing-the 24 hour chart (all sessions included) and having some charts showing just the US session .

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  #5 (permalink)
Athens
 
Experience: Intermediate
Platform: TradeStation
Trading: ES
 
Posts: 15 since Nov 2015
Thanks: 26 given, 2 received

Thanks a lot! Yes, the plotting of 2 different Cumulative Delta is the best solution I think!

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  #6 (permalink)
SF Bay Area + CA/US
 
Experience: None
Platform: TS, TOS, Ninja(Analytics)
Trading: NQ CL, ES when volatile mrkts
 
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Posts: 1,713 since Oct 2011
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both have data points,

u may want to observe delta in between Timeframes,,,,, maybe a different data point,,,,delta is also observed in between timeframes when it moves/changes ??

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  #7 (permalink)
garopaba + santa catarina
 
 
Posts: 1 since Aug 2019
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I tried both ways and I prefer seeing the cumulative data, without the reset.

For me it is way easier to spot the accumulation and distribution areas, or "delta zones"

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  #8 (permalink)
Brooklyn. NY. USA
 
Experience: None
Platform: Ninja Trader
Trading: ES CL ZB
 
Posts: 2 since Nov 2017
Thanks: 1 given, 0 received

Sorry, I donít know.

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  #9 (permalink)
Copenhagen + Denmark
 
Experience: Advanced
Platform: Sierra Chart
Broker: Broker: LMAX and Trade Future 4 Less. / Data Feed: LMAX and CQG
Trading: FOREX USD/EUR; Russel Mini/Micro; Dow Mini/Micro; Gold Standard/Mini
 
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Posts: 46 since Oct 2018
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Geonss View Post
Hi to all! Just a quick question please: How do you set up Cumulative Volume Delta indicator if you trade ES (E-mini)? Do you reset it, at the begining of US-session, or at the end of the day (US) so to sum all the delta volume around the globe for the next day? Thanks in advance

Hi - Which trading platform are you asking in regard to ? - Sierra Chart ?

Trader Mich

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  #10 (permalink)
Pahrump, NV
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Infinity Futures
Trading: ES, NQ, CL
 
Posts: 27 since Aug 2016
Thanks: 2 given, 22 received

Trading with CD



Geonss View Post
Hi to all! Just a quick question please: How do you set up Cumulative Volume Delta indicator if you trade ES (E-mini)? Do you reset it, at the begining of US-session, or at the end of the day (US) so to sum all the delta volume around the globe for the next day? Thanks in advance

I don't get where people think that indicators are tied to a particular market. They're not. cumulative delta is cumulative delta, regardless of the market you trade, so your question is, to a degree, meaningless in terms of market specificity.

It really depends on how you use cumulative delta to trade. If you use it as a divergence indicator, it doesn't matter. If you're using it to trade more long-term (one or two moves a day, or swing trading), it's probably better to use a rolling 3-day or 5-day cumulative delta, if you are using it to gauge overall market sentiment.

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