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es, cumulative delta, trading hours, e-mini


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es, cumulative delta, trading hours, e-mini

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  #1 (permalink)
 Geonss 
Athens
 
Experience: Intermediate
Platform: TradeStation
Trading: ES
 
Posts: 20 since Nov 2015
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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)
 paps 
SF Bay Area + CA/US
 
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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)
 Keab 
London UK
 
Experience: Intermediate
Platform: SierraChart/TT/
Broker: LCT/Denali
Trading: SandP futures
 
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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)
 Geonss 
Athens
 
Experience: Intermediate
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Trading: ES
 
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Thanks a lot! Yes, the plotting of 2 different Cumulative Delta is the best solution I think!

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  #6 (permalink)
 paps 
SF Bay Area + CA/US
 
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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)
Gauer
garopaba + santa catarina
 
 
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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)
 bptrader 
Brooklyn. NY. USA
 
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Sorry, I donít know.

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  #9 (permalink)
 TraderMich 
Copenhagen + Denmark
 
Experience: Advanced
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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)
 n7ekg 
Pahrump, NV
 
Experience: Advanced
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Broker: AMP
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Posts: 48 since Aug 2016
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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

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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  #11 (permalink)
 Tradergms 
California
 
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I prefer to reset at end of US session.. I am interested in the cumulative picture of the overnight session and then the US session's response to that activity. I use only one cumulative Delta just to minimize the data on my chart and thus avoid/postpone decision fatigue during my trading session. Plus I use Cumulative Delta in relative terms and am not concerned with absolute numbers. Hope this helps.

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  #12 (permalink)
 semoa 
Vinnitsa Ukraine
 
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@Geonss, It is good idea to reset the cumulative delta, but you should combine it with market profile levels.

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  #13 (permalink)
 Geonss 
Athens
 
Experience: Intermediate
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Trading: ES
 
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TraderMich View Post
Hi - Which trading platform are you asking in regard to ? - Sierra Chart ?

Trader Mich

I use Multicharts and Motive Wave

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  #14 (permalink)
 Geonss 
Athens
 
Experience: Intermediate
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Trading: ES
 
Posts: 20 since Nov 2015
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Tradergms View Post
I prefer to reset at end of US session.. I am interested in the cumulative picture of the overnight session and then the US session's response to that activity. I use only one cumulative Delta just to minimize the data on my chart and thus avoid/postpone decision fatigue during my trading session. Plus I use Cumulative Delta in relative terms and am not concerned with absolute numbers. Hope this helps.


How do u use Cumulative Delta in relative terms?

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