Good news on this front. In 10.4 (coming out very soon), if you setup with delta bars or cumulative delta bars, as seen in the screenshot below...and then you apply an indicator to it (also seen in the screenshot below), then the indicator then has access to the open, close, high, and low of the VB bars. This really opens up the possibilities, allowing you to use session statistics to get highest high of session, lowest low of first 60 minutes, etc. You can do a moving average of the delta bar highs. You can compute the average bars range, true range.
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I saw that you use MarketDelta and so do I. I also use Ninja Trader to execute trades. I downloaded the indicator D3Spotter in NT and it works great. What I would like to do is get the program for MarketDelta and use it there. I dont know how to program that can you help me please? i would appreciate it. Thank you Diane
I have started exploring some methods for measuring "divergence" between indicators and bars. I intend to introduce a new divergence indicator in the 10.5 beta series. This indicator will have some flexibility to provide a few different methods for measuring divergence.