Uses a 2 out of 3 vote from CDMomentum, DeltaMomentum and CDCycleMTF to identify overall bursts of Cumulative Delta energy in one direction or the other.
Used with the 'Scoop' option, will identify the first of these (in gold) that occur after a 'failed' period of buying or selling i.e. price went the other way.
As ever - needs TickReplay and Math.Net.
https://nexusfi.com/elite-circle/45804-meanderings-cumulative-delta.html
V2 - exposes MTFBrickFactor when using Scoop. I use BetterRenko, but somewhile back changed the bar type from 17 to 1017 due to a clash. As long as you set MTFBrickFactor to non-zero when using Scoop then this is not a problem. BTW - set MTFBrickFactor 1 and the code will always ensure bars size x, x+1 and x+2 will be loaded.
Category The Elite Circle
|
|
|