Cumulative delta

November 11th, 2017, 12:52 PM

Hi everyone I want to know if it is possible to write the code for Cumulative delta but instead to consider all bid and ask I want that it consider just bid and ask filled.

I hope that someone can help me.

Thanks

ABCTG · November 13th, 2017, 03:48 AM

SpecterTrader,

if you set the cumulative delta to "breakdown by: Ask Traded vs Bid Traded" doesn't that give you what you have in mind? If this is not what you have in mind, maybe you can show an example of what exactly you are looking for?

Regards,

ABCTG

November 26th, 2017, 06:28 AM

ABCTG

SpecterTrader,

if you set the cumulative delta to "breakdown by: Ask Traded vs Bid Traded" doesn't that give you what you have in mind? If this is not what you have in mind, maybe you can show an example of what exactly you are looking for?

Regards,

ABCTG

Thanks for the answer, I need an indicator that measure the Force of Cumulative Delta.

ABCTG · November 27th, 2017, 04:02 AM

SpecterTrader,

how do you define "the Force of the Cumulative Delta" i.e. what would be measured here exactly and what would the indicator display?

Regards,

ABCTG

Cumulative delta

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Cumulative delta