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How to linke cumulative delta to the timeframe of the main chart?
the MC chart you posted appears to reset the cumulative delta at the start of the session, while the SC chart appears to do it at midnight. This affects the value of the cumulative delta you see on the current bar, but from looking at your chart screenshots a reset at the same time would still give a different result.
You can check if MC correctly computes the values by comparing a 1 tick cumulative delta data stream to the time and sales window and you should be able to tell if it correctly displays the results.
Regards,
ABCTG
Can you help answer these questions from other members on NexusFi?
thanks, I do now. In case you think the MC display is wrong I would suggest contacting the support directly, so they can explain the results or fix any problems.
For what it's worth, I loaded up SC with the same GC / CQG contract and resolution, and added the Cumulative Delta Volume Study. SC has a feature to export the Bars including Study data. So I used this to export the CD data.
The attached table was made by taking the 11/13 5-minute data from both SC and MC - by matching the timezones and confirming that the Total Volume values of SC and MC at each bar (row) are nearly-exactly the same throughout. This tells us we are looking at the identical sequence of bars from each.
In addition to Total Volume columns as reported from each platform (again with the nearly same values throughout), there are columns for Bid Volume and Ask Volume from SC, and corresponding columns for Down Volume and Up Volume from MC.
In each platform's case, the Bid and Ask sum together to match the total volume of the bar.
So this at least shows numerically what we see on your charts. None of the rows match with the same bid volume and ask volume. Many rows have "similar" bid/ask numbers and in these rows the sign of (ask - bid) is generally the same - however numerous rows do not even match which side was bigger in magnitude.
I have the exact same issue. Multicharts trial, amp trading, no access to post on multicharts forum.
ES chart, price in the top pane, cum vol delta in the bottom pane(subchart).
Link them both by resolution, now both panes will only show price or cum volume delta.
For example, if I modify the ES instrument in the bottom pane to show cum vol delta, the ES instrument in the top pane changes from price to cum vol delta.
Since I'm only linking by resolution, I only expect resolution to be shared between the instruments in the two panes. In this case, it appears that in addition to timeframe resolution being shared, the Cumulative Delta setting is also being shared between the two instruments.
Does anybody know how to set up this type of chart for resolution linking ?
