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Cumulative volume delta with size & time filters
Started:October 23rd, 2013 (05:45 PM) by krazyanyway Views / Replies:2,018 / 2
Last Reply:October 23rd, 2013 (06:35 PM) Attachments:0

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Cumulative volume delta with size & time filters

Old October 23rd, 2013, 05:45 PM   #1 (permalink)
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Cumulative volume delta with size & time filters


I am quite certain that this already exists in the NT indy database on the forum. But the more I searched through the various indicators, the more confused I got as to the simplest way to get what I'm looking for.

Basically, a buddy of mine uses another platform, and he has sections on his charts where he can have the cumulative volume delta filtered by size & time . For example:
  • A chart with the cum vol delta for size above 49 lots and starting at 9:30EST
  • A chart with the cum vol delta for size between 20-49 and starting at 9:30EST
  • A chart with the cum vol delta for size between 0-19 and starting at 9:30EST
  • A chart of total cum vol delta regardless of size.

I think this can be done via Gomi's work, but I am at a loss in all the different indicators.

Thank you for your help !

Notes : Using NT's latest version with Kinetick data & CQG backup.

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Old October 23rd, 2013, 05:45 PM   #2 (permalink)
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Old October 23rd, 2013, 06:35 PM   #3 (permalink)
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