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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.
Can you help answer these questions from other members on NexusFi?
Hi Mike,
I am looking for this relative delta indicator (Cum. delta with min. & max. size filter) for NT8 as well and unable to find it. Can you please direct me in the right direction?
Thanks.
I see. That shouldn't be too hard to modify. You just need to add a single parameter! Sounds like a good opportunity for writing your own custom indicator!
Any luck with this? I wanted to ask about it and what you're asking I'm also looking for the same exact thing. Found this online and can't find any reviews besides a couple about this guy on the vendor forum here. The package is quite expensive and I literally just want this.