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Delta Down on Up Close Bar?
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Created: by drago1 Attachments:2

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Delta Down on Up Close Bar?

  #1 (permalink)
Elite Member
windsor, Ontario
Futures Experience: Advanced
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Delta Down on Up Close Bar?

Is there any signal or indicator that would identify delta volume net negative ( sell ) on a price bar that closes above its open ( and of course the reverse of that )?
I suppose you could watch but with a couple charts live it is a bit challenging. Just curious. Thanks for any replies.

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  #2 (permalink)
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  #3 (permalink)
Elite Member
manchester, england
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Try this one

drago1 View Post
Is there any signal or indicator that would identify delta volume net negative ( sell ) on a price bar that closes above its open ( and of course the reverse of that )?
I suppose you could watch but with a couple charts live it is a bit challenging. Just curious. Thanks for any replies.


Try this one. Works very well on range bars not as good on time based. It prints a 'D' whenever it identifies a delta divergence - i.e, if a bar closes as an up bar, but has more market orders at the bid (and vice versa).

You will need to have the Gomi toolset installed for it to work.

The link for the download is here

And I have attached an 8 range and a 5 min ES chart so you can see the difference. Note that it can also print the delta difference on the charts.


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Delta Down on Up Close Bar?-es-12-14-rjay-s-rangenogap-8-tick-12_11_2014_for-drago.png   Delta Down on Up Close Bar?-es-12-14-5-min-12_11_2014_for-drago.png  
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