Milton, GA
Experience: Intermediate
Platform: Investor/RT, MarketDelta
Broker: DTN IQFeed
Trading: ES
Posts: 165 since Apr 2010
Thanks Given: 2
Thanks Received: 144
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Good news on this front. In 10.4 (coming out very soon), if you setup with delta bars or cumulative delta bars, as seen in the screenshot below...and then you apply an indicator to it (also seen in the screenshot below), then the indicator then has access to the open, close, high, and low of the VB bars. This really opens up the possibilities, allowing you to use session statistics to get highest high of session, lowest low of first 60 minutes, etc. You can do a moving average of the delta bar highs. You can compute the average bars range, true range.
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