Webinar: Sierra Chart Advanced Sep 15 2011

September 16th, 2011, 02:58 AM

We will make a posting here when we get the Cumulative Delta Bars study based on Ticks rather than volume completed.

September 16th, 2011, 07:58 AM

Hi fulcrumTrader,

regarding your Posts from yesterday link 4 and link 8, i can�t believe what you say
but i�m not sure.
Are you agree with me, that bid/ask data be calculated/based on Times&Sales-data and
the CumDelta was the Result from matching these bid/ask-data like
(sell-order-volume at bid minus buy-order-volume at ask) right ?
If that true, that means, Ninjatrader/Zen Fire Datafeed (new Server�s) if i watch the
T&S Window, that these Data�s are not working acurrate useable for bid/ask-data
because of your 8-year-old experience for CumDelta-Tracking only useable DTN IQ-feed?

Having said that in sum the very fast new ZenFire datafeed 64bit is OK for PriceAktion
printing on Chartsbut for bid/ask-data for trading with any CumDelta Indicators
it was not useable !

So, what i can do now ? use DTN IQ-feed for CumDelta tracking and for my PriceCharts ZenFire
is good enough ?

September 16th, 2011, 02:03 PM

schuster21

Hi fulcrumTrader,

[FONT=Verdana][SIZE=2][SIZE=1]regarding your Posts from yesterday link 4 and link 8

Like I said in post #7, don't use this thread for that... Use this existing thread instead:

Analysis and comparison on different data Feeds and Platforms for Bid/Ask Studies

Hi All,

I wil try here to do an analysis and comparation on different data feeds and platforms to perfom studies involving bid/ask data, like comulative bid/ask difference or delta bars and footprint like.

Luke.

P.s. Is not a simple work, and take …

Mike

Webinar: Sierra Chart Advanced Sep 15 2011

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Webinar: Sierra Chart Advanced Sep 15 2011