Cumulative Delta for a Specified Duration

November 7th, 2013, 11:28 AM

Does anyone know of an indicator (preferably for Sierra Chart) that plots cumulative delta over a specified duration? The idea is that the cumulative delta shown for each bar is equal to the cumulative for a specified number of bars (or time) in history. Also, it would be good if the current bar cumulative delta is updated in real time. Thanks for any help.

November 8th, 2013, 09:08 AM

Hi

try this :

1)ask/bid volume difference bar study

2) sum periodic study : select ask/bid volume difference bar study as reference

November 8th, 2013, 01:23 PM

It works like a charm. Thanks crazybears.

Cumulative Delta for a Specified Duration

Discussion in Sierra Chart

Cumulative Delta for a Specified Duration