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Cumulative Delta for a Specified Duration


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Cumulative Delta for a Specified Duration

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  #1 (permalink)
Halifax, NS, Canada
 
Experience: Intermediate
Platform: NinjaTrader
Trading: CL
 
Posts: 3 since Sep 2013
Thanks: 0 given, 0 received

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.

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  #2 (permalink)
Alesia E.U.
 
Experience: Intermediate
Platform: Sierra chart
Trading: Futures
 
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Hi

try this :

1)ask/bid volume difference bar study

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

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  #3 (permalink)
Halifax, NS, Canada
 
Experience: Intermediate
Platform: NinjaTrader
Trading: CL
 
Posts: 3 since Sep 2013
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It works like a charm. Thanks crazybears.

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futures io Trading Community Platforms and Indicators Sierra Chart > Cumulative Delta for a Specified Duration


Last Updated on November 8, 2013


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