Cumulative Delta for a Specified Duration

abankes · (login for full post details)

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.

crazybears · (login for full post details)

Hi

try this :

1)ask/bid volume difference bar study

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

abankes · (login for full post details)

It works like a charm. Thanks crazybears.

Cumulative Delta for a Specified Duration

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Cumulative Delta for a Specified Duration

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