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start CumDelta from point of trade entry


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start CumDelta from point of trade entry

  #1 (permalink)
 djarum11 
Boston, MA
 
Experience: Intermediate
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i asked this on the Sierra forum last night:

how might it be possible to auto-calculate cumulative uptick-downtick delta starting at the point of a trade entry event ? (and when not in a trade, no calculation is made)

any ideas appreciated. thanks.

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  #2 (permalink)
 
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 LukeGeniol 
Italy (IT) Italy
 
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I think there's no other way than made a custom study and I thnik it's a complex advance custom study.
I'm not a good programmer so I can't help you.
Maybe @aslan, or some other programmer, can point you in a right direction.

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  #3 (permalink)
 
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 Xelaneb 
Shreveport, LA
 
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ECIDelta study allows you to anchor to any point on a chart, much like anchored vwap. I believe it is found under user contributed custom studies.

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  #4 (permalink)
 
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 LukeGeniol 
Italy (IT) Italy
 
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Xelaneb View Post
ECIDelta study allows you to anchor to any point on a chart, much like anchored vwap. I believe it is found under user contributed custom studies.

I searched in custom study and in the support board but i found only ECIvwap, nothing about ECIdelta...

Take your Pips, go out and Live.
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  #5 (permalink)
 crazybears 
Alesia E.U.
 
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djarum11 View Post
i asked this on the Sierra forum last night:

how might it be possible to auto-calculate cumulative uptick-downtick delta starting at the point of a trade entry event ? (and when not in a trade, no calculation is made)

any ideas appreciated. thanks.

Hi

Do you mean starting to calc it when you enter in a trade and stop when you are flat ?

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  #6 (permalink)
 
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 LukeGeniol 
Italy (IT) Italy
 
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I see now that the ECIvwap was made by a futures.io (formerly BMT) member @wwwingman, maybe he can help.

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  #7 (permalink)
 
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 slickiam 
Tomsk, Russia
 
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djarum11 View Post
i asked this on the Sierra forum last night:

how might it be possible to auto-calculate cumulative uptick-downtick delta starting at the point of a trade entry event ? (and when not in a trade, no calculation is made)

any ideas appreciated. thanks.

Hey.

try to use:

1. the Trade Position data

2. a Button or a Pointer Event

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  #8 (permalink)
 djarum11 
Boston, MA
 
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crazybears View Post
Hi

Do you mean starting to calc it when you enter in a trade and stop when you are flat ?

yes exactly. i want to know the progression of delta starting from trade entry, for the duration of the trade. if it was resettable at ANY arbitrary time that would be swell too, but this would require an interactive tool of some sort (OFE has developed this for Sierra at $197).

delta could simply be calculated from ask vol - bid vol instead of from CDuptick-downtick as i mentioned above.

thanks

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  #9 (permalink)
 djarum11 
Boston, MA
 
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slickiam View Post

thanks but i do not currently program in ACSIL. is anyone interested in attempting this?

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  #10 (permalink)
 wwwingman 
Paris, France
 
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LukeGeniol View Post
I searched in custom study and in the support board but i found only ECIvwap, nothing about ECIdelta...

Hi,

Here is ECIDelta 0.5.
It is still work in progress, but can be used.
It was first released on LePrivateBanker forum and there is some discussion around it there.

Code is under GPL.

Here is the DLL+Code.
ECIDeltaV0.5.cpp
ECIDeltaV0.5.dll

--W.

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