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start CumDelta from point of trade entry
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start CumDelta from point of trade entry

  #1 (permalink)
AKA JiveTrader
san francisco, ca
 
Futures Experience: Intermediate
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start CumDelta from point of trade entry

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)
Elite Member
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LukeGeniol's Avatar
 
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Custom Study

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.

Take your Pips, go out and Live.
Luke.
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  #3 (permalink)
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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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ECIDelta


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...

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  #5 (permalink)
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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)
Elite Member
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ECIvwap

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

Take your Pips, go out and Live.
Luke.
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  #7 (permalink)
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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

Scientia Libertas Prosperitas
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  #8 (permalink)
AKA JiveTrader
san francisco, ca
 
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Platform: Sierra Chart
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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)
AKA JiveTrader
san francisco, ca
 
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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)
Elite Member
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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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