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For those who are still interested in this issue, in version 709 SC has introduced 2 new volume studies including the Cumulative Delta Bars without having to reference anything else. This new study seems to have resolved the problem. For e.g., in the chart below the overlay study has missing data but the new Cumulative Delta Bar study does not have any missing data. SC keeps getting better and better.
I just wanted to check in with you guys to see if the method described in this thread is still the best way to track Cumulative Delta with the newest Sierra Chart.
I am comparing CDV of MD with CDV of SC.
figures are different,but the result as a graph of the candles drawn by MD and SC are identical.
so far i found little differences,but MD seems track better CDV , as sometimes i found difference in the graphs and i have had to reload data with SC.
(IQFEED as datafeed )
What about the actual numbers (the delta)? In other words, not just the OHLC bars, but compare start and end of day between the two platforms (difference from start-end on a per-day basis).
Please use the current version of Sierra Chart and you will want to use the study named Cumulative Delta Bars. This can be found in Analysis >> Studies. This is a very easy study to use and does not depend on other charts.
Some things to note:
You must have tick by tick historical data and real-time data for accuracy. You will need to set the Intraday Data Storage Time Unit in File >> Data/Trade Service Settings to 1 Tick. If there is also a setting to download Historical Intraday Data as Tick data for the Service you are using, you will want to select that option as well.
Depending upon what data feed you are using, there can be variations with the results.
Please use the current version of Sierra Chart and you will want to use the study named Cumulative Delta Bars. This can be found in Analysis >> Studies. This is a very easy study to use and does not depend on other charts.
