Cumulative Delta Indicator - futures io
futures io futures trading



Cumulative Delta Indicator


Discussion in ThinkOrSwim

Updated
      Top Posters
    1. looks_one UnfixedFIO with 2 posts (1 thanks)
    2. looks_two Skidboot with 1 posts (1 thanks)
    3. looks_3 DeliberatingDinos with 1 posts (1 thanks)
    4. looks_4 MacroNinja with 1 posts (0 thanks)
    1. trending_up 9,070 views
    2. thumb_up 3 thanks given
    3. group 5 followers
    1. forum 5 posts
    2. attach_file 0 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 125,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

Cumulative Delta Indicator

(login for full post details)
  #1 (permalink)
Boulder, CO
 
 
Posts: 2 since Sep 2015
Thanks: 2 given, 1 received

Does anyone know how to set this up in ToS with default indicators, or have an idea on how to set it up with thinkscript? Any help is appreciated, thanks!

Reply With Quote
The following user says Thank You to UnfixedFIO for this post:

Can you help answer these questions
from other members on futures io?
Second Entry Indicator (Looking for testers/feedback)
NinjaTrader
Regarding Multicharts strategy trigger
MultiCharts
Help Needed: TOS Options Chain IV & IMPL MOVE Calcul …
ThinkOrSwim
Work with historical tcks data on MUltichart NET PowerLa …
MultiCharts
Indicators for pair trading MES and M2K
Platforms and Indicators
 
 
(login for full post details)
  #2 (permalink)
Seattle, Washington
 
Experience: Intermediate
Platform: Jigsaw; Custom tool; ToS
Broker: Stage5
Trading: ES, RT, NQ
 
Posts: 21 since Nov 2016
Thanks: 14 given, 26 received


UnfixedSNIPERJ View Post
Does anyone know how to set this up in ToS with default indicators, or have an idea on how to set it up with thinkscript? Any help is appreciated, thanks!

I've been looking for the same thing, and I was looking at what datapoints are available in Thinkscript, and unfortunately I have not come up with a satisfying answer. The consensus, as far as I am aware, is that ToS does not provide "true" tick data, so this might be why it's so hard to find a ToS CD indicator.

ShadowTrader's Danno put together a "tape reader" for ToS which seems to be intended to be like a CD indicator (in their premium services section); they were charging $200 for it, but that part of the site is temporarily down. There's a free webinar in their webinar section about this indicator. I have it, and I don't think it's as useful as PjsCumDelta for Ninja (in the downloads section of futures.io); I find that a "cleaner" CD indicator has better resolution than the tape reader.

Reply With Quote
The following user says Thank You to DeliberatingDinos for this post:
 
(login for full post details)
  #3 (permalink)
Boulder, CO
 
 
Posts: 2 since Sep 2015
Thanks: 2 given, 1 received



DeliberatingDinos View Post
I've been looking for the same thing, and I was looking at what datapoints are available in Thinkscript, and unfortunately I have not come up with a satisfying answer. The consensus, as far as I am aware, is that ToS does not provide "true" tick data, so this might be why it's so hard to find a ToS CD indicator.

ShadowTrader's Danno put together a "tape reader" for ToS which seems to be intended to be like a CD indicator (in their premium services section); they were charging $200 for it, but that part of the site is temporarily down. There's a free webinar in their webinar section about this indicator. I have it, and I don't think it's as useful as PjsCumDelta for Ninja (in the downloads section of futures.io); I find that a "cleaner" CD indicator has better resolution than the tape reader.

Yeah, this is what I have kept reading. My friend wanted me to write something in ThinkScript for him but it doesn't seem like it would help anyway. I guess I can refer him to a different platform. Thanks for the info!

Reply With Quote
 
(login for full post details)
  #4 (permalink)
Buenos Aires Argentina
 
Experience: Advanced
Platform: NT, MT4, Sierra
Trading: S&P, Bonds, Crude, FX
 
Posts: 250 since Sep 2014
Thanks: 37 given, 244 received

I can definitively tell you that the raw ToS data can not construct this indicator. You could try and proxy it with the filtered data, but then you'd probably be better off just using something like OBV.

To get CD, you need a better data vendor, and then at that point you might as well chart it outside of ToS.

Reply With Quote
 
(login for full post details)
  #5 (permalink)
Whistler, BC
 
 
Posts: 31 since Dec 2015
Thanks: 23 given, 9 received

does anyone know if this has been changed since 2016?

i'm looking for cumulative delta on tos for /NQ, /ES, and /YM

another question... does NDX, SPX have cumulative delta?

Reply With Quote
 
(login for full post details)
  #6 (permalink)
Houston, TX
 
 
Skidboot's Avatar
 
Posts: 196 since Dec 2010
Thanks: 199 given, 283 received

TOS does not expose bid/ask data to use in custom indicators so no Cumulative delta on TOS.

NDX and SPX are not tradable securities. you can only trade options on those.


whats1thingnow View Post
does anyone know if this has been changed since 2016?

i'm looking for cumulative delta on tos for /NQ, /ES, and /YM

another question... does NDX, SPX have cumulative delta?


Reply With Quote
The following user says Thank You to Skidboot for this post:


futures io Trading Community Platforms and Indicators ThinkOrSwim > Cumulative Delta Indicator


Last Updated on September 17, 2018


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
 

Battlestations! Show us your trading desk - $1,500 in prizes!

March
 

Importance of Finding Your Own Way w/Adam Grimes

Elite only
 

Journal Challenge w/Jigsaw

April
     



Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts