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Cumulative Delta Start Time

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Cumulative Delta Start Time

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  #1 (permalink)
New Orleans, LA
Experience: Beginner
Platform: Ninjatrader
Posts: 5 since Apr 2019
Thanks: 4 given, 1 received

I'm on Central Time in the U.S. and I was wondering if most people start calculating cumulative delta starting at 17pm when most markets reopen or at midnight?

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  #2 (permalink)
Bratislava Slovakia
Experience: None
Platform: Sierra Chart
Broker: AMP, cqg with denali
Trading: MES, ZN, ZF
Posts: 48 since Feb 2021
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I reset delta on RTH session start in ES
In treasuries I reset after RTH ends

ES is really different during RTH and ETH. Treasuries not so much (for me .... but Im really new so )

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