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TradeStation Cumulative Delta

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TradeStation Cumulative Delta

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  #1 (permalink)
Petaluma California
Experience: None
Platform: TradeStation
Trading: Emini NQ
Posts: 1 since Nov 2018
Thanks: 0 given, 0 received

Hi all,

Need some help locating a good cumulative delta indicator for TradeStation. Has anyone had experience using the one provided on this website? Does anyone have any leads for different cumulative delta indicators? Let me know please, having a tough time finding something.

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  #2 (permalink)
Port St. Lucie, FL.
Posts: 25 since May 2016
Thanks: 17 given, 8 received

Don't know if you're still looking for this or not. Someone probably is.

Here's the code I wrote which plots properly, but I've never been quite sure if it's accurate.
Any Guru feedback would be good for all forum members:


// Volume Delta: Calculates the Delta for each Bar
// Value1 returns a positive number for Net Upticks, or negative number for Net Downticks.
Value1 = Upticks-Downticks;

// Cumulative Volume Delta: Value2 provides a cumulative total of all Value1s
Value2{Cum Up/Dn Delta} = cum (value1);

If Plot_Zero_Line then plot6(0,"Zero");

If Plot_Cum_Vol_Delta then Plot16(Value2, "CumVolDelta");

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  #3 (permalink)
Grand Rapids, MI
Posts: 3 since May 2019
Thanks: 5 given, 0 received


This is exactly what I've been looking for. I just applied it via EL and it does plot well (although candle plot would be better than line). Further study of the plot seems to indicate that the first bar is not reflected on the plot. What I mean by this ....
If I use a 1 minute chart and start data from 22 Dec - 22 Dec (so only one day), using session hours and exchange time. The plot only start from 2nd minute. This causes some inaccuracy. If you take a look at market open candle that closed at 17:01 on 21 Dec, you can see that the net volume is +81. Then the next candle close at 17:02 is +28. During this 17:02 candle is when the plot starts, and it starts at +28, and thus does not take into account +81 from the 17:01 candle. So, the 17:02 plot start should be at +109, vice what it shows (+28).

I wish I knew how to code... but that's the only feedback that I can provide. I'm still looking for a food cumulative delta plotting tool, and really hope someone can pinpoint me towards one.

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  #4 (permalink)
Austin Tx
Experience: Intermediate
Platform: NT, TOS, TradeStation
Trading: ES, NQ, CL, GC, Option Spreads
Posts: 14 since Sep 2013
Thanks: 8 given, 6 received

Dragunov View Post
Hi all,

Need some help locating a good cumulative delta indicator for TradeStation. Has anyone had experience using the one provided on this website? Does anyone have any leads for different cumulative delta indicators? Let me know please, having a tough time finding something.

Here are some leads for you to check into.

One of the best Delta Indicators I have found is -

Mbox Mike posts videos on youtube. He does very well! However, he refuses to set up a trade room where he allows buyers of his software to watch and learn from him in real time. He is an excellent trader, programmer, and software sales. Zero coaching nor helping you make money with his software once you purchase it. He makes look very easy. It is not easy to do in real time!!!

The affiliate trade room is No BS Trades However they do not use Mboxwave full set of indicators and strongly discourage starting out using all of the indicators for months. Scalping on 1 min too 10 Second charts. Which is too fast for my comfort. They do offer a 1 day room trial I think? If you like very fast, short term scalping on NQ only, this is a great place at a good price.

Should be noted that and while they do have a working / selling relationship, they do NOT HAVE ANY integrated Trade Room as a buyer of the software would expect. In other words, you either have to learn MBoxwave method on your own by watching is youtube posts or learn a different method scalping for 20 NQ ticks ( that room only trades NQ futures ) using basic free moving averages at trading room. Definitely worth looking around on No BS Trades site at the additional software for sale. None of this is included or mentioned on

Also, rarely does Mbox Mike show his losing trades. I have seen 1 video of losing trade and it is very helpful. Would appear that he is getting incredible trades and makes it look easy to do.

I have found that Mboxwave Delta Indicators do work on TradeStation but the renderings are not as good as on NinjaTrader or Sierra Charts.

Ninja Trader locks up in fast markets due to calculation all the data I think. If someone has a solution please let me know.
Sierra is a solid platform for this however it is to complex and not easy to use unless you are very tech savvy.
Mboxwave indicators do not work on TOS aka ThinkorSwim. do not work on TradeStation or TOS.

At the end of day, is the best Delta Divergence software I have found so far. If you can learn how to make money on your own once you buy it.

Please share if you have found better Delta Divergence Indicators.

Best of Luck.

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  #5 (permalink)
garopaba + santa catarina
Posts: 37 since Aug 2019
Thanks: 8 given, 35 received

Problem is that Tradestation does not store bid and ask volumes data for more than 5 days, so it is impossible to make historical analysis with cumulative delta, only if you use tick volume, but then the readings will be completely different than real volume.

IT will work "live" though and perhaps plot data for the last 5 days, problem is that you canīt practice and study this way.

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