Support Board
Date/Time: Wed, 25 Dec 2024 17:08:46 +0000
cumulative delta indicator
View Count: 4517
| [2015-11-18 17:45:36] |
| dtl-saw - Posts: 79 |
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Hi, Does your cumulative delta indicator use the real time data feed for calculating bid/offer trades? Or, would I get the same cumulative delta readings from IQfeed (which is the best data feed for cumulative delta) and Interactive brokers (which is the worst data feed for cumulative delta)? So, does the real time data feed make a difference with your cumulative data indicator? Thanks |
| [2015-11-18 18:03:04] |
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The Cumulative Delta Bars studies, rely on both the historical price data downloaded and real-time price data. The best data feed to use will be the Sierra Chart Exchange Data Feed for CME markets: Sierra Chart Exchange Data Feed Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-11-18 18:21:13] |
| dtl-saw - Posts: 79 |
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Thanks, but I think you only partially answered my question. Let me tell you more about why I'm asking and maybe you can provide more info. I'm using both Sierra Chart and Multicharts and both programs using CQG real time data feed. When I compare Sierra Chart with Multicharts cumulative delta values they are off considerably. Also, when I compare Sierra Chart using CQG data feed with Invester RT using IQfeed the values are very close. So, I concluded that Sierra Chart with CQG data feed was as good as Invester RT with IQfeed. The only problem for me that I need your help with is that Multicharts cumulative delta functions appear to be broken. I told Multicharts about their broken cumulative delta function and showed them the data I have that proves that Invester RT with IQfeed and Sierra Chart with CQG get same cumulative delta values but that Multicharts with CQG gets wildly different values. Multicharts replied to my ticket by saying that Sierra Chart does not use CQG data when plotting cumulative delta function. So, that the root of my question for you. And, as far as I can tell you are denying that your cumulative delta function is using some other hidden data feed unknown to me for calculating the values. I think it sounds pretty crazy, but can you confirm that for me? Thanks |
| [2015-11-18 18:29:44] |
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Multicharts replied to my ticket by saying that Sierra Chart does not use CQG data when plotting cumulative delta function. How would multi-charts know this? This is not accurate. Also if you have any problems with the Cumulative Delta Bars studies in Sierra Chart, refer to the documentation here about this: http://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#CDBDifferences Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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