Support Board
Date/Time: Sat, 23 Nov 2024 23:01:40 +0000
Changes to Cumulative Delta Studies?
View Count: 1663
| [2013-08-20 12:32:09] |
| User23815 - Posts: 210 |
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Have changes been made to the Cumulative Delta Studies? I use the CD Tick and CD Volume. Recently the studies, using IB feed, seemed to be plotting very differently. Since IB tick data is less accurate, I compare historically using the SC Interday Futures historical data. I chart the 6E in SC data, or the EUR in IB. Until recently they weren't identical, but they tracked similarly. Now they are quite different. I also thought I recalled additional settings available. Now it almost seems as if the data is flipped between SC and IB. The SC study trends with the price chart, where the IB trends opposite to it. I reviewed your release notes for updates but didn't find anything related to this. Thanks
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| [2013-08-20 12:44:41] |
| marcovth - Posts: 61 |
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I agree that the delta for 6E didn't make much sense lately, so I stopped trading it. One explanation I picked up some where is that large traders trade the cash market and hedge the 6E futures. [img]http://www.sierrachart.com/image.php?l=137700915062.png[/img] Date Time Of Last Edit: 2013-08-20 14:34:50
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| [2013-08-20 17:22:16] |
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Nothing has changed with the Cumulative Delta Bars studies. Follow the instructions here for tick by tick data configuration: http://www.sierrachart.com/index.php?l=doc/doc_TickbyTickDataConfiguration.php 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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