Support Board
Date/Time: Wed, 15 Jan 2025 15:58:25 +0000
Post From: Number Bar / footprint / order flow improvements
| [2017-08-03 21:47:39] |
| User99934 - Posts: 227 |
|
"We have no interest in using up ticks and down ticks. It is a lot of extra work for little benefit if any." If you look at Sierra Cumulative Delta Bars up/down tick vs Sierra Cumulative Delta Bars-Volume on ES, there is a large difference. Would this also not be true using a Number Bar? The Cumulative Delta Bar up/down tick version has a much higher correlation to price action. The combined ticks at 41:56 on https://youtu.be/mOOS_ZOkboE is very different. He is not using 1 tick for each display point but rather combines multiple ticks for one display point. By the way, in version 1594, your "reconstruction of the tape" function is not working on 1000 trade bars for ES. |