Login Page - Create Account

Support Board


Date/Time: Sun, 24 Nov 2024 04:56:23 +0000



Post From: Cumulative Delta Volume odd chart

[2013-09-06 15:10:44]
Sawtooth - Posts: 4118
I use TT data as well. It is fast and reliable, but has poor bid/ask accuracy.

The Cumulative Delta Bars - Up/Down Tick Volume study with TT data is very close to the Cumulative Delta Bars - Volume study with IQFeed data. Attached is a comparison I did last year.

The upper panel is Cumulative Delta Bars - Volume study with IQFeed data.
The middle panel is Cumulative Delta Bars - Volume study with TT data.
The lower panel has cumulative delta bars made from Up/Down ticks with TT data.
Date Time Of Last Edit: 2013-09-06 15:11:43
imagecum_delta.png / V - Attached On 2013-09-06 15:09:40 UTC - Size: 45.1 KB - 1153 views