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Date/Time: Thu, 27 Feb 2025 00:47:21 +0000



Post From: Diagonal Delta Volume Profile Data Inconsistent

[2021-06-07 16:21:38]
John - SC Support - Posts: 38222
It is doing the calculation correctly, at least for how the VbP is setup to do the calculation. Refer to how the Diagonal Delta calculation is performed for VbP in this section:
Volume By Price Study: Bid Volume and Ask Volume Coloring Method
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing