Support Board
Date/Time: Sat, 01 Mar 2025 11:09:40 +0000
Post From: Denali - Cumu Delta Differences
| [2021-09-28 12:22:17] |
| stockwet - Posts: 34 |
|
Hi, I am using Denali with IB order routing. I'm using the Cumu Delta Bars - Volume study on my main chart and Numbers Bars Calculated Values with Cumu Delta enabled on a footprint chart. I'm noticing discrepancies (large ones) in the delta values between the two. The documentation states that these should be the same. I have both to reset at session start. Checking session start, it appears that both are zeroed out correctly. But, over the course of the session, I'm seeing drastic changes. In the example below, there appeared to be a delta volume spike lower in ES, according to the Cumu Delta Bars study. But, the cumu delta on the Numbers Bars study didn't seem to register the spike. Take a look at the values from about 10:20 - 10:30. If I'm to understand the Numbers Bars Calculated Values figure, at any given time, the value in that box for cumu delta should match the value in Cumu Delta Bars - Volume study. Or, am I misinterpreting that data? Thanks. |
 2021-09-28 07_04_54-DESKTOP-K0QOQQF.png / V - Attached On 2021-09-28 12:20:46 UTC - Size: 211.73 KB - 166 views 2021-09-28 07_05_10-DESKTOP-K0QOQQF.png / V - Attached On 2021-09-28 12:20:54 UTC - Size: 43.34 KB - 171 views Attachment Deleted. |