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Date/Time: Sat, 01 Mar 2025 10:52:48 +0000



Post From: Denali - Cumu Delta Differences

[2021-09-28 16:18:21]
stockwet - Posts: 34
Hi John,

Thanks for the speedy reply. Can you explain what you mean by timeframe? There's the session start time and then the timeframe for the bars.

* Session Start time - Exactly the same for the charts - 8:30 AM CT.
* Bar time frame - Completely different. FP uses 2.5pt Range, Cumu Delta Bars - Vol uses 3000 volume.

Since the value I'm comparing on both should be the cumulative delta for the day, up to that point in time, then I would assume that the values would at least be close, accounting for differences in bar timeframe settings.

At approximately 10:27 AM ...
* Numbers Bars Calculated Values Cumu Delta (Day) = -730
* Cumu Delta Bars - Vol = < -4200

That's too large a difference to account for the range vs volume bar difference.

Thanks again.