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Date/Time: Thu, 19 Sep 2024 16:12:45 +0000



Post From: Diagonal Delta

[2014-04-21 15:13:19]
Dom7364 - Posts: 257
Is there a way to calculate "per bar diagonal delta"? We now have the option to look at the footprint and volume imbalance on the footprint, which is the only correct way to look at it, so why not calculate a delta per bar, which computes delta for each bar diagonally?

Thanks