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Date/Time: Thu, 19 Sep 2024 16:08:19 +0000



Post From: Diagonal Delta

[2014-04-22 06:02:20]
Dom7364 - Posts: 257
In some cases, it would be similar, but not always. More importantly, if one looks at the footprint diagonally (bid/ask), why would he be looking at a delta calculated on 2 completely different price levels? This could be an option ti display delta per bar for those looking at diagonal footprint.