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Date/Time: Tue, 26 Nov 2024 16:15:16 +0000



Post From: Volume Filter Settings on Chart

[2023-11-16 17:39:40]
User513662 - Posts: 90
Hello,

I am trying to construct a variable Cumulative Delta (CD) study with small lots, large lots and very large lots with various settings i.e. less than 4, 4-10, 10+ and combine it into one chart. I understand how to construct these in 3 difference charts and then use the study overlay study. I also understand about combining to original summary trade in the chart to get the data by order.

However when I filter the volume on the chart for say the chart 10+ using the attached filter, it differs from the chart that has no filter i.e. sometimes in the chart with no filter it will show the CD up 20 lots, but in the filtered chart it might only increase it 13.

I am wondering whether that filter is filtering the original summary trade, or the normal feed. I saw on the T&S there seems to be an original summary trade filter, but I can't see that on the chart.

Hope makes sense. Please see attached.

Thanks.
image2023-11-16_11-29-13.jpg / V - Attached On 2023-11-16 17:36:54 UTC - Size: 272.5 KB - 66 views