Support Board
Date/Time: Tue, 26 Nov 2024 10:47:07 +0000
Post From: Cumulative Delta Bars - Up/Down Tick Volume
| [2023-12-11 04:24:43] |
| User630795 - Posts: 89 |
|
what is the difference between these two: - Cumulative Delta Bars - Up/Down Tick Volume - Cumulative Delta Bars - Trades I already read your documentation, but it is not clear to me. More specifically, it is not clear to me what exactly is "Up/Down Tick Volume." 1) if 5 up tick trades are made simultaneously, do they count as: - 1 or 5 for "cumulative delta bars - up/down tick volume" calculation? AND - 1 or 5 for "cumulative delta bars - trades" calculation? the expression "tick volume" is not clear to me what it means. thank you. |