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Date/Time: Mon, 25 Nov 2024 19:56:55 +0000



Post From: Wrong data for cumulative delta on last bar when using Study/Price Overlay

[2024-02-17 10:18:50]
MarkusK - Posts: 99
I am using a "Cumulative Delta Bars - Volume" study on a 5 minute chart (for ES). The intraday session time for this chart is 18:00:00 - 16:59:59 (no evening session used).

I copied this cumulative delta bars study to another chart by using the "Study/Price Overlay". This second chart is also a 5 minute chart for ES, but has a different intraday session time 09:30:00 - 16:14:59 (also no evening session used).

Everything works fine, except for the very last bar in the CD study which is not displayed correctly.

Please see the attached screenshot for an example:

The first chart (18:00:00 - 16:59:59) with the Cumulative Delta Bars - Volume study is displayed on the left.
The second chart (09:30:00 - 16:14:59) where I use the Study/Price Overlay to include the cumulative delta study from the first chart is on the right.

The left chart shows the correct cumulative delta value for the bar at 16:10:00 (~8.118).
However, the right chart shows a CD near 0 for the very same bar at 16:10:00.

All other bars are identical except for the very last bar.

I doubled checked all my settings but have no idea what causes this issue. Any help would greatly be appreciated.
imageWrong CD.png / V - Attached On 2024-02-17 10:16:34 UTC - Size: 43.01 KB - 53 views
imageSettings.png / V - Attached On 2024-02-17 10:16:39 UTC - Size: 46.56 KB - 46 views