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Date/Time: Wed, 27 Nov 2024 02:42:54 +0000



Post From: Diagonal Comparison of Bid Volume and Ask Volume

[2014-07-11 13:15:05]
Neo - Posts: 198
Yup diagonal Delta

Sure the values would be the same alot of the time, however when you start filtering the data they will change.

Eg if comparisons against a zero value were left out of the calculation:

100x200
0 x600
200x900
100x800

Using normal Delta you would exclude the 600, however using diagonal delta you would exclude the 200.