Support Board
Date/Time: Mon, 23 Dec 2024 02:32:42 +0000
Post From: Difference between Uptick/Downtick Delta vs Bid/Ask Volume Delta
| [2015-01-06 14:24:27] |
| User34212 - Posts: 3 |
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Two quick questionsç 1-Is Delta showing on volume profiles next to volume profile volume based on ask/bid trade volume? If so is this possible to get this delta derived from up/down tick volume rather than ask/bid trade volume since two delta calculations are awfully different than each other in some markets/ somedays? 2-does cumulative delta bars (ask/bid volume based) use ask/bid trade volume which is already stamped by my data provider(IQ Feed) as at ask/ at bid? If so is delta based on up/down tick volume calculated by using just raw (which is not yet classified as at bid/ask by data provider) trade volume and does Sierra Charts work out the up/down tick volume delta by using CPU? Best...
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