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Date/Time: Mon, 23 Dec 2024 02:11:00 +0000



Post From: Difference between Uptick/Downtick Delta vs Bid/Ask Volume Delta

[2015-01-06 17:42:31]
Sierra Chart Engineering - Posts: 104368
Is Delta showing on volume profiles next to volume profile volume based on ask/bid trade volume?
Yes.

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?
This could be programmed at a rate of 50 USD per hour. Not sure how long it would take. Might be simple but could be several hours.

-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?
For information about how this is determined, refer to the definitions section here:
https://www.sierrachart.com/index.php?page=doc/doc_NumbersBars.php#Definitions

For information about Cumulative Delta Bars Up/Down Tick Volume refer to the documentation here:
http://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s323

We cannot comment on this further.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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