Support Board
Date/Time: Sun, 22 Dec 2024 20:43:22 +0000
(Cumulative Delta)
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| [2015-01-06 17:58:36] |
| alex@n - Posts: 20 |
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Hello, One question for you, possible to create chart (Cumulative Delta) as an example on this site http://www.sierrachart.com/index.php?page=doc/helpdetails71.html , but , be divided - Delta Up Tick( blue)? and - Delta Down Tick(red)? The sample below. Date Time Of Last Edit: 2015-01-06 18:01:41
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 Delta 1.bmp - Attached On 2015-01-06 17:56:14 UTC - Size: 433.07 KB - 613 views |
| [2015-01-07 09:17:41] |
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You can modify the study to meet your requirements. Refer to this page for general guidance on this: https://www.sierrachart.com/index.php?page=doc/doc_BuildCustomStudiesDLL.html 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 For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-01-07 18:05:52] |
| alex@n - Posts: 20 |
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Thank you for your reply ! You are offers a rather complicated option. Well, then I have to become a programmer :)) One question, where can I find - Source Code for Sierra Chart Built-In Studies (Cumulative Delta) '? You could provide it? In what language to write code, C #? C ++? Regards. |
| [2015-01-07 19:08:18] |
| Sawtooth - Posts: 4141 |
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I think you could create this with native studies, and a 1 second or 1 tick chart: Cumulative Sum of Study Study Subgraphs Difference Study Overlay OHLC The Delta Uptick is the difference between what two data? The Delta Downtick is the difference between what two data? |
| [2015-01-08 18:04:04] |
| alex@n - Posts: 20 |
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Hello tomgilb , Thanks for your reply. 1)I think this is 1 tick chart. 2)The Delta Uptick is the difference between what two data? The Delta Downtick is the difference between what two data? I think, split into two streams (chart), individually Delta Uptick and Delta Downtick , and all. difference- I think not. Simply split into two streams Sorry for my english . If you understand the task, let me know, I am very interested in this question ..... Regards. Date Time Of Last Edit: 2015-01-08 18:05:07
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| [2015-01-08 18:49:03] |
| Sawtooth - Posts: 4141 |
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Delta mean symmetric difference. https://en.wikipedia.org/wiki/Symmetric_difference Cumulative Delta Bars - Volume is the cumulative sum, over the data in the chart or the trading day, of the difference between the Ask Volume and the Bid Volume, displayed as OHLC Candlestick bars, for the duration of each corresponding price bar. http://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s292 You can also create Cumulative Delta Bars from #Trades at Ask/Bid and Uptick/Downtick Volume. All three of these are based on the difference of two data. It's not possible to create OHLC bars without a delta. So creating Delta Uptick bars requires the difference of two data, and creating Delta Downtick bars requires the difference of two data. |
| [2015-01-08 19:07:34] |
| alex@n - Posts: 20 |
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tomgilb Thank you for your reply, You, yourself, have answered your own question: The Delta Uptick is the difference between what two data? The Delta Downtick is the difference between what two data? So creating Delta Uptick bars requires the difference of two data, and creating Delta Downtick bars requires the difference of two data. I understand you correctly? |
| [2015-01-08 19:13:50] |
| Sawtooth - Posts: 4141 |
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Yes, you understand correctly. What two data are used to create Delta Uptick bars? What two data are used to create Delta Downtick bars? |
| [2015-01-08 19:25:11] |
| alex@n - Posts: 20 |
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What two data are used to create Delta Uptick bars? What two data are used to create Delta Downtick bars? I find it difficult to answer this question. If I knew the answer, I would not have asked this question. Regards. |
| [2015-01-08 19:46:14] |
| Sawtooth - Posts: 4141 |
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If you don't know the answer, then you also won't be able to code it in ACSIL/c++.
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| [2015-01-08 19:49:33] |
| alex@n - Posts: 20 |
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ok, I think, and I will write you an answer soon. |
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