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Date/Time: Mon, 30 Dec 2024 17:19:30 +0000



Different values in Delta of Bid - Ask V

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[2015-03-09 13:11:38]
nicktrader - Posts: 723
As you can see in the attached file there are two charts - M5 and D1.

D1 chart contain "Numbers Bars Calculated Values" with focus on "Day cumulative AskV - BidV" = -1218
and
M5 chart contain "Cumulative Delta Bars ..." with focus on sum = -609

Why do I have that difference. Shouldn't it be the same value?

I am using an intraday data storage time unit of 1 tick

Many thanks

imageFDax 2015-03-09 13 40 19 Difference Ask - Bid V.png / V - Attached On 2015-03-09 13:08:16 UTC - Size: 28.99 KB - 376 views
[2015-03-09 17:23:45]
Sierra Chart Engineering - Posts: 104368
From our perspective, this is really impossible for us to answer. It is too vague of a perspective for us to even comment on this. Especially with the high complexity of what you are working with.

We cannot provide an answer to this type of question.
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:
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[2015-03-09 17:29:45]
Sierra Chart Engineering - Posts: 104368
Actually we think the problem is you are using the wrong Cumulative Delta Bars study. You need to use Cumulative Delta Bars-Volume.
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
[2015-03-09 18:49:38]
nicktrader - Posts: 723
I changed the study as you said in Cumulative Delta Bars-Volume and now all data are correct.

Many thanks
[2015-03-09 19:31:02]
Sierra Chart Engineering - Posts: 104368
OK good.
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

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