Support Board
Date/Time: Sat, 28 Dec 2024 08:10:24 +0000
Diagonal cumulative delta
View Count: 1404
| [2016-04-23 06:02:46] |
| Dom7364 - Posts: 257 |
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Is there a way to calculate a cumulative diagonal bid/ask delta as opposed tp curent sum of all bids - sum of all asks?
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| [2016-04-23 10:47:12] |
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No but we also appear to have someone asking about this here: Additional Numbers Bars Calculations 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 |
| [2016-04-24 05:39:43] |
| Dom7364 - Posts: 257 |
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Good I am not the only one to ask for it. This is clearly the proper way to calculate a meaningful delta and anyone who understands how the market moves will benefit from that as opposed to current way to calculate it, at best an approximation. No other platform does it either, so so would be a real added value and SC would be the 1st, clearly leading the way for those who trade the microstructure and order flow.
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| [2016-04-24 05:41:40] |
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This will be added to the Numbers Bars Calculated Values study in the next few days.
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 |
| [2016-04-25 15:49:55] |
| Al SC Developer - Posts: 434 |
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In the next version, Diagonal Positive/Negative Delta Sum have been added to the Numbers Bar Calculated Values study.
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| [2016-04-26 16:26:44] |
| User795690 - Posts: 2 |
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awesome!
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