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Date/Time: Sun, 24 Nov 2024 06:21:29 +0000



[User Discussion] - Cum delta Bars with 50 lot filter not calculating correctly.

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[2013-10-01 18:11:03]
User32172 - Posts: 1
Hello,

I have a chart of the ES Dec contract. I added to this chart a CUmulative Delta Volume Study. This study resets ever day and works great.

I would also like to have a study that shows what the bigger players who trade 50+ lots are doing. My friend has this study on another software package so I know approximately what the total for the day should be.

I went to chart settings<advanced settings 2 and set the VOLUME FILTER, EXCLUDE<=49. The number I get in my chart should be substantially less than my unfiltered volume chart since most trades are done using less than 50 lots. i am not getting this result. I get basically the same output.

Am I misunderstanding the filter or do I possibly have some settings incorrect?

Thx
[2013-10-02 03:02:25]
Sierra Chart Engineering - Posts: 104368
I would also like to have a study that shows what the bigger players who trade 50+ lots are doing.
You will never figure this out. This is technically not possible. Anyone who tells you can make a determination of this, does not understand how the markets work.


We tested the volume filtering. It works fine and there is absolutely no reason why would there would be a problem with this. You must not have set it on the chart you have the Cumulative Delta Bars -Volume study on.
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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Date Time Of Last Edit: 2013-10-02 03:03:32

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