Support Board
Date/Time: Sun, 24 Nov 2024 14:38:50 +0000
measuring cumulative delta in stocks
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| [2013-11-11 16:43:29] |
| iafayte - Posts: 11 |
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Hi, I'm trying to create a custom modified cumulative delta (volume) indicator. But I'm getting very different values. How does the indicator count volume inbetween the bid/ask spread? |
| [2013-11-12 09:10:14] |
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The volume is always considered either at the bid or the ask, even if the trade is in between.
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