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Date/Time: Sun, 19 May 2024 13:52:15 +0000



[User Discussion] - Correct Cumulative Delta?

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[2019-09-01 17:25:36]
User929084 - Posts: 60
Hi. Right now I'm with AMP on CQG data feed. After reading many posts here and other forums it seems that there are mixed opinions on quality of CQG data as it comes to bid and ask accuracy. I rely heavily on Cumulative Delta in my trading. I know the best one should be Cumulative Delta-Volume. But in case of poor quality data feed CD-Up/ Down tick might be more accurate.

Anyone with more experience, good quality data feed and knowledge about this topic could elaborate on that. I would like to get this one figured out. Maybe CQG is good feed.

I included some pics from last Thursday and Friday. Charts are from NQ 200 and 600 tick charts. I'm in CST and have chart settings posted in pics as well as CD settings. The blue lines are just there to point out some of the biggest differences between CD-Volume and CD-Up/Down Tick I could find. Top CD study is Volume and the bottom CD study is Up/Down Tick in all pics.

Thank you.
Date Time Of Last Edit: 2019-09-01 17:48:42
imagechart settings.png / V - Attached On 2019-09-01 17:23:56 UTC - Size: 123.31 KB - 250 views
imagedelta settings.png / V - Attached On 2019-09-01 17:24:03 UTC - Size: 43.62 KB - 260 views
image2019-09-01_1142.png / V - Attached On 2019-09-01 17:25:23 UTC - Size: 62.04 KB - 269 views
[2019-09-01 17:26:29]
User929084 - Posts: 60
Some more pics.
image2019-09-01_1144.png / V - Attached On 2019-09-01 17:26:01 UTC - Size: 63.51 KB - 248 views
image2019-09-01_1148.png / V - Attached On 2019-09-01 17:26:08 UTC - Size: 59.11 KB - 239 views
image2019-09-01_1151.png / V - Attached On 2019-09-01 17:26:14 UTC - Size: 59.88 KB - 243 views
[2019-09-01 17:28:18]
User929084 - Posts: 60
Pic.
image2019-09-01_1153.png / V - Attached On 2019-09-01 17:27:47 UTC - Size: 58.92 KB - 278 views

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