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Direct MessagesDate/Time: Thu, 19 Sep 2024 00:52:15 +0000
Diagonal Delta
View Count: 1492
| [2014-04-21 15:13:19] |
| Dom7364 - Posts: 257 |
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Is there a way to calculate "per bar diagonal delta"? We now have the option to look at the footprint and volume imbalance on the footprint, which is the only correct way to look at it, so why not calculate a delta per bar, which computes delta for each bar diagonally? Thanks |
| [2014-04-21 17:31:29] |
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We will see about this.
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 |
| [2014-04-21 17:36:02] |
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Please explain how this would be useful. It is going to give a value which is very similar to the Ask volume and Bid volume difference for a bar.
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 |
| [2014-04-22 06:02:20] |
| Dom7364 - Posts: 257 |
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In some cases, it would be similar, but not always. More importantly, if one looks at the footprint diagonally (bid/ask), why would he be looking at a delta calculated on 2 completely different price levels? This could be an option ti display delta per bar for those looking at diagonal footprint.
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| [2014-04-23 13:12:40] |
| chris12 - Posts: 51 |
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YES it would be great to create this option...
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| [2014-04-23 13:25:03] |
| Dom7364 - Posts: 257 |
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It would make sense shall we say..
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