Support Board
Date/Time: Thu, 28 Nov 2024 18:52:57 +0000
[Programming Help] - DELTA % delta/total volume
View Count: 1349
| [2023-04-04 21:20:25] |
| User407321 - Posts: 7 |
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hi guys, is possible to have delta % about DELTA/TOTAL VOLUME, thanks
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| [2023-04-04 22:03:30] |
| John - SC Support - Posts: 36350 |
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In the Numbers Bars Calculated Values there is a Subgraph for Ask Volume Bid Volume Difference Percent that gives Delta/Volume as a Percentage. Refer to the following: Numbers Bars: Numbers Bars Calculated Values Subgraph Descriptions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-05 15:26:49] |
| User407321 - Posts: 7 |
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yes, you right, but doesn't appaer on the chart, what could be the problem?
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| [2023-04-05 15:47:22] |
| User407321 - Posts: 7 |
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Numbers Bars Calculated Values, in this indicator there isn't DELTA/TOTAL VOLUME
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| [2023-04-05 20:47:28] |
| John - SC Support - Posts: 36350 |
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The Subgraph in the Numbers Bars Calculated Values is named Ask Volume Bid Volume Difference Percent. Again, for a description of the calculation, refer to the following: Numbers Bars: Numbers Bars Calculated Values Subgraph Descriptions If this is not what you are looking for, then we need more information on what you want from Delta/Volume. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-05 23:00:24] |
| User407321 - Posts: 7 |
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I want the the percentage of the delta of the candle / the total volume of the candle, DELTA / TOTAL VOLUME in percent %
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| [2023-04-06 13:40:33] |
| John - SC Support - Posts: 36350 |
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The definition of Ask Volume Bid Volume Difference Percent is the following (taken from our documentation that we have referenced above): Ask Volume Bid Volume Difference Percent (AskV - BidV %): This is the percentage that the difference between the Ask Volume and the Bid Volume is of the total volume. The volume difference is calculated between the Ask Volume and the Bid Volume. This is the percentage that this volume difference is of the total volume.
This is exactly what you are asking for. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-06 23:42:06] |
| User407321 - Posts: 7 |
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https://www.sierrachart.com/image.php?Image=1680824460590.png Sorry, if im disturbing, now i attatched a file to understand better what i mean..., thankss! with delta% i mean this formule delta%= delta/volume = -41/159= 25,78% The "Ask Volume Bid Volume Difference Percent" doesn't calculate it, but calculate the difference between ask volume and bid volume in percent. So now, my question is, there is a study that indicate the fraction of delta/volume |
| [2023-04-07 14:55:02] |
| John - SC Support - Posts: 36350 |
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Why do you state that the "Ask Volume Bid Volume Difference Percent" is calculating the difference between the Ask Volume and Bid Volume in Percent? It is not - it is calculating the Delta (Ask Volume - Bid Volume) divided by the total volume in the bar. Which is what you are asking for. Try it - add the "Ask Volume Bid Volume Difference" subgraph and the "Total Volume" subgraph and the "Ask Volume Bid Volume Difference Percent" and divide the Delta by the Total Volume. You will see that it gives you the same answer as what is in the "Ask Volume Bid Volume Difference Percent". If you are not seeing the "Ask Volume Bid Volume Difference Percent" displayed as a percentage (Delta/Volume * 100), then you just need to set the Input for the Numbers Bars Calculated Values for "Display Percent Values as Decimal or Percentage" and set it to "Percentage". For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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