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Direct MessagesDate/Time: Fri, 18 Oct 2024 04:07:02 +0000
Cumulative Delta Calculation
View Count: 112
| [2024-07-15 01:38:14] |
| User550539 - Posts: 31 |
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Hello, this may be a stupid question... does the cumulative delta calculation include buy and sell stops? E.g Buy on the ask (Delta +1) and set a market stop order to sell on the bid and get stopped out, does the delta then show -1?
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| [2024-07-15 02:11:56] |
| Sierra_Chart Engineering - Posts: 16656 |
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Yes when those are triggered and become market orders. Certainly that trade activity is included.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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