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Cumulative delta


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  #1 (permalink)
 SpecterTrader 
Rome Italy
 
Experience: Intermediate
Platform: TradeStation
Trading: Emini ES
Posts: 10 since Feb 2016
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Hi everyone I want to know if it is possible to write the code for Cumulative delta but instead to consider all bid and ask I want that it consider just bid and ask filled.

I hope that someone can help me.

Thanks


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  #2 (permalink)
 ABCTG   is a Vendor
 
Posts: 2,448 since Apr 2013
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SpecterTrader,

if you set the cumulative delta to "breakdown by: Ask Traded vs Bid Traded" doesn't that give you what you have in mind? If this is not what you have in mind, maybe you can show an example of what exactly you are looking for?

Regards,

ABCTG


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  #3 (permalink)
 SpecterTrader 
Rome Italy
 
Experience: Intermediate
Platform: TradeStation
Trading: Emini ES
Posts: 10 since Feb 2016
Thanks Given: 0
Thanks Received: 1



ABCTG View Post
SpecterTrader,

if you set the cumulative delta to "breakdown by: Ask Traded vs Bid Traded" doesn't that give you what you have in mind? If this is not what you have in mind, maybe you can show an example of what exactly you are looking for?

Regards,

ABCTG

Thanks for the answer, I need an indicator that measure the Force of Cumulative Delta.


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  #4 (permalink)
 ABCTG   is a Vendor
 
Posts: 2,448 since Apr 2013
Thanks Given: 494
Thanks Received: 1,643

SpecterTrader,

how do you define "the Force of the Cumulative Delta" i.e. what would be measured here exactly and what would the indicator display?

Regards,

ABCTG


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