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Search: Posts Made By: Nicolas11
Forum: Sierra Chart August 18th, 2012, 12:36 PM
Replies: 15
Views: 5,660
Posted By Nicolas11
So... it was not a new idea. But it was a good...

So... it was not a new idea. But it was a good idea! :D :)



Thanks for this compliment, but it is a bit embarrassing when you also have received answers from real specialists as DionysusToast....
Forum: Sierra Chart August 18th, 2012, 12:16 PM
Replies: 15
Views: 5,660
Posted By Nicolas11
First option. Added if green, subtracted if red. ...

First option. Added if green, subtracted if red.



What you describe is exactly cumulative delta.

Nicolas
Forum: Sierra Chart August 18th, 2012, 12:10 PM
Replies: 15
Views: 5,660
Posted By Nicolas11
Now, coming back to your questions: ...

Now, coming back to your questions:



2nd option. 1st option is simply called "delta".



It represents the volume traded as market orders (which is the same as the volume traded as filled...
Forum: Sierra Chart August 18th, 2012, 12:08 PM
Replies: 15
Views: 5,660
Posted By Nicolas11
omrangassan, I respectfully think that you...

omrangassan,

I respectfully think that you are mixing up some concepts. :)

One trade = one market order hitting a limit order which was waiting in the DOM.

For instance, a BUY market order...
Forum: Sierra Chart August 18th, 2012, 11:56 AM
Replies: 15
Views: 5,660
Posted By Nicolas11
DionysusToast, Nice to see you here. This...

DionysusToast,

Nice to see you here. This situation is quite funny because I was watching a very interesting video on Youtube about iceberg orders (Iceberg Orders and Market Manipulation...
Forum: Sierra Chart August 18th, 2012, 11:55 AM
Replies: 15
Views: 5,660
Posted By Nicolas11
omrangassan, For me, cumulative delta, trade...

omrangassan,

For me, cumulative delta, trade after trade, adds the green figures and subtracts the red figures in the "volume" column of your picture.
Forum: Sierra Chart August 18th, 2012, 11:18 AM
Replies: 15
Views: 5,660
Posted By Nicolas11
omrangassan, I am a SC programmer. As...

omrangassan,

I am a SC programmer.
As DionysusToast told you, what you describe is exactly the cumulative delta.
It is a built-in study in SC.
Documentation:...
Showing results 1 to 7 of 7

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