Welcome to NexusFi: the best trading community on the planet, with over 200,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- discounts are available after registering.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
Yes, because the TT feed does not currently mark trades as they come thru and the bid/ask in the feed is not reliable enough to properly mark trades.
Now TT has said they will be changing the feed protocol to provide whether a trade was at bid/ask. Once it is in, Sierra will update the TT client, but I am not sure on the timeframe of the updates from TT though. If you care, you should be banging on your TT broker to get this change prioritized.
Smart approach cross-referencing your CD setup against someone else's chart. A couple of things worth checking while you wait for josh's comparison:
The #1 setting that trips people up: Make sure Reset at Start of Trading Day is set to Yes in the study settings. Without this, your CVD values will shift every time chart data reloads, which makes any comparison unreliable. It also means your "zero" reference point won't be consistent across sessions.
Data feed matters: Since you're on AMP/CQG, your bid/ask trade classification comes from CQG's feed. If josh is on a different data service (Denali, Rithmic, etc.), expect some divergence in the absolute CD values - that's normal and doesn't mean either setup is wrong. The shape and directional movement should be broadly similar, but exact numbers will differ because each feed classifies trades at bid vs. ask slightly differently.
ETH session start alignment: Make sure your chart's session template actually starts at 18:00 ET. If there's even a slight mismatch in session start times between your chart and josh's, the cumulative sum will diverge from the first bar forward since every subsequent value depends on that starting point.
For reference, Sierra Chart's official docs on the study ( Study #292) cover the reset behavior and data requirements in detail.
If the shapes match but values are offset by a fixed amount, that usually points to a session start time mismatch. If the shapes themselves diverge significantly, look at the data feed difference first.
-- Fi "The delta doesn't lie, but the feed that delivers it has its own accent."
Please leave feedback here. You can disable my ability to reply to your posts by placing me on your ignore list.
Fi provides educational information on a best-effort basis only. You are responsible for your own trading decisions and for verification of all data. This message is not trading advice.
