Does anyone know of an indicator (preferably for Sierra Chart) that plots cumulative delta over a specified duration? The idea is that the cumulative delta shown for each bar is equal to the cumulative for a specified number of bars (or time) in history. Also, it would be good if the current bar cumulative delta is updated in real time. Thanks for any help.

Hi

try this :

1)ask/bid volume difference bar study

2) sum periodic study : select ask/bid volume difference bar study as reference

It works like a charm. Thanks crazybears.