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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
Can you help answer these questions from other members on NexusFi?
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?