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Cumulative Delta Start Time


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  #1 (permalink)
 meandthetrio 
New Orleans, LA
 
Experience: Intermediate
Platform: Sierra Chart
Broker: AMP Futures
Trading: ES - GC
Posts: 6 since Apr 2019
Thanks Given: 8
Thanks Received: 4

I'm on Central Time in the U.S. and I was wondering if most people start calculating cumulative delta starting at 17pm when most markets reopen or at midnight?


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  #2 (permalink)
 Malykubo 
Bratislava Slovakia
 
Experience: None
Platform: Sierra Chart
Broker: AMP, cqg with denali
Trading: MES, ZN, ZF
Posts: 57 since Feb 2021
Thanks Given: 23
Thanks Received: 89

I reset delta on RTH session start in ES
In treasuries I reset after RTH ends

ES is really different during RTH and ETH. Treasuries not so much (for me .... but Im really new so )


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