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TradeStation Cumulative Delta


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TradeStation Cumulative Delta

  #11 (permalink)
 
socaltrader's Avatar
 socaltrader 
Los Angeles, CA
 
Experience: Advanced
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Broker: AMP
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TradeStation was not designed for order flow. Bid/Ask volume will not be accurate

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  #12 (permalink)
badmf
Miami FL
 
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The indicators shared are great for intraday trading, is it possible to convert them from line graph to candles?

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  #13 (permalink)
 
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 syswizard 
Philadelphia PA
 
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socaltrader View Post
TradeStation was not designed for order flow. Bid/Ask volume will not be accurate

This isn't true....and it's a function of your data fed (IQFeed, Rithmic, CQG, etc,)
The problem is: most data feeds won't retain Bid/Ask data in their historical database.
You can plot it in realtime, but the history is lost when the chart is closed.

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  #14 (permalink)
 
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 Hulk 
Texas, USA
 
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badmf View Post
The indicators shared are great for intraday trading, is it possible to convert them from line graph to candles?

https://nexusfi.com/download/tradestation/. FIO members have shared some of their work here. Maybe some of it is useful to you.

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  #15 (permalink)
 
socaltrader's Avatar
 socaltrader 
Los Angeles, CA
 
Experience: Advanced
Platform: Sierra Chart
Broker: AMP
Trading: CL
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syswizard View Post
This isn't true....and it's a function of your data fed (IQFeed, Rithmic, CQG, etc,)
The problem is: most data feeds won't retain Bid/Ask data in their historical database.
You can plot it in realtime, but the history is lost when the chart is closed.

It is not a function of a data feed. It's the interpretation capabilities of the software

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  #16 (permalink)
AllisonInDallas
Dallas, Texas USA
 
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Vientomarsol
Port St. Lucie, FL.

Thank you for this indicator. Is this supposed to be applied to a $TICK chart or on the $VOLD chart?

Inputs:
Plot_Cum_Vol_Delta(True),
Plot_Zero_Line(true);



// Volume Delta: Calculates the Delta for each Bar
// Value1 returns a positive number for Net Upticks, or negative number for Net Downticks.
Value1 = Upticks-Downticks;

// Cumulative Volume Delta: Value2 provides a cumulative total of all Value1s
Value2{Cum Up/Dn Delta} = cum (value1);


If Plot_Zero_Line then plot6(0,"Zero");

If Plot_Cum_Vol_Delta then Plot16(Value2, "CumVolDelta");

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  #17 (permalink)
 bob314159 
boulder, colorado
 
Experience: Advanced
Platform: TradeStation
Trading: emini's
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I try to get this:
https://nexusfi.com/download/tradestation/.
FIO members have shared some of their work here. Maybe some of it is useful to you.

And I get this: bob314159, you do not have permission to access this page.
But I've been elite member many years -- any idea what I'm doing wrong?

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