SP ok, not being an ELA coder, I think I see what you're doing here. 1. You're leveraging that CVD bars as a running total of # of closed contracts on the offer - # of closed contracts on the bid and the math of a DELTA between the current and previous CVD bar is ---- roughly equivalent --- to the m...

I understood that you had created "Delta Bars" in another platform. (perhaps MDelta) However, I'm looking for a way to synthetically proxy the MD's VB indicator in MCharts. Something like the following in MultiCharts: VB[0] in Mkt Delta == (# of Closed Contracts on Offer[0] - # of Closed Contracts o...

Arnie: This last post looks like what I'm used to in MD -- thank you for your reply - Couple Questions: 1) Is that a Histogram a print of the Bid/Ask Delta of ONE BAR -- completely independent of CVD? Or, was this Histogram created by performing some sort of (CVD[0] - CVD[1]) functionality? 2) If in...

Now that you have CVD, what's the best way to create VB (Volume Breakdown) charts similar to MktDelta? A VB Bar/Histogram is the total (# of Contracts closed on the Offer - total # of Contracts closed on the Bid) for any type of bar (candle, OHLC, Range, Renko, etc) The most basic implementation is ...

I'm looking for the specific content to update FESX (Root Symbol would be EX) -- Has anyone already accomplished this explicity for EX?
Session time frames, etc, etc ?