Search found 5 matches

by msanchez
29 Dec 2012
Forum: MultiCharts
Topic: Volume Breakdown Functionality (VB) [SOLVED]
Replies: 12
Views: 3695

Re: Volume Breakdown Functionality (VB) [SOLVED]

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...
by msanchez
29 Dec 2012
Forum: MultiCharts
Topic: Volume Breakdown Functionality (VB) [SOLVED]
Replies: 12
Views: 3695

Re: Volume Breakdown Functionality (VB) [SOLVED]

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...
by msanchez
29 Dec 2012
Forum: MultiCharts
Topic: Volume Breakdown Functionality (VB) [SOLVED]
Replies: 12
Views: 3695

Re: Volume Breakdown Functionality (VB) [SOLVED]

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...
by msanchez
28 Dec 2012
Forum: MultiCharts
Topic: Volume Breakdown Functionality (VB) [SOLVED]
Replies: 12
Views: 3695

Volume Breakdown Functionality (VB) [SOLVED]

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 ...
by msanchez
27 Apr 2011
Forum: MultiCharts
Topic: Missing Root Symbol for EX
Replies: 1
Views: 334

Missing Root Symbol for EX

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 ?

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