VOLUME DELTA MULTICHART

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turbofib
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VOLUME DELTA MULTICHART

Postby turbofib » 27 Aug 2013

Andrew Multichart say me: ""In MultiCharts we don't have Delta as an indicator, we have it a s a chart type. I am not aware how it is calculated in your application, but you can find the description of our one right here."

But i don't understand

why the same timeframe and bar type, then 2 different results?

I can tolerate slightly different results, but these ones are totally opposite
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Henry MultiСharts
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Re: VOLUME DELTA MULTICHART

Postby Henry MultiСharts » 30 Aug 2013

Hello turbofib,

Delta indicator from a different platform can be designed diffrently, compared to MultiCharts built in chart type.
Please compare the logic of the indicator you are using with MultiCharts Volume Delta logic description.

turbofib
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Re: VOLUME DELTA MULTICHART

Postby turbofib » 30 Aug 2013

dear sir, i used another program, NT, and the results are the same as MD. So, if i need to know what's the correct pressure (buy or sell) in a specific bar, which platform do i need to reference?

The charts are set up in the same way in all the platforms

I can't understand why i'm stil getting opposite results compared to multicharts

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Re: VOLUME DELTA MULTICHART

Postby shivax » 02 Sep 2013

I also use that also do not understand this diversity ..

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arnie
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Re: VOLUME DELTA MULTICHART

Postby arnie » 03 Sep 2013

I never compared MD footprint charts with MC's, but I did compare IRT's Cumulative Delta indicator, which is the same as MD's, and it's identical do MC.

When comparing MC footprint charts with SC's they are both identical, existing from time to time some divergence but I would consider normal since if a bar initiates a couple of seconds
later it's sufficient to create some volume discrepancies but that is very rare to happen.

Are you comparing historical data or realtime data?

MD/IRT realtime time is tick data but depending of the settings you have, historical can be minute data.
If you're comparing historical data and on MD you have minute data and MC is showing tick data it's normal the discrepancies you're seeing.

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Re: VOLUME DELTA MULTICHART

Postby turbofib » 04 Sep 2013

I bought both historical and realtime
In the pic i posted i inserted a 4 minutes bar to analyze the inside development without garbage due to some seconds of difference

What's that irt cumulative delta indicator? you mean on md or mc?

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arnie
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Re: VOLUME DELTA MULTICHART

Postby arnie » 04 Sep 2013

I bought both historical and realtime
In the pic i posted i inserted a 4 minutes bar to analyze the inside development without garbage due to some seconds of difference

What's that irt cumulative delta indicator? you mean on md or mc?
You talked about MD (MD).
IRT (IRT) is the same platform as MD but a different company. I was talking about their cumulative delta indicator.

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Re: VOLUME DELTA MULTICHART

Postby turbofib » 04 Sep 2013

ok, i didn't get irt was investor/rt. Can u explain why it should give the same results of mc, when it's the same program as md?

We are not talking about slight differences, but about *BIG* differences, as u can see in my pics posted earlier

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arnie
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Re: VOLUME DELTA MULTICHART

Postby arnie » 04 Sep 2013

ok, i didn't get irt was investor/rt. Can u explain why it should give the same results of mc, when it's the same program as md?

We are not talking about slight differences, but about *BIG* differences, as u can see in my pics posted earlier
You show how different MD is from MC we can clearly see that.
What I'm saying is that things are not that easy.

I can show you how MC is identical to SC (SC).

Image

Different platforms, same datafeed, identical results.

If you are using identical datafeeds on both platforms they should be identical. If they're not something wrong must be happening.

You need to double check MD's settings.
You need to double check MC's settings.

The data you've showed is from DAX right? You know that EUREX had data issues a couple of days ago right? Can that be the reason of the discrepancies?

Delete both platform databases and download them again.
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Re: VOLUME DELTA MULTICHART

Postby turbofib » 04 Sep 2013

ok .... when I have time I'll do some checking .. thanks


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