Volume Delta, with Incorrect number ?

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Emmanuel
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Volume Delta, with Incorrect number ?

Postby Emmanuel » 22 Jan 2020

Hi,

I am using Multicharts 12 19401 and MultiCharts .NET64 OpenBeta Version 14.0 (Build 19286)

When I check the data tic by tic , I see clearly a difference between the Volume delta Bar and the count of the volume Tick by tick.

As you can see on the video, I count the tic carefully and the total don't match the volume delta .

https://drive.google.com/open?id=1BC9mP ... ij8cbUvHNz

This is not the first time I see incorrect total between the tic I have and volume delta.

The error are the same with MultiCharts .NET64 OpenBeta Version 14.0 (Build 19286)

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Svetlana MultiCharts
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Re: Volume Delta, with Incorrect number ?

Postby Svetlana MultiCharts » 27 Jan 2020

Hello, Emmanuel,

The issue is that Volume Delta was built with the help of Up Ticks vs Down Ticks algorithm.
This algorithm requires only one data series to determine tick status (according to the rule: if price goes up — it is Up Volume, if price goes down — it is Down Volume).
To determine tick volume status according to three data series, select Breakdown by: Ask Traded vs Bid Traded in Format Instrument -> Settings.
As you use IQfeed, Ask Traded vs Bid Traded status is not calculated locally by MultiCharts, but provided by IQfeed.
As you can see in the image, the issue is solved by selecting Ask Traded vs Bid Traded algorithm.
image.png
(119.04 KiB) Not downloaded yet

Emmanuel
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Re: Volume Delta, with Incorrect number ?

Postby Emmanuel » 28 Jan 2020

Hello Svetlana,

THANK YOU SO MUCH for your answer !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!

It is very clear now !!!! I can see well the setup on the captured image.
Ask Traded vs Bid Traded status is not calculated locally by MultiCharts, but provided by IQfeed.
I didn't know this information was provided directly by IQfeed. I don't find this information in the quotemanager, I guess it must be downloaded
in real time ? It don't seem to be saved in the quotemanager ?

It was really a bother because I could see the tick loss during real time connection as I am in Europe (each tick have a number)

I had to delete the data of the day , then reload the historical data to have all the tic.

Multicharts is excellent !!!!! you really have every information you need !!! I love it.

Svetlana, thank you very much for taking the time and the care to answer this difficult question.

I was stuck , your answer is important.

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Svetlana MultiCharts
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Re: Volume Delta, with Incorrect number ?

Postby Svetlana MultiCharts » 29 Jan 2020

Emmanuel,
I didn't know this information was provided directly by IQfeed. I don't find this information in the quotemanager, I guess it must be downloaded
in real time ? It don't seem to be saved in the quotemanager ?
This information is provided by IQfeed through an internal field, so it is not displayed in QuoteManager.

Thanks for your positive feedback.

Emmanuel
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Re: Volume Delta, with Incorrect number ?

Postby Emmanuel » 15 Feb 2020

Thank you Sveltlana,

It may be useful to have access to this data in the quotemanager


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