Cumulative Delta: Difference between revisions
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#** If the current tick price is higher or equals current ASK tick price, the volume of the current tick goes to BUY volume. | #** If the current tick price is higher or equals current ASK tick price, the volume of the current tick goes to BUY volume. | ||
#** If the current tick price is lower or equals current BID tick price, the volume of the current tick goes to SELL volume. | #** If the current tick price is lower or equals current BID tick price, the volume of the current tick goes to SELL volume. | ||
#** If the current tick price is between ASK and BID prices, | #** If the current tick price is between ASK and BID prices, then the volume is recorded either to BUY or to SELL volume depending on what was the last recorded volume.<br><div style="background-color: #E5F6FF;">'''Example''': If a new tick comes with a price higher or equals current ASK tick price and its volume is recorded as BUY volume, and then another tick comes with a price that is between ASK and BID prices, the volume is recorded also to BUY volume.</div> | ||
#: <div style="background-color: #E3FBE5;">'''Note''': When you plot Volume Delta chart, take into account that it doesn't matter what resolution is selected, additionally MultiCharts will request '''historical tick ask''' and '''bid''' data from your data source for the specified in chart settings data range, if '''Ask Traded vs Bid Traded''' is selected. </div> | #: <div style="background-color: #E3FBE5;">'''Note''': When you plot Volume Delta chart, take into account that it doesn't matter what resolution is selected, additionally MultiCharts will request '''historical tick ask''' and '''bid''' data from your data source for the specified in chart settings data range, if '''Ask Traded vs Bid Traded''' is selected. </div> | ||
# Check '''Break on Session''' if you want to see the session breaks (not available for daily-based resolutions). | # Check '''Break on Session''' if you want to see the session breaks (not available for daily-based resolutions). |