Hi Nicolas, I know in ninja trader and Sierra platform exist an indicator named “cumulative Delta”, I attached a screen shot of it.
This is the cumulative sum, over the data in the chart or the trading day, of the difference between the Ask Volume and the Bid Volume, displayed as High-Low CandleStick bars.
This is commonly known as Cumulative Delta in many trading forums on the Internet.
This study requires data from a Data or Trading service that provides historical BidVolume and AskVolume. Otherwise, the study will not display anything or contain incomplete data. Sierra Chart will always store BidVolume and AskVolume from real-time data received when using any of the supported Data and Trading services. However, you may not have it historically with the service you are using.
I would ask you if is possible to create a code of this “indicator” for the prorealtime. Many thanks for your help, all the best, Ivan
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