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Delta Volume - Cumulative Delta Volume

  • #181
  • Jul 20, 2020 6:25pm Jul 20, 2020 6:25pm
Quoting Sciurus
{quote} I've looked into it a bit and frankly it would be a bit complicated to have it reset and maintain the historical tick data. There are a lot of variables involved and it would take a while to get everything right. With coding, I sometimes find that trying to do everything by code is not the best option. All you need to do to reinitialize the indicator is to change the time frame. Perhaps you could do this manually at the end of the day, with the indicator not recording ticks or building a history based on ticks, it will reset everything to...

I set up a live tick farm for the delta in a VPS. Installed two instances of MT4, loaded the main markets I look at, in one instance I will leave it running non stop, the other I will try to reset at the end of day manually see how it works out. In the meantime is the solution I found. At US$7 per month, not bad...
  • #182
  • Jul 22, 2020 7:14pm Jul 22, 2020 7:14pm
Quoting Sciurus
{quote} I've looked into it a bit and frankly it would be a bit complicated to have it reset and maintain the historical tick data. There are a lot of variables involved and it would take a while to get everything right. With coding, I sometimes find that trying to do everything by code is not the best option. All you need to do to reinitialize the indicator is to change the time frame. Perhaps you could do this manually at the end of the day, with the indicator not recording ticks or building a history based on ticks, it will reset everything to...

Update: so I went to check if there was any difference between the recorded ticks in the instruments running 24/7 and the ones where I removed the indicator, turned MT4 off and on again, reloaded the indicator and set print history to "false" (when I did that the night before, the calculation had started from zero), but there is no difference between them, the indicator will plot the data continuously, does not matter if you reload the indicator or change timeframes. It only starts from zero if print history is false, but then you canīt compare to historical data... This is how it is supposed to look like when resetting every daily bar (imaged edited in paint):

Attached Image (click to enlarge)
Click to Enlarge Name: delta reset.png Size: 130 KB
  • #183
  • Sep 26, 2020 2:50pm Sep 26, 2020 2:50pm
Quoting Sciurus
{quote} I've looked into it a bit and frankly it would be a bit complicated to have it reset and maintain the historical tick data. There are a lot of variables involved and it would take a while to get everything right. With coding, I sometimes find that trying to do everything by code is not the best option. All you need to do to reinitialize the indicator is to change the time frame. Perhaps you could do this manually at the end of the day, with the indicator not recording ticks or building a history based on ticks, it will reset everything to...
Sciurus have you tried to edit the data taken from your CD indicator and placed it as a volume profile form onto a price chart along the Y axis instead? Similar to a typical volume profile but using the cumulative volume delta?
  • #184
  • Sep 27, 2020 12:23pm Sep 27, 2020 12:23pm
Quoting combosaiyan
{quote} Sciurus have you tried to edit the data taken from your CD indicator and placed it as a volume profile form onto a price chart along the Y axis instead? Similar to a typical volume profile but using the cumulative volume delta?
I do this. So valuable........

Attached Image (click to enlarge)
Click to Enlarge Name: Ex 1.png Size: 382 KB
Without VSA, you're playing checkers while the Smart Money plays chess.
  • #185
  • Sep 27, 2020 9:37pm Sep 27, 2020 9:37pm
Quoting HiddenGap
{quote} I do this. So valuable........ {image}
But you are using another charting platform. What is the cost of this esrvice?
  • #186
  • Oct 14, 2020 12:22am Oct 14, 2020 12:22am
Quoting HiddenGap
{quote} I do this. So valuable........ {image}

sierra chart $25/mo
  • #187
  • Oct 14, 2020 12:30am Oct 14, 2020 12:30am
Quoting HiddenGap
{quote} I do this. So valuable........ {image}

hidden gap,
do you use future data feed from cme?
is that level 2 data (market depth)?

thanks
  • #188
  • Oct 14, 2020 10:05am Oct 14, 2020 10:05am
Quoting otnishan
{quote}[D]o you use future data feed from cme? [I ]s that level 2 data (market depth)? thanks
That screenshot is for the EUR/USD spot forex currency pair. It's provided by FXCM and is free on Sierra Chart. You have to pay for the charting software, but FXCM data is free.

It's not level 2, it's actual times and sales data. Meaning it represents actual contracts bought and sold. Not pending orders (limit) orders that may or may not be "spoofed".
Without VSA, you're playing checkers while the Smart Money plays chess.
  • #189
  • Nov 12, 2020 7:37pm Nov 12, 2020 7:37pm
Hi Everyone,

Does this indicator still works... I just get one line.
Attached Image (click to enlarge)
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  • #190
  • Dec 6, 2020 2:38am Dec 6, 2020 2:38am
Nice discussion. This is my view on EURUSD
Attached Image (click to enlarge)
Click to Enlarge Name: eu.png Size: 26 KB
  • #191
  • May 16, 2023 10:37pm May 16, 2023 10:37pm
buongiorno a tutti
  • #192
  • Jul 10, 2023 3:57am Jul 10, 2023 3:57am
hi guys where does " CUMULITIVE DELTA INDICATOR " get the volume data from when it plots DELTA chart it in mt4?Does it us the tick provided by the broker or any other source and is it trustworthy and valid?
I am using it to trade NASDAQ CFD
Thank you in advance.
  • #193
  • Last Post: Oct 13, 2023 11:09pm Oct 13, 2023 11:09pm
Just check my volume indicators
Attached Image (click to enlarge)
Click to Enlarge Name: Volumes Emphasized_v1.01.png Size: 14 KB
Attached File(s)
File Type: mq4 Volumes Emphasized_v1.01.mq4   12 KB | 498 downloads
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