Cumulative Delta

Plots the accumulation of the delta (difference between ask and bid volume). The delta total is reset at the beginning of each session (RTH or ETH). These values are displayed as price bars (candles) in a separate plot.

1. Bar Type – Type of bar to display (ie OHLC, Candle, Line, Bar etc).

2. Indicator – Settings for the latest value indicator in the vertical axis.

3. Reset RTH – Reset back to zero at regular trading hours, otherwise reset will be on the extended trading hours.

4. Recalculate On Close – Downloads historical data that replaces the live data after each bar close. This will cause loading after each bar closes.

Cumulative Delta Settings

Cumulative Delta Example