dear trash
cumulative delta is a difference between the volume traded @ask and volume traded @bid. it can be done as esignal provide tick data along with bid/ask!
btw is this the same code (ur screenshot) i am referring too. can u post it (if not proprietary).
thks
cumulative delta is a difference between the volume traded @ask and volume traded @bid. it can be done as esignal provide tick data along with bid/ask!
btw is this the same code (ur screenshot) i am referring too. can u post it (if not proprietary).
thks
Basically it's just the difference of bid to ask volume getting cumulated every day or for whole history. As long as you don't have a data source offering according bid ask data then it is pointless to code it anyway.