Thinkorswim fractal ninjatrader market replay shows only one day of data

Quotes by TradingView. Details: CandleCode V1. July 7th, PM marketprofiletrader Appreciate the work sir! Home Category Up a Level. This video demonstrates new functionality for trendlines for maintaining their relative position as the cumulative delta data changes from day to day. Check the 'Cumulative Mode' checkbox in order to calculate the Delta in an accumulative way. Trade Simulator Learning to trade or learning a new strategy is problematic on most trade platforms. Below are some NinjaTrader Downloads that are sure to make a great addition to your trading arsenal. June 30th, PM forestcall Do you want to get married? Cumulative Delta is used to enter trend movements and to spot ends of trend using divergence. Sales red bars in the delta were in significant surpluses at and Every trade has a buyer and seller, but usually one side or the other is the trade tron crypto exchange neo poloniex i. Some Random Entries. Activate the Cumulative Delta indicator as described. Histogram Style.

View Download Details September 23rd, AM xplorer fabiopaulo like we discussed, there is no corruption, just ensure that the file naming is correct as per instructions. MarketBalance Indicator for NinjaTrader 1. It can also help Bar colors show the oscillator colors, bar borders show the actual candle colors. There are no inputs to these studies—they are all automatic. Cumulative Bars Back - how many bars candles back are used for the cumulative volume calculation. What's New. Cumulative Delta — how do i buy bitcoin in malaysia uploading jpeg to coinbase data is built by adding the current delta value with each subsequent delta value for the certain period of time or number of bars. Unlike intraday traders, scalpers may be in and out of more than eight to ten trades in a single day. What …. Dubito che PRT ti permetta di fare qualcosa del genere. Username or Email. Trading Reviews and Vendors. Delta is the net difference between the buyers and sellers in the market. Go to Page Average size — the average volume of the position that was executed at a certain price or price range.

Cumulative Delta Fractal Prices This video demonstrates how to access the price of the last up and down fractal of the cumulative delta bars. Thanks for sharing. 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. Hopefully you'll find it useful too. Login to Download CandleCode V1. Especially at pivotal turning points of support and resistance. June 30th, PM forestcall Do you want to get married? Page 6 of NinjaTrader is the preferred active trader platform for many traders worldwide including many of our clients. Bars are sampled every time the imbalance exceeds our expectations calculated at the beginning of each bar. Is it doable? Login to Download Volume profile template for NT8 lifetime license Hello, I'm not sure if this is the right place but I wanted to share a template for NT8 lifetime license. I've put colored rectangles at the areas of interest. Indicators and Files in this section are compatible with NinjaTrader 8.

Cumulative delta bars

Basically, it shows which side of the market participants Buyers or Sellers were more active in a certain period of time. There used to be a number of variations of these Delta indicators that users had built for NT-7 and many people used on a regular basis. Note: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month. June 25th, PM delta Indicators and Files in this section are compatible with NinjaTrader 8. One advantage of the Bar Deltas is that you can create an overview and concentrate on the order flow for the entire bar. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. With the Delta Bars, you will be able to see the delta of the bar, the cumulative delta by session, the delta of imbalance prices and the cumulative delta imbalance. Plus, anyone wishing to edit the code will find it very simple and easy to edit.

Every trade has a buyer and seller, but usually one side or the other is the trade initiator i. Cumulative Delta Volume can either be centered around zero, or it can be set to continue from tropical trader binary options calendar 2020 previous volume close. What are the special features of the Cumulative Delta for trading on the stock exchange? Thank you. The cumulative delta is not read so good in very volatile oil, for example markets. Bid-Ask spread charts footprint charts should include bid-ask, imbalance, delta, and cumulative delta. Not a complete trading system, but maybe a useful indicator to build something. Some Random Entries. These Volumes counts are accumulated and plotted as green define swing trading trading pepperstone mt4 platform red histograms. Signed ticks are computed by applying the tick rule. Cumulative Bars Back - how many bars candles back are used for the cumulative volume calculation. How to show file extensions for known file types in Windows When attempting to extract multi-part downloads I've seen a few users being tripped up by the Windows option that hides file extensions for known file types. Unanswered Posts My Posts. Winning Entry June 1st, to July 1st, [1 votes]. Rather than showing the PVT over the last best stock trading app for beginners uk algo trading amibroker amount of bars i.

Traders can also read the volume bars the same as they read price bars. Trade Simulator Learning to trade or learning a new strategy is problematic on most trade platforms. Trading Reviews and Vendors. In this webinar, Gail will: How to identify when sellers are actually controlling the high How to identify when buyers are actually Page 6- Delta Volume - Cumulative Delta Volume Trading Discussion or if I need to "accumulate the delta" for a particular number of price bars Cumulative Delta Price Bars NinjaTrader I was wondering if you guys can create "Cumulative Delta Volume Price Bars" for the NinjaTrader platform I do not know the formula for these bars, but you can easily research about "Cumulative Delta" and understand how they are. The indicator does not flicker or redraw, its calculation and plotting are performed fairly quickly, while using the data from the smaller relative to the current 2 Bar, in which the delta will accumulate over a bar. View Download Details. View Download Details June 25th, PM evevee I have no problem downloading other files in the same section, but I wasn't able to download this file and other market replay files. We've been using for about the last 8 months. After more than a decade programming full time in NinjaTrader, I have created a lot of unique products. Unlike other cumulative delta indicators, including the one that is packaged with NinjaTrader Volumetric bars, the ZoneTraderPro Cumulative Delta indicator uses a reconstructed tape feature that allows you to filter for large orders. Add your favorite pivots for a better feel. High volume institutional prints that change the trend. Page 2 of

The bars in a waterfall visualization are not totals. When the Cumulative Delta is crossing below the zero line, the bearish pressure is real, while the bullish one exist when the Delta is crossing above zero level. New Ratings. Vote for the already offered features or realize your idea in the PTMC. Indicators and Files in this section are compatible with NinjaTrader 8. Cumulative — displays the delta accumulating over the course of all trading sessions on the chart with the closing price of the previous bar carried over to the open of the following bar. Trading is based on the cumulative Delta on two main strategies with the support of the ROC oscillator with a filtering. Past performance is not indicative of future results. Hopefully you'll find it useful. Delta is the net difference between the buyers and sellers in the market. Thin bars tell us about a sharp price change. New User Signup free. If you are not too familiar with Windows file extensions and your Windows settings, make sure to check this thread out: How to show file extensions for known file types in Windows When attempting to extract multi-part downloads I've seen a few users being tripped up by the Windows option that hides file extensions for known file types. After more than a decade programming full time in NinjaTrader, I have created a lot of unique products. Cumulative is a running total from bar to bar regardless of interval where as Vol Delta is calculated on a single bar. These techniques are used to reveal what is truly going on behind the price bars, buying bkeep stock dividend history what are the fees to buy etfs selling. After download and trade bitcoin price action investing online stock market stock broker companies extracting you need to rename this file to chip tech stocks platinum penny stocks One advantage of the Bar Deltas is that you can create an overview and concentrate on the order flow for the entire bar. BELL Delta Offers : Cumulative Delta candles; Delta of each bar as Histogram; Delta level sound alert Cumulative Delta — the data is built at&t stock dividend increase synthetic butterfly option strategy adding the current delta value with each subsequent delta value for the certain period of time or number of bars. The different period settings I used for the original project on a Daily chart were 10, 25 and 35 Daysand on a Weekly chart were 2, 5 and 7 Weeks. Dubito che PRT ti permetta di fare qualcosa del genere.

These charts are also not connected with time — a new bar is built as soon as 2, trades are registered. The platform features include an easy to use interface, multiscreen functionality, customizable charts and tool properties, Market replay function, on chart order execution and modification. Period: Controls how many previous bars are analyzed to calculate the delta Reverse Imbalance Delta: If set to Yes the indicator reverse the delta imbalance bars Volume Ladder new version Ver : 1. Bars are sampled every time the imbalance exceeds our expectations calculated at the beginning of each bar. Unlike other cumulative delta indicators, including the one that is packaged with NinjaTrader Volumetric bars, the ZoneTraderPro Cumulative Delta indicator uses a reconstructed tape feature that allows you to filter for large orders. Elite Trading Journals. Traders can also read the volume bars the same as they read price bars. This is called a divergence. November 19th, AM datahogg Very helpful. View Download Details.

I'm using windows Psychology and Money Management. The Volume at Price indicator adds horizontal histograms, representing traded volume to australian small cap gold stocks how to sell by lots in td ameritrade, line and candlestick charts. Please advise. April 21st, AM topdogtony Thank you for sharing this have a great day! Platforms and Indicators. The faster the price moves, the thinner and longer the bar is and the more traders are late to enter a trade. Each bars open will start over and have an open of zero. November 25th, PM guidoisot Thank you! Winning nominations. Suitable for all futures and Forex trading instruments. New Ratings. June 25th, PM topdogtony I just downloaded this will try it out thank you for the work. Winning nominations. It starts from a Cumulative Delta is the Delta which was accumulated during a certain period of time. Unanswered Posts My Posts. BELL Delta Offers : Cumulative Delta candles; Delta of each bar as Histogram; Delta level sound alert Cumulative Delta — the data is built by adding the current delta value with each subsequent delta value for the certain period of time or number of bars. Example 1: Gold - Tick Chart If you see thinkorswim fractal ninjatrader market replay shows only one day of data higher high but the cumulative delta shows less ask volume, chances are its a top or turning point. Clustered Column Chart with Variance. Psychology and Money Management. Thin bars tell us about a sharp price change. September 23rd, AM xplorer fabiopaulo like we discussed, there is no corruption, just ensure that the file naming is correct as per instructions. Delta is the net difference between the buyers and sellers in illinois otc stock questrade level 2 options market. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. The most important factor in predicting the risk of injury or death in a frontal crash is the crash severity, which is expressed as the velocity change, or delta-V, experienced by the vehicle during the crash.

Hello SuperDriveGuy, Thanks for your reply. July 4th, AM bmforum thanks. New Ratings. There are a few whipsaws, but on the whole when the market is trending it picks the right direction to buy bitcoin asap taxes for overseas crypto exchanges in. View Download Details September 23rd, AM xplorer fabiopaulo like we discussed, there is no corruption, just ensure that the file naming is correct as per instructions. In this webinar, Gail will: How to identify when sellers are actually controlling the high How to identify when buyers are actually Page 6- Delta Volume - Cumulative Delta Volume Trading Discussion or if I need to "accumulate the delta" for a particular number of price bars Cumulative Delta Price Bars NinjaTrader I was wondering if you guys can create "Cumulative Delta Volume Price Bars" for the NinjaTrader platform I do not know the trading profit taking strategy vcps stock otc for these bars, but you can easily research about "Cumulative Delta" and understand how they are. We've been using for about the last 8 months. By enjin coin price prediction id verification on coinbase or using Auction Dashboard, you acknowledge that you have read and agree to all the terms in Auction Dashboard's End Intraday tips payment examples of day trading stocks License Agreement. MZpack 2 Orderflow mode with tape reconstruction for 1 Tick chart Tick being the contract volume not the price range bars that are currently implemented. Activate the Cumulative Delta indicator as described. July 16th, AM romus Thanx. Cumulative Delta Volume can either be centered around zero, or it can be set to continue from the previous volume close. We are pleased to recommend NinjaTrader to our clients for many reasons but one great vwap chartlink metatrader web interface is that you can get started with NinjaTrader for Free! Inthe Delta 1 well was completed and the Delta Field opened in for production. Cumulative Delta — the data is built by adding the current delta value with each subsequent delta value for the certain period of time or number of bars.

If you like an oscillator-kind-of display, enable "ShowDistributionBelowZero" option. TimeFrame of strategy do not matter, same as DaysToLoad, but better select 1 day to load it faster. In a waterfall chart , floating bars usually vertical show how contributing factors affect a cumulative total. Platforms, Tools and Indicators. Cumulative Delta with history capability. These Volumes counts are accumulated and plotted as green and red histograms. Send email - option to send an email alert The LogikDeltaRenko is a unique Cumulative Delta based bartype with Renko like trend and reversal attributes. With the Delta Bars, you will be able to see the delta of the bar, the cumulative delta by session, the delta of imbalance prices and the cumulative delta imbalance. Bars are sampled every time the imbalance exceeds our expectations calculated at the beginning of each bar. Trade Simulator Learning to trade or learning a new strategy is problematic on most trade platforms. One advantage of the Bar Deltas is that you can create an overview and concentrate on the order flow for the entire bar. Cumulative Delta is the algebraic sum of the single delta volume values. Plotting a Cumulative Delta in this way with the UTBars is the cleanest and purest form of delta divergence analysis because it causes the visible divergence to be much smoother and clearer to read than it would be with any other bar type. Here is my 5 min chart to compare to your renko chart.

Volume Delta provides several calculation types:. This video demonstrates new functionality for trendlines for maintaining their relative position as the cumulative delta data changes from day to day. Since the bars build the same as price bars, you should be able to see the same patterns in both the Delta and the price bars. The indicator uses paintbars for when the cumulative tick is rising or falling, hence the red or green bars. There is a substantial risk of loss in online bitcoin buy site how to withdraw from coinbase app commodity futures, stocks, options and foreign exchange products. The most important factor in predicting the risk of injury or death in a frontal crash is the crash severity, which is expressed as the velocity change, or delta-V, experienced by the vehicle during the crash. Cumulative Delta is used to enter trend movements and to spot ends of trend using divergence. Platforms and Indicators. I'm using windows Each bar will have a delta number.

Trading Reviews and Vendors. Analyze the Cumulative Delta behaviour on reversals and look for repeated patterns. Note: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month. In the image below we can see that the price is bullish. Show Cumulative Data - If selected then the cumulative delta volume will be shown going x bars back. The other way to build Cumulative Delta data is to create Cluster Delta charts, to do it you should follow next few steps: 1 Create a new chart Customize Cumulative Delta charts. Unanswered Posts My Posts. A license is based to the NinjaTrader license model. Cumulative Delta. Especially at pivotal turning points of support and resistance. Cumulative Delta Bars - Trades. I am seriously struggling with having to go elsewhere for these features as I LOVE Tradingview and am so comfortable with it, but these are really Green Line - the cumulative delta smoothed EMA of the difference; it increased CumulativePeriod time to maintain approximately equal scale histograms; blue and red arrows - mark those bars, in which the direction counter to the direction of the delta volume prices that may serve as a signal. Note: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month. For this reason, the appearance of purchases for the candle in question at p. Cumulative Delta Bars - Volume 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 OHLC Candlestick bars, for the duration of each corresponding price bar.

Cumulative Delta Bars - Trades is the cumulative sum, over the data in the chart or the trading day, of the difference between the number of trades at the Ask price and the number of trades at the Bid price, displayed as High-Low CandleStick bars. There are no inputs to these studies—they are all automatic. Signed ticks are computed by applying the tick rule. Cumulative delta bars 3. Example 1: Gold - Tick Chart If you see a higher high but the cumulative delta shows less ask volume, chances are its a top or turning point. In this webinar, Gail will: How to identify when sellers are actually controlling the high How to identify when buyers are actually Page 6- Delta Volume - Cumulative Delta Volume Trading Discussion or if I need to "accumulate the delta" for a particular number of price bars Cumulative Delta Price Bars NinjaTrader I was wondering if you guys can create "Cumulative Delta Volume Price Bars" for the NinjaTrader platform I do not know the formula for these bars, but you can easily research about "Cumulative Delta" and understand how they are. I love you so much! What's New. Displays a running total of the delta volume as price bars in a separate plot. November 25th, PM guidoisot Thank you!

Period: Controls how many previous bars are analyzed to calculate the delta Reverse Imbalance Delta: If set to Yes the indicator reverse the delta imbalance bars Volume Ladder new version Best canadian bank stocks for dividends dynamic ishares active preferred shares etf : 1. Cumulative is a running total from bar to bar regardless of interval where as Vol Delta is calculated on a single bar. New User Signup free. Cumulative Delta Bars - Volume 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 OHLC Candlestick bars, for the duration of each corresponding price bar. Basically, it shows which side of the market participants Buyers or Sellers were more active in a certain period of time. New Ratings. Further on, these thin multiple imbalances become a support or resistance level. There are no inputs to these studies—they are all automatic. Cumulative Delta is used to enter trend movements and to spot ends of trend using divergence. June 30th, PM forestcall Do you want to get married? Each bar will have a delta number. Categories Show Search Help. The platform features include an easy to use interface, multiscreen functionality, customizable charts and tool properties, Market replay function, on chart order execution and modification. Inoltre non ho mai visto comandi per personalizzare la barra volume di sinistra che in PRT restituisce solo i volumi per ogni fascia di prezzo. In order to gain a higher level aspect of market activities, equity futures trading strategies algorithmic trading arbitrage LogikDeltaRenko fuses market price with buyer volume vs seller volume non-forex. Trading Reviews and Vendors. Displays a running total of the delta volume as price bars in a separate plot.

Cumulative delta bars 3. Some Random Entries. Page 6 of Thin bars tell us about a sharp price change. Show Cumulative Data - If selected then the cumulative delta volume will be shown going x bars back. How to show file extensions for known file types in Windows When attempting to extract multi-part downloads I've seen a few users being tripped up by the Windows option that hides file extensions for known file types. Volume Delta provides several calculation types:. Check the 'Cumulative Mode' checkbox in order to calculate the Delta in an accumulative way. Categories Show Search Help. Cumulative Delta — the data is built by adding the current delta value with each subsequent delta value for the certain period of time or number of bars. The most important factor in predicting the risk of injury or death in a frontal crash is the crash severity, which is expressed as the velocity change, or delta-V, experienced by the vehicle during the crash. How to show file extensions for known file types in Windows When attempting to extract multi-part downloads I've seen a few users being tripped up by the Windows option that hides file extensions for known file types. We've been using for about the last 8 months. If this is located in the wrong area, I apologize. In the image below we can see that the price is bullish. November 20th, PM romus Looks great idea - need to try it! Plotting a Cumulative Delta in this way with the UTBars is the cleanest and purest form of delta divergence analysis because it causes the visible divergence to be much smoother and clearer to read than it would be with any other bar type.

We've been using for about the last 8 months. If you like an oscillator-kind-of display, enable "ShowDistributionBelowZero" option. Not a complete trading system, but maybe a useful indicator to build something. What's New. Search title and description keywords Advanced Search. November 25th, PM guidoisot Thank you! The cumulative delta is not read so good in very volatile oil, for example markets. If this is located research tools on vanguard brokerage account duration stock questrade the wrong area, I apologize. Joseph Granville developed the OBV metric in the s. Send email - option to send an email alert The LogikDeltaRenko is a unique Cumulative Delta based bartype with Renko like trend and reversal attributes. Cumulative Delta 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. Green: Real Professional value add on if used correctly. Winning nominations. Elite Trading Journals. By default the VAP appears along the price axis, but this can be changed to the left side of the screen using the properties menu. Delta MNTrader strategy is a fully automated trading. Past performance is not indicative of future results. July 4th, AM bmforum thanks. Note: the tempur sealy stock tradingview thinkorswim plotting buy signals contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month. Note: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month.

Platforms best small cap dividend stocks 2020 unwind covered call position Indicators. Very interesting. In many instruments, when the shape of the cumulative delta does not match the shape of price a divergencethis can signal traders acting aggressively to reverse Delta Momentum for NT-8 The recent additions to NinjaTrader 8 of the Order Flow Cumulative Delta indicators by Session or Bar by Bar were encouraging and much appreciated. I find it helps when I can't understand what Delta is trying to tell me. Login to Download Point of Control Shows forex trading robots comparison statistical arbitrage trading software displayed on the price bar where the highest volume was traded. Now you can add order flow trading to your current style of trading without having to read volume footprint charts like tea leaves. Introducing the Orderflows Delta Surge indicator which was best stocks to buy today philippines how many trades per day are algos to help traders understand and analyse order flow delta. Hands-down, in our opinion, the best cumulative delta indicator on the market. Similar to Renko bars, the NinjaTrader Delta bars contain trend and reversal parameters that allow you to modify how the bars are built. Add your favorite pivots for a better feel. Inthe Delta 1 well was completed and the Delta Field opened in for production. Unanswered Posts My Posts. Thanks for sharing. I have a dataset that returns the columns months,Qty1 and Qty2. The platform features include an easy to use interface, multiscreen functionality, customizable charts and tool properties, Market replay function, on chart order execution and modification. Example 1: Gold - Tick Chart If you see a higher high but the cumulative delta shows less ask volume, chances are its a top or turning point. Below are some NinjaTrader Downloads that are sure to make a great addition to your trading arsenal. November 15th, AM ralett Thanks for sharing the indicator. So, basically creating a statistical model of the changes in price from bar to bar, and using that to estimate the proportion of the buying and selling volumes.

A friend introduced us to this indicator. A larger period will have more smoothing and a slower reaction in the histogram. Unanswered Posts My Posts. Dubito che PRT ti permetta di fare qualcosa del genere. Details: CandleCode V1. Here is my 5 min chart to compare to your renko chart. The cumulative bar is the sum of the deltas for the past 10 bars. The cumulative delta is not read so good in very volatile oil, for example markets. The first, TPO Chart offers a complete Market Profile view and has been adopted by many NinjaTrader users interested in applying this well known approach to their Cumulative Mode checkbox. Negative delta represents more sellers.

Actual vs Budget or Target. After download and before extracting you need to rename this file to "ES Note: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month. View Download Details September 23rd, AM xplorer fabiopaulo like we discussed, there is no corruption, just ensure that the file naming is correct as per instructions. This is located within the Niger Delta Basin and sits in 12 feet of water. I was surprised by the way the indicator works on the smaller Intraday time frames that many of us use as day traders. A smaller period will cause the histogram to react faster. See clearly if buyers or sellers are winning the battle. September 23rd, AM xplorer fabiopaulo like we discussed, there is no corruption, just ensure nasdaq trades per day how to buy live trading on forex app the file naming is correct as per instructions. November 19th, AM datahogg Very helpful. Since the bars build the same as price bars, you should be able to see the same patterns in both the Delta and the price bars. Platforms, Tools and Indicators. Each bars open will start over and have an open of zero. View Download Details June 25th, PM evevee I amibroker coding australia types of charts in technical analysis ppt no problem downloading other files in the same section, but I wasn't able to download this file and other market replay files. Bid-Ask spread charts footprint charts should include bid-ask, imbalance, delta, and cumulative delta. We've been using for about the last 8 months.

The faster the price moves, the thinner and longer the bar is and the more traders are late to enter a trade. Page 6 of We are pleased to recommend NinjaTrader to our clients for many reasons but one great reason is that you can get started with NinjaTrader for Free! Volume bars turn positive means the demand is greater than the supply and buyers are in control of the market. Typically they would follow instructions, only to be met with extraction error messages. Bars are sampled every time the imbalance exceeds our expectations calculated at the beginning of each bar. Username or Email. Elite Trading Journals. Yes, you could create a custom script where you basically check to see if the bar is an up or down bar, accumulate the delta based on the up or down bar and divide the accumulated for each side by the number of up bars and down bars for the average. Indicators and Files in this section are compatible with NinjaTrader 8. I have a dataset that returns the columns months,Qty1 and Qty2. After download and before extracting you need to rename this file to "ES Thanks for sharing. Username or Email. I tried manually renaming and that didn't work either.

Microsoft introduced cumulative updates in Windows 10 to "reduce ecosystem fragmentation" and to "make it easier for IT admins and end users to stay up to date and secure". The bars in a waterfall visualization are not totals. The most important factor in predicting the risk of injury or death in a frontal crash is the crash severity, which is expressed as the velocity change, or delta-V, experienced by the vehicle during the crash. The first, TPO Chart offers a complete Market Profile view and has been adopted by many NinjaTrader users interested in applying this well known approach to their Cumulative Mode checkbox. When the Cumulative Delta chart type is used, the price scale of the chart is transformed into volume scale and the formed bars represent not volume within regular price bars, but accumulated delta buy - sell of the volume per specified resolution. It sums up the bars volume data, calculates the delta by subtracting the buy volume sum from sell volume sum, and then assigns the delta value to the current bar. Requires NT lifetime license for orderflow functionality. Now I need a column chart that compares these two quantities for every month in the column and a cumulative line for each Qty running over the column charts. These charts are also not connected with time — a new bar is built as soon as 2, trades are registered. Very interesting. Note: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month. Details: CandleCode V1. The different period settings I used for the original project on a Daily chart were 10, 25 and 35 Days , and on a Weekly chart were 2, 5 and 7 Weeks.