Cumulative Delta

Anotherdaytrading 4 years ago in Charts updated by support 2 years ago 4


Некоторые торговые программы рассчитывают кумулятивную дельту только с помощью bid и ask; графическое представление выполнено в форме линий, чтобы лучше подчеркнуть различия.


Some trading programs calculate the cumulative delta with bid and ask only; the graphic representation is done in the form of lines to better highlight the differences.




In conjunction with the calculation of the cumulative delta on the bid and on the ask, in the form of lines;

One option seems interesting: being able to zero Market Orders, and after this , creating a histogram with the cumulation of these 2 values. There remains the choice for this application, on the 'Trading Dom', on the DOM, on the Custom market profile or other? ...
Thank you.

so it would be very useful