Welcome to the Traders Laboratory Forums.
Coding Forum Collaborate, receive help, or discuss coding related issues.

Reply
Old 08-24-2009, 03:21 PM   #9

momentom's Avatar

Join Date: Jan 2007
Location: ldn
Posts: 145
Ignore this user

Thanks: 13
Thanked 15 Times in 13 Posts

Re: Cumulative Delta Volume

In MultiCharts, upticks-downticks and the symbol set to TRADE VOLUME gives you the volume breakout indicator that I can load historically. I'm now trying to get the cumulative VB.
momentom is offline  
Reply With Quote
Old 08-24-2009, 03:56 PM   #10

momentom's Avatar

Join Date: Jan 2007
Location: ldn
Posts: 145
Ignore this user

Thanks: 13
Thanked 15 Times in 13 Posts

Re: Cumulative Delta Volume

Quote:
Originally Posted by Tams »
if d <> d[1] then begin...
Quote:
Originally Posted by zdo »
if (Time[1] <= yourRTH and Time > yourRTH) then
MyVol = 0;

etc
Thanks, that did it.
momentom is offline  
Reply With Quote
Old 08-24-2009, 04:24 PM   #11

Tams's Avatar

Join Date: Sep 2008
Location: Geelong
Posts: 3,779
Ignore this user

Thanks: 2,084
Thanked 1,474 Times in 912 Posts

Re: Cumulative Delta Volume

FYI
http://www.traderslaboratory.com/for...html#post66247
Tams is offline  
Reply With Quote
Old 08-25-2009, 02:04 AM   #12

momentom's Avatar

Join Date: Jan 2007
Location: ldn
Posts: 145
Ignore this user

Thanks: 13
Thanked 15 Times in 13 Posts

Re: Cumulative Delta Volume

Thanks for everyone's help.

Attached chart shows 5 point Range bar chart of ES #F (24 hour) with Volume Breakdown and under that Cumulative Volume Delta. This is in Multicharts and loads historically if TRADE VOLUME is selected.
Attached Thumbnails
Cumulative Delta Volume-cvd3.jpg  
momentom is offline  
Reply With Quote
Old 08-25-2009, 07:47 AM   #13

BlowFish's Avatar

Join Date: Mar 2007
Location: In Da House
Posts: 3,292
Ignore this user

Thanks: 129
Thanked 1,054 Times in 702 Posts

Re: Cumulative Delta Volume

Look for a thread called plotting globex highs and lows (or something similar) more methods of resetting things at the open than you can shake a stick at (though I would of course argue mine was most elegant )
BlowFish is offline  
Reply With Quote
Old 01-31-2012, 11:59 PM   #14

Join Date: Jan 2012
Posts: 29
Ignore this user

Thanks: 0
Thanked 0 Times in 0 Posts

Re: Cumulative Delta Volume

so basically I am using the code that was made by such a kind user and very kind members. I am trying to learn tradestation easy language. I am a bit confused by this code, does it just give a green or red signal when there is a up or downtick and then plots it. Does this indicate the actual volume or just price movement?
danhoyda is offline  
Reply With Quote

Reply

Tags
reset, volume

Thread Tools
Display Modes Help Others By Rating This Thread
Help Others By Rating This Thread:


Similar Threads
Thread Thread Starter Forum Replies Last Post
Cumulative Volume(Delta Buy/Sell) Indicator mdtmn Market Profile 5 07-27-2010 05:32 AM
TT Trying to Patent Cumulative Delta Volume! FulcrumTrader Trading and the Markets 1 08-19-2009 03:21 AM
Volume Delta Indicator Soultrader Trading Indicators 29 05-22-2009 01:08 AM
Volume Delta Oscillator Soultrader Trading Indicators 18 08-16-2008 07:42 PM
[Fib Setup With Value Pivots and Volume Delta] Soultrader Trading Videos 9 03-13-2007 01:20 PM

All times are GMT -4. The time now is 01:46 PM.
Copyright ©2000 - 2012, Jelsoft Enterprises Ltd.
CS to VB integration by DeskLancer
©2006-2011 Traders Laboratory, All Rights Reserved.