cumulative delta

Cumulative Delta

The Cumulative Delta is an option within the Volume Breakdown Indicator (VB). The most common VB setting for cumulative delta is to accumulate the days/sessions values and draw as "Delta Bars" as seen below.

Cumdelta VB Settings

The result is a set of candlesticks representing the cumulative delta for the session, building from zero at the start of each session, as seen in the bottom pane of the chart below

Cumulative Delta - Multiple Symbols

Cumulative Delta - Multiple Symbols

This video demonstrates how to efficiently compute the cumulative session delta for a large QuotePage of symbols by properly managing the Ask and Bid Volume data columns.

Cumulative Delta Fractal Prices

Cumulative Delta Fractal Prices

This video demonstrates how to access the price of the last up and down fractal of the cumulative delta bars. Warning, this is a relatively advanced usage of RTL.

Accessing Prices and Applying Indicators to Cumulative Delta Bars

Accessing Prices and Applying Indicators to Cumulative Delta Bars

This video explains how to access the open, high, low, and close prices of cumulative delta bars (volume breakdown). It also explains how to add indicators such as moving averages to the cumulative delta bars and how to create custom indicators that involve multiple volume breakdown tokens.