Can someone please tweak this indicator to be able to add a moving average on top of the indicator?
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Disliked{quote} Try puttIng it on a M1 chart and then allowing the data to stream in. The indicator cannot plot historical data.Ignored
DislikedAnother example showing how the cumulative delta plotted using simulated ticks is doing a better job: {image}Ignored
Disliked{quote} Hi Gauer. Great idea to use strat tester to generate a history. If the tuck history contains accurate volume information, then it should work! i guess my question for you is, are you using the same broker to produce the history and to trade live? Different brokers will produce different data in the indicator.Ignored
Disliked{quote} Hi Gauer. Great idea to use strat tester to generate a history. If the tuck history contains accurate volume information, then it should work! i guess my question for you is, are you using the same broker to produce the history and to trade live? Different brokers will produce different data in the indicator.Ignored
Disliked{quote} Hi there buddy, thanks for replying. Yes same broker, same platform and instrument, in theory it should work, but it does not. When the indicator merges the live data with the history data generated by the tester, it gets all weird. So the solution for this would be embedding in the cumulative delta code the same algorithm used in MT4 strategy tester (that uses the 1min .HST data to generate simulated ticks), so the indicator would process simulated ticks instead of live ticks, this way maintaining continuous coherence in the data. I have...Ignored
Disliked{quote} The last resort, if I canīt find any coder that is able to do it, will be to leave it running in a VPS server 24/7... As I mentioned in the previous post, a simple addition to the indi that makes all the difference in the world is adding a "reset time" input, because there are some instruments that give better readings this way, crude oil for example, better delta interpretation if you reset at the end of each day, or reset at start of NY session.Ignored
Disliked{quote} Hi there buddy, thanks for replying. Yes same broker, same platform and instrument, in theory it should work, but it does not. When the indicator merges the live data with the history data generated by the tester, it gets all weird. So the solution for this would be embedding in the cumulative delta code the same algorithm used in MT4 strategy tester (that uses the 1min .HST data to generate simulated ticks), so the indicator would process simulated ticks instead of live ticks, this way maintaining continuous coherence in the data. I have...Ignored
Disliked{quote} I haven't coded anything for quite some time now, as I have gone in a different direction with my trading. I will look into it. It might be simple, it might not be.Ignored
Disliked{quote} More on this... What time frame do you trade? The tick model uses lower time frames to determine where the ticks will be. If you trade m1, then I suppose the ticks are pretty random. If you trade higher tf, I suppose the model might act as sort of a volume profile if the tick model uses the lower tf volumes. So maybe?...Ignored
Disliked{quote} Hi Gauer. Great idea to use strat tester to generate a history. If the tuck history contains accurate volume information, then it should work! i guess my question for you is, are you using the same broker to produce the history and to trade live? Different brokers will produce different data in the indicator.Ignored
Disliked{quote} Thanks so much, this would be very nice and useful! Check yourself crude oil for example, load a cumulative delta without reset, will you see it is hard to make sense of it, as soon as you reset it to zero every new day or NY session, it becomes very obvious the imbalances. {quote} I trade on 5min and 1H. From what I understand from the article, the tester uses data from the lower timeframes like this, if you are in 4H chart, it will use 4H, 1H, 30M, 15M, 5M and 1M to calculate the ticks, if you are at 5M, it will use 5M and 1M. Something...Ignored