Yes, I know about the TS problems as you need raw unfiltered tick data to properly compute the delta (like Zenfire feed with NT or DTN.IQ feed with Investor RT). I have seen some cumulative delta tools on the Ninjatrader forums, but I have yet to find any studies that plot the cumulative delta properly
Interesting that the VIX dropped yesterday, even though markets were down. How much importance would you all put to that?
Hi AMT Firstly may I say excellent work. I enjoy your posts. With regard to the availability of suitable software depicting the cummulative Delta I can only say that I personnaly am not surprised. There a bundles of indicators and tools available on a multitude of platforms and if people find them usefull fair enough, I don't. However when something is truly an edge some excuse is found not to make it commonly available. Keep up the good work. p.s. Another example is pure volume in Forex.
I am selling the 708's to 710's here out of the open......want to see what this resistance area is made of.......filled at 708.00 only so far this a.m.
OK.....we had an initial drop after the open to only the 705's so there was no significant selling yet right out of the open.........708's positions covered out at 707.75 on the price rebound and now I have entered new sell positions at 710.00 as I will try selling this area one more time.
Covered 33% of the position at 707.50.......will cover an additional 33% of position at 705.00......the last 33% of position I will cover according to the price action going forward.
Targets filled at 705.00........will take last remaining positions and put targets at 700.00 and also at 695.00.....will see what happens.
thanks.....with no real support zones below this area, will you let some run to see how the market handles yesterdays low?