Bid-Ask Volume Delta Grid Modification

Could somebody please share a modified version of the Volume Delta Grid that resets the Cumulative BidV - AskV to 0 at the beginning of each trading day?

I would really, really appreciate this!

At the moment it is not clear where the cumulative count begins (I’m assuming it’s the first bar loaded on the chart), however resetting to 0 at the start of each day provides both context and consistency to the number, as it will be the same for all regardless of the time of the day one initially loads their chart (and how far back a chart loads data).

The community indicator “Cumulative Delta Histogram” by Sanjay Dubey has a feature similar to the one I desire for reference.

@Kieran

I believe it already does this. (You may need to update the indicator.)

You can confirm this by changing the “Market Open Time” to a slow hour, like Globex open. So set it to 18 if you are in the Eastern time zone, etc. Then set your chart to 1H to make it easier to see past data. Now scroll through the grid and look for the Globex open hour. You will see that the “Cumulative BidV - AskV” is the same as the “BidV - AskV” for that hour. You can spot check this for the past couple of days. Once confirmed, you can change the “Market Open Time” back to your hour of choice.

Note, there is a bug where the two numbers are negative of each other, but that is a different problem.

1 Like

Thanks for this information, I had to update the indicator and now see it.

I can see that the cumulative number is exactly negative to what it should be. Has this bug been raised?