The indicator in question can be found here:
“Price Axis Volume Delta Alpha” indicator by rossketeer
It’s a nifty indicator to display net bid/ask delta by price on a chart from a given session start. Works like a charm except it has a fatal flaw, which is that the actual display only displays the live value while price is at N tick level. In other words, as soon as the price moves up or down a tick, the delta value displays revert to some prior fetch and is no longer live or up to date.
This seems to me like it must be a simple hiccup in the code, because the indicator appears to otherwise be functional, it’s just, only while price is at N level, then it reverts. I’m hoping that someone with more experience could look into this and perhaps come up with a solution that can be edited into the code or to update the script.
Even better would be if Tradovate could release a delta by price indicator such as this themselves, that would be awesome and a godsend.
P.S. As an aside, why is it that none of the Volume Delta Grid indicators out there can have their start time set to midnight, or to half-hours (eg 9:30)?