Hi all
I recently stumbled on the “Delta per price” indicator but unfortunately it is very limited in it’s usage. One of my favorite studies that I use in Sierra is the Volume Profile plotted as delta which I have both as part of my Session VP and also one plotted on the right side covering a custom set of time for all delta at those individual price levels (for ex, 3 days of delta action).
It would be amazing if anyone with knowledge could improve the delta per price indicator or make a new one that would allow to plot Delta VP’s per session or custom range and have it plotted either on the left or right side.
Thanks