I used the BuySellVolume indicator, that comes with Ninja to derive my own delta indicator. Now I came across this weird thing:
I added a print command, when a buy or sell is recorded by the indicator:
{buys += tradeVol; Print("+ " + tradeVol);}
{sells += tradeVol; Print("- " + tradeVol);}
After throwing it on NQ 12-13 contract I got this:
Buys at ask price are recorded as sells and the other way around as well, this is weird. Red arrows show whats wrong imho.
this is my setup for the T&S window:
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