I'm considering starting a project that involves using Swing() on cumulative delta.
Looking at the documentation it looks like what I need to do is create a series for the delta value and then use that as the input parameter using:
Swing([B]ISeries<double> input, int strength[/B]).SwingLowBar(int barsAgo, int instance, int lookBackPeriod)
I'm happy to do that if trying to get delta OHLC would be a pain.
Am I looking at this right?
Just wanted to run this past you fine folks before I invest that precious weekend time into the project.
Thanks!
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