When I have a chart with the following two indicators:
Order Flow Cumulative Delta (NQ 06-18 ( 4 Range ), Bid Ask, Session, 0 )
Order Flow Cumulative Delta (NQ 06-18 ( 4 Range ), Bid Ask, Bar, 0 )
For any given individual bar I am expecting the following to be true:
( Delta Close of Session Indicator - Delta Open of Session Indicator ) = Delta Close of Bar Indicator
Is that incorrect? For bars loaded historically, it seems to hold true. For bars built live, it doesn't seem to be. The Session Delta seems to be at least +/- 1 the bar delta value, sometimes more, in the attached image, it's off by 3.
Thanks,
Nick
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