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    Volumetric chart statistics

    OK, I'm probably being thick here, but can someone explain this to me please? Per the attached image. If delta in the bar is 695, how can the delta change from the prior bar be 1585? That makes no sense??

    I read the descriptions of each stat in the docs and I don't get it. Can someone please elaborate exactly what 'delta change' and 'delta bar' are reporting? Thanks
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    #2
    Hello,

    Thank you for your post.

    These statistics are based on the Delta type you have selected in the Data Series properties:
    Delta type Sets how the delta is calculated for buy / sell aggressor classification. Possible values are:

    BidAsk or UpDownTick.

    BidAsk - Accumulates the volume of orders filled at the bid or less vs ask or more. Orders filled at the ask or more price are considered buying pressure. Orders filled at the bid or less price are considered selling pressure. If the current tick price is between ask and bid, the volume will be recorded to the same pressure as the previous tick.

    UpDownTick - Accumulates the volume of up ticks vs down ticks. Up ticks are considered buying pressure. Down ticks are considered selling pressure. If the current tick price is the same as the previous tick price, the volume will be recorded to the same pressure as the previous tick.
    Delta (bar) The total delta for the bar (all individual price level delta summed)
    Delta (%) The bar delta expressed as percentage of volume for the bar
    Delta change The change in delta from the previous bar's delta value

    In this case, the delta was negative in the previous bar at -890 and the change to 695 checks out (-890 + 1585= 695).

    Please let me know if I may be of any further assistance.
    Marco G.NinjaTrader Customer Service

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