I try to find out what is the function of Delta SH and Delta SL
This is the only information I could find:
Delta SH
The delta since last time price touched the high of the bar, usually negative
Delta SL
The delta since last time price touched the low of the bar, usually positive.
What bars do they refer to?
Volumetric?
Delta (bar) or cumulative (bar)?
Is there a document with a detailed and extensive explanation of how these values work?
Thank you!
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