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Delta SH Delta SL

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    Delta SH Delta SL

    Hi.
    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!

    #2
    Hello,

    These values are calculated by the cumulative delta since the high or low of the specified bar. So if viewing the opening 5 minute candle of the session, the Delta SH would display the cumulative delta since the time the high of the bar was reached.
    So if the high occurred at 9:30:05, the Delta SH would display the total delta since that timestamp for that bar.

    Below is a link to our help guide, but I suspect you've already found this as you referenced the definitions provided:
    Ryan S.NinjaTrader Customer Service

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