Pulling into Excel® Historical Delta Bars (DBars) Study Values | CQG News
Summary
Delta Bars, displayed as candles, are colored based on bids and asks. Using default colors, the candle is green when there are more asks and red when there are more bids. The Delta Bars RTD formula uses the FootPrint Operator for the chart type. When using the Imbalance parameter the Imbalance Delta is calculated as the sum of the ask volume minus the previous bid volume when the bid or ask meet the “strong bid” or “strong ask” criteria in the footprint. Here are the RTD formulas for the Imbalance DBars for open, high, low and close using the default parmaters: The downloadable Excel sample includes all of these RTD formulas for pulling in historical DBars data.
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