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thinkorswim Multi Symbol Cumulative Delta 2018-01-22

Aggregates the nominal delta across N input symbols

  1. Fil
    The script takes the user-input symbols and computes their bar-over-bar nominal deltas and subsequently aggregates those individual deltas to derive a cumulative bar-over-bar nominal delta.

    Input fields that are left blank are ignored -- no special handling is required.

    The script is intended to be run WITHOUT the price subgraph (see image 3).