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).
-
Purchase a Lifetime Pro Membership and get full access to the forum and resource downloads. UPGRADE NOW
thinkorswim Multi Symbol Cumulative Delta 2018-01-22
Aggregates the nominal delta across N input symbols
