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Sierra Chart: Delta By Lot Size Lines

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Disclaimer: This chartbook may NOT be fully accurate. Assume errors. Not financial advice. This is a stand-alone chart, and while it works as shown right out of the box, applying delta lines to other charts takes modification.

This chartbook shows lines for different bins of delta based on volume. See delta of lots traded from big players and compare them against small lot delta.

  • Small Lot Delta
  • Large Lot Delta
  • Very Large Lot Delta
  • Cumulative RTH Delta

Why is this Free? Some of my studies will always be free. To be very clear, THIS STUDY MAY NOT BE FULLY ACCURATE WHEN COMPARED TO AN AGGREGATED TAPE. If you have suggestions or feedback to improve this, feel free to contact me.

Simply download the provided file, drag it into the Data folder within your Sierra Chart directory, and within Sierra Chart on the title bar hit Open > Open Chartbook > 1-ziiiggy-delta-lines


This product includes a chartbook(s) which are available for download immediately after purchase, with full access to the chartbook and/or studies included. Please do not re-distribute the exact files included.

Trading futures/crypto carries a high degree of risk, past performance is not indicative of future results, absolutely no tools or products sold should be considered financial advice or used in the decision making for investments or trading. For educational and entertainment purposes only.




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Sierra Chart Chartbook with Studies

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Sierra Chart: Delta By Lot Size Lines

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