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Bolter The loaded boat followed by a very strong contrary move is just how the day turned out, the rats all must have jumped ship. Theres a lot more subtlety in md than i had supposed and this thread is providing some excellent insights. Thanks

Very significant divergence between <500 trades and >500 traders on the bund today. v large size bought the move the smaller sold it I am starting to think that maybe the very large trades are not a particularly good indicator

Chart of bund with both vwap h/l bands for today and today-1 I have applied a 5 bar lag to the bands as it stops the chasing effect on todays. I have only just started looking at them but when todays cuts ydays band seems like another use.

Cariocas -Nice clear setup. Have you programmed the bars green /red to be a straight ratio of -+ delta

I am not aware how to derive pre market order/volumes. Could someone point out what markets and from what source they can be obtained. Thanks

Bolter Interesting Eurostoxx example If you saw a very high sell off Delta at the end of the move would you consider this to negate the delta divergence.

for comparison

for comparison

Clearer Esignal footprint comparison example. Sorry for the incompentent duplicate posting

IB footprint for last post

Is the IB datafeed with its batching data delivery too compromised to use with MD. I am testing it against Esignal and there seem to be significant differences in the footprints. Examples attached