PVP DELTA AND BACKTESTING

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Edward01
Last seen: 2 days 15 hours ago
Joined: 08/09/2018 - 10:41
PVP DELTA AND BACKTESTING

I have asked this question before with nor response, I think I got too into the weeds with the question. Let me ask this ask the most basic question I can.

If I want to reference something simple like a cluster 10 Positive Delta Prices in a row with PVP. Then I Extend that line to the right as a zone/point of reference..., how do I identify it in the Backtest with Syntax? If this was a price like a VWAP or MA I understand how to reference it with saying the Hi,LO,OP,CL is above,touched, beneath etc..... I am having trouble understanding how to get it to identify the DELTA Levels in PVP. When it comes to a TRUE/FALSE statement or a certain Imbalance % being met, no problems. If someone could just point me in the right direction I would be very grateful, Ive been trying to figure this out for awhile! TKS!!!!!

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