Support Board
Date/Time: Mon, 02 Jun 2025 14:03:58 +0000
VBP based on Recent bid/ask
View Count: 80
| [2025-05-21 08:53:31] |
| User981449 - Posts: 22 |
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Hi, please is it possible to have a VBP study (diff bid ask) based on Recent bid/ask?
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| [2025-05-21 12:52:50] |
| User135243 - Posts: 102 |
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Go to Volume Bar Calculation and change "Total Volume" to "Ask Volume -Bid Volume" and it should show the Delta (I'm not sure if you mean that, but I guess)
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| [2025-05-21 13:04:56] |
| User981449 - Posts: 22 |
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I was looking to create a dynamic vbp based on Dom Recent bid/ask
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| [2025-05-21 13:29:40] |
| User135243 - Posts: 102 |
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ah ok, I guess this will be difficult, because a volume-profile is based on executed orders (that's why it is called volume-profile), recent bid/ask are not filled limit-orders. I'm sure someone from support will have a better answer :) (if this is possible)
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| [2025-05-21 14:57:59] |
| John - SC Support - Posts: 40134 |
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This is not supported using the built-in tools. You would need to create a custom study to do this. Refer to the following: ACSIL Interface Members - Functions: sc.GetRecentAskVolumeAtPrice() / sc.GetRecentBidVolumeAtPrice() https://www.sierrachart.com/index.php?page=doc/SierraChartStudyAndSystemProgrammers.php For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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