Support Board
Date/Time: Sat, 19 Jul 2025 10:23:40 +0000
Pulling Stacking calculation Logic Help
View Count: 46
| [2025-07-17 17:35:42] |
| cesium - Posts: 148 |
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In Global Trade Settings Windows: Bid Market Depth Pulling/Stacking - Left/Center/Right Aligned referencing: "For example, if the Bid quantity at price 100.0 is 50 and it drops to 40 and there has been a trade of 5, then the result is -5."
This sentence I do not understand because I was expecting to read a result of -15, not -5, in the documentation If 10 orders are removed from the Bid, and then 5 size is executed on the bid, this would leave 35 remaining, and thus -15 on the change? Thank you for the help Date Time Of Last Edit: 2025-07-17 22:41:21
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| [2025-07-18 16:57:33] |
| Sierra_Chart Engineering - Posts: 20254 |
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Documentation has been updated to make this more clear: For example, if the Bid Quantity at price 100.0 is 50 and the quantity goes down to 40, then this is a reduction of 10 which will adjust the current Pulling and Stacking value down by 10. And then if there is a trade of 5, this will increase the current Pulling and Stacking value by 5 giving an overall change of the Pulling and Stacking value of -5. The reason for this last adjustment is that the reduction of the buy limit orders (Bid Quantity) from 50 to 40, was in part related to a trade of quantity 5, not actual pulling of limit orders.
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