Support Board
Date/Time: Fri, 10 Jul 2026 22:34:46 +0000
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View Count: 16
| [2026-07-10 19:15:11] |
| User415537 - Posts: 2 |
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I have another question about bid/ask imbalances. Is Volume at Price Threshold Alert V2 the correct study to use for displaying bid/ask imbalances, or should I instead configure the imbalance settings directly in Numbers Bars? Which method do you recommend for displaying standard footprint bid/ask imbalances? thank you very much Hello, I am using Sierra Chart Version 2922 with Service Package 11. I have a few questions: 1. Where do I set the imbalance volume threshold in Numbers Bars? Specifically, I am referring to Column 1 Percent Compare Thresholds. 2. If I want to highlight a 3:1 imbalance, what value should I use for the Percent Compare Threshold? Should I set it to 200, 250, or 300? 3. Is Volume at Price Threshold Alert V2 the correct study to display bid/ask imbalances, or is there another study that should be used for footprint imbalances? 4. With Service Package 11, how should I configure the Denali Exchange Data Feed to obtain the highest quality historical tick data for accurate backtesting of the E-mini S&P 500 (ES) from 2016 to 2024? Are there any recommended settings for data storage, symbol configuration, or continuous contracts? Thank you very much for your help. |
| [2026-07-10 19:18:17] |
| John - SC Support - Posts: 47144 |
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1. In the Numbers Bars study, you would set the "Percent Compare Thresholds" to be "0, 0, 3". Refer to the following: Numbers Bars: Display Ask/Bid Imbalance 2. See above. 3. You can use either the Volume by Price Threshold Alert V2 or the Numbers Bars. It just depends on how you want to view the information. 4. The only thing you need to do is to ensure that your "Intraday Data Storage Time Unit" is set to "1 Tick". Refer to the following; Data/Trade Service Settings: Intraday Data Storage Time Unit (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Settings) 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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