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Date/Time: Sun, 12 May 2024 22:57:28 +0000



Post From: studies>>Bid & Ask Depth Bars

[2017-08-25 19:44:11]
User634276 - Posts: 12
Hi,
On the studies Bid & Ask Depth Bars there have 1 error to bid side Level1 only.

calculation mode: Sum Bid Side
Source Data : Historical Market Depth-Max
Maximum Depth Levels To Use(): 1

Has you can see on the Joint picture I add the studies Market Depth Historical Graph and named Line of the error Max Bid Level1.

For more precision;

ScreenShot1. Price are At ask level 1 and the studies calcul Right whit the Input Historical Market Bid Depth Max.
ScreenShot2. Price are to Bid Level 1 and the studies calcul Wrong whit the Input Historical Market Bid Depth Max.

What can be done?
Thx for answer.
Xavier
Attachment Deleted.
imageError on Bid & Ask Deph Bars.png / V - Attached On 2017-08-25 19:41:43 UTC - Size: 63.12 KB - 315 views