Date/Time: Fri, 19 Oct 2018 14:42:25 +0000
Post From: Footprint imbalance
|User15378 - Posts: 45|
Hi there Sierra
I was looking on multi charts blog for imbalance recommendations for my market and i see they mention "min diff" here is what they say- "The Min Diff value is volume and represents the minimum volume difference required to be considered an imbalance. For higher volume contracts we recommend larger values, and for lower volume or volatile contracts we recommend smaller values."
I was wondering is there a setting for this on Sierra and if so what is i called or is it needed?