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Date/Time: Fri, 26 Apr 2024 12:16:26 +0000



Post From: Delta Volume by price

[2019-03-12 09:21:33]
AKR - Posts: 523
great thx, no issue for the time, happy you do things like that at all.

one comment to your calculation:

"... then the displayed value would be -71.43 ((1000 - 1500) / (((2602.00 - 2600.5) / 0.25) + 1)."

I dont agree that you add the "+1" at the end. yes the price may span 7 ticks, but it moved 6 ticks. and my intention was to know how much delta volume was needed to MOVE the price. the difference of course gets smaller the bigger the range was, but it could be just from 0.5 to 1.00. then you divide by either 2 or 3 and thats quite a difference.

2.600,50  starting point, no move  
2.600,75  1st move  
2.601,00  2nd move  
2.601,25  3rd move  
2.601,50  4th move  
2.601,75  5th move  
2.602,00  6th move