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Date/Time: Sun, 19 May 2024 13:24:28 +0000



Post From: Bid/Ask Depth Bars Study: Differences Between New (>= 1949) and Old Version

[2019-08-27 05:02:38]
Sierra Chart Engineering - Posts: 104368
What we can say is that the new implementation of Bid and Ask Depth Bars is very accurate. What we will do is set up a test to validate that.

We cannot take the time to compare it to an older version. Once we validate that it is working properly according to documentation that is all that we can do. We will try to get this done in the next few days.

Also in the latest versions of Sierra Chart Bid and Ask Depth Bars does now work with one level of market depth. In other words the best bid and ask data.


Therefore, could you please at least document the exact nature of the changes in the depth bar ratio calculation,
The calculations are identical. The difference really would be in the frequency of the calculation which would be more in the newer versions but in the case of the best bid and ask data only, there should not be any difference. So we have to look into that.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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Date Time Of Last Edit: 2019-08-27 05:06:06