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Date/Time: Tue, 28 May 2024 23:08:36 +0000

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

[2019-08-27 16:15:03] Link To Thread - Link To Post [Go To First Post]
User41727 - Posts: 124
I meant that for the old version. In the new one the option is not there anymore, and based on my observations I would assume that that version always operates in T&S mode, which is really the issue here. From what I can gather, in that mode the study will calculate the ratio of bid and ask size for the best bid and offer only at the time the respective bar closes. If you use "market depth" as source, the study appears to be taking additional data into account, possibly the observed bid and ask size at other levels, but that is the part that I am not clear on. If you switch the old version to T&S, you should see the same values as with the new version.