Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Mon, 06 May 2024 03:37:42 +0000
Post From: DOM Recent Bid / Ask Volume Reset Discrepancy
| [2020-09-18 18:51:37] |
| mpro - Posts: 44 |
|
"First, the images provided by mpro are asking about Recent Bid/Ask Volumes that are far away from the current price. The reset to the Recent Bid/Ask Volume only occurs at the current price level. Therefore, if that is the data that was accumulated at that price previously, then that is what it is. It is not going to change when the price is no longer at that level." That's correct but the price was again at that level and the volume is cumulating up with every volume that was ever traded at that level instead of restarting at zero with the new volume. It should not count old and new volumes together when the market didn't touched it for multiple minutes. With "Reset Recent Bid/Ask Volume on Bid/Ask Change" enabled it's acting exactly like it should. But not with disabled active price changes. There is a problem with the function otherwise I wouldn't say that the other function with reset by bid / ask price works correct. Their reset behavior should be very similar when every bid/ask change include a market order (in ES possible) but they deliver completely different results. In my scenario the Bid / Ask Volume ist counting up endless in most cases. I have read your description multiple times to be sure that I understand it correct. I also described the conditions so I think I know how it should reset. I am a computer scientist so i know a lot about logic. Maybe it's a glitch on my computer I can test it on another system if you want. You don't have to fix it but there is an issue. Please look at these numbers from „Example4.png“ if you don‘t see it ask someone else. https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=43532 There can‘t be 10k traded when recently only 96+210+57+200 bid volume was traded. The first marked 96 should have initiated a reset. Date Time Of Last Edit: 2020-09-18 19:38:08
|