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Date/Time: Tue, 30 Apr 2024 13:39:49 +0000

Post From: Number bars calculate values 2 confusion

[2022-04-08 07:45:26] Link To Thread - Link To Post [Go To First Post]
User19165 - Posts: 346
Several subgraphs are not explained on your website. What is: - dominant ask bid % - average ask or bid volume per price In the screenshot on the last bar you can see there are no zero volumes, why does average non-zero ask volume differ from average ask volume per price? ask volume bid volume difference % states: "Ask Volume Bid Volume Difference Per Tick: This displays the difference between the total Ask Volume and the total Bid Volume divided by the range of the data in the bar per tick." Taking the last bar as an example. When I calculate the delta and divide it by the number of ticks in that bar, I do not get the value shown in your calculation. As an aside, you could make this easier for us traders to understand by just calling this the "delta". That is what every trader world wide knows it as.


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