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Date/Time: Wed, 30 Apr 2025 14:40:50 +0000



Post From: Depth Artifacts

[2025-04-06 23:42:34]
doctor10 - Posts: 80
In times of market stress, like right now, I have noticed that the new bid/ask depth bar study returns insane values for the 1400th level. if the chart is set to calc 1399 the insane calculated total orders disappear. These magnitudes do not show up with the old version of the depth bars study.

The link below has an example from reopen today showing total ask quantities for the new depth bars study that are twice the bid+ask totals for the old study. Again these large magnitudes are confined to the very last available level, above 1399 being 1400.

I'm just looking for some thoughts on what I'm looking at here.


https://www.sierrachart.com/image.php?Image=1743982601880.png
Date Time Of Last Edit: 2025-04-07 16:51:41