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Date/Time: Tue, 24 Jun 2025 13:43:09 +0000



Post From: I want to know a formula

[2025-06-02 16:07:06]
John - SC Support - Posts: 40583
The Alert conditions allow you to access the Total Volume, Bid Volume, and Ask Volume at each price level within a bar. Refer to the following:
Study/Chart Alerts And Scanning: Special Functions

Therefore, to get the delta (ask - bid) at the highest price point in the bar, you would use the following formula:
=AVAP(H, 0) - BVAP(H, 0)

And to get the same thing at the Low, you change the H for an L and get the following:
=AVAP(L, 0) - BVAP(L, 0)

So your total formula would look like the following:
=AND(C < O, AVAP(L, 0) - BVAP(L, 0) < -70, ID1.SG1 > 0)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing