Support Board
Date/Time: Thu, 13 Nov 2025 02:54:55 +0000
Post From: Data calculation by every tick
| [2025-11-09 19:57:48] |
| User358514 - Posts: 14 |
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I would like to revive this thread with a very similar question. I need to calculate the maxDelta(Maximum Ask Volume Bid Volume Difference SG8) and minDelta(Minimum Ask Volume Bid Volume Difference SG9) values. For this, it is crucial to have the same ordering of ticks as they come from the market, so the "sc.VolumeAtPriceForBars" function isn't an option due it isn't ordered. Do you know how the above mentioned values being calculated in the "Numbers Bars Calculated Values" study? What is the correct method for this? Can I iterate over the ticks(with volumes) of a given bar somehow? Thanks, Balazs |