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Date/Time: Fri, 10 Jul 2026 22:35:08 +0000



Post From: information

[2026-07-10 19:15:11]
User415537 - Posts: 2
I have another question about bid/ask imbalances.

Is Volume at Price Threshold Alert V2 the correct study to use for displaying bid/ask imbalances, or should I instead configure the imbalance settings directly in Numbers Bars?

Which method do you recommend for displaying standard footprint bid/ask imbalances?

thank you very much


Hello,

I am using Sierra Chart Version 2922 with Service Package 11.

I have a few questions:

1. Where do I set the imbalance volume threshold in Numbers Bars? Specifically, I am referring to Column 1 Percent Compare Thresholds.
2. If I want to highlight a 3:1 imbalance, what value should I use for the Percent Compare Threshold? Should I set it to 200, 250, or 300?
3. Is Volume at Price Threshold Alert V2 the correct study to display bid/ask imbalances, or is there another study that should be used for footprint imbalances?
4. With Service Package 11, how should I configure the Denali Exchange Data Feed to obtain the highest quality historical tick data for accurate backtesting of the E-mini S&P 500 (ES) from 2016 to 2024? Are there any recommended settings for data storage, symbol configuration, or continuous contracts?

Thank you very much for your help.