Date/Time: Tue, 17 Jul 2018 17:39:10 +0000
Post From: Market Depth Historical Graph
|User15952 - Posts: 130|
Great addition to Sierra. I am not not sure on your calculations, it looks different to bookmap.
Bookmap scans the entire DOM (bid and ask) volume and assigns 100% (white) to the max volume (regardless of side).
In the example attached, the max volume is 429 at 2071 and 2066.75, that gets assigned white (100%), the lowest volume in the DOM is 16 at 2068.75, that gets assigned black 0%. Everything else is a grey scaled using the max (volume/ max volume, where 50% is grey (128,128,128))
I have also attached the config settings available in BookMap
Secondly. I am unable to display a market profile chart while the Market Depth Historical Graph indicator is active.