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Date/Time: Sun, 08 Feb 2026 19:36:21 +0000



Highlight or plot circle for bid ask differences?

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[2025-12-24 21:43:43]
RefillsFree - Posts: 1
Hello, I am looking for any indicator or function of Sierra that would look at each price level on each candle and plot a circle or highlight when the Ask Vol Bid Vol difference is greater than 30. Additionally, I would love the color of the circle to coorespond with the direction of the delta, red for bid heavy, and green for ask heavy. Also, if possible, I want the size of the circle to increase if the delta is higher than 20. I've been playing around with the numbers bars study, and I can get shaded highlights for different percentages of bid ask difference, but no set level for above 30.

I'm trying to replicate Fabio Valentinis scalping setup if that helps, thats where the screenshot is from.

Thanks much!
imageScreenshot 2025-12-24 163607.png / V - Attached On 2025-12-24 21:36:15 UTC - Size: 515.26 KB - 39 views
[2025-12-26 16:23:40]
John - SC Support - Posts: 44494
The "Volume at Price Threshold Alert V2" will give you a marker/alert when the Ask Vol Bid Vol Difference is greater than 30. But, it does not allow you to color the marker based on the direction, nor does it have a way to give you different sizes for the markers based on the size of the difference. Refer to the following:
Volume at Price Threshold Alert V2

To get everything, you would need to create a custom study. Refer to the following:
ACSIL Programming Concepts: Accessing Volume at Price Data Per Bar

https://www.sierrachart.com/index.php?page=doc/SierraChartStudyAndSystemProgrammers.php
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

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