Support Board
Date/Time: Sun, 23 Aug 2026 02:40:53 +0000
[User Discussion] - Market Depth Historical Graph - percentile option for the coloring thresholds
View Count: 10
| [2026-08-23 01:42:29] |
| EliteSingh - Posts: 1 |
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Could you add a "Percentile" choice to Value Type for Highest/Lowest Quantity for Coloring, so that entering 80 means the 80th percentile of the depth quantities currently visible rather than 80 contracts? What I mean by percentile is a percentile of the per-level depth quantities in the visible range. The same levels the study already uses when Determine Min and Max Levels from is set to Visible Bars. Percentage of Maximum Depth doesn't cover it, because it keys off a single outlier. I checked this on my own recorded ES depth (2026-08-20 RTH, in 30 minute windows). The 80th percentile drifted from 54 to 106 through the session, a 2x move. Expressed as a percentage of the window max it swung from 4.9% to 24.6%, a 5x move. In one window the max fell from 1463 to 431 only because no large order happened to be resting which percentage cutoff it would have stripped the color off the chart right when the book was at its heaviest making it easier. As it stands the absolute values have to be re-derived per symbol, and they drift inside a single session as well. On ES the right number roughly doubles between the open and the close. |
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