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Date/Time: Thu, 16 May 2024 02:54:24 +0000



Bid Vol vs. Ask Vol

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[2017-02-23 20:22:37]
User771416 - Posts: 47
I'm trying to display a fairly accurate Bid vs. Ask cumulative delta based on volume not up tick / down tick which does not represent volume.

I was hoping to use the Bid Volume vs. Ask Volume study however the Difference line does not show cumulative. i'm not sure what it's showing actually as there doesn't seem to be documentation on the Difference line.

My charts use tick data. can anyone tell me how to create this study? or if there's a way to get the Bid Vol vs. Ask Vol study to display the cumulative total for the day?
[2017-02-23 22:12:07]
Sierra Chart Engineering - Posts: 104368
The Difference line with the Bid Volume versus Ask volume study is the difference between the ask volume and the bid volume. We will make sure that is documented.

Really what you are looking for is this study:

https://www.sierrachart.com/index.php?page=doc/TechnicalStudiesReference.html#s292 (Cumulative Delta Bars - Volume)
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
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