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Direct MessagesDate/Time: Sat, 20 Apr 2024 03:13:08 +0000
Median Bid / Ask / Trade Volume in Numbers Bar Calculated Values
View Count: 1443
| [2018-07-27 08:16:32] |
| Cavalry3162 - Posts: 523 |
|
Hello SC, i am trying to figure out when buying picks up on the tape and thought that the numbers bar calc vals study might help me with that.. and it kind of does, as theres this great "Average Bid Volume" or "Average Ask Volume" and some more averages available.. thats awesome.. however, nowadays, with all that hft / algo stuff going on, we se a gazillion of 1 lot trades which skews those averages towards 2.. i'd like you to ask if we could have a "Median [insert existing stuff] Volume" for each average volume? maybe even as a setting to switch between median and average (its up to you, i dont really care).. thank you, Andreas |
| [2018-07-27 14:38:35] |
| John - SC Support - Posts: 30976 |
|
We will look into this. We are in the process of creating a second Numbers Bars Calculated Values study, as we have run out of space on the existing primary one. Once we have this secondary one available, then we can add these kind of items. We hope to have this done in about a month, but we cannot make any promises.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-08-31 20:28:48] |
| John - SC Support - Posts: 30976 |
|
We have added a new study called Numbers Bars Calculated Values 2 that has the Median Ask Volume and the Median Bid Volume. This study works the same as the Numbers Bars Calculated Values, but has these new subgraphs. It was necessary to create a new study as the other one was running out of room for additional subgraphs. This will be in the next release - 1795. Once available, you can update to the new release following these instructions: Software Download: Fast Update For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-09-11 06:55:15] |
| Cavalry3162 - Posts: 523 |
|
John, thanks for adding that study.. though the main thing why i asked for it is still missing: Median Bid Trade Size / Median Ask Trade Size / Median Vol at Price could you pls add those as well? or are they added and i do something wrong? i can only see "Median Ask Volume", "Median Bid Volume", "Dominant Ask Bid Percentage"... |
| [2018-09-11 14:07:49] |
| John - SC Support - Posts: 30976 |
|
We will add these additional items. Just give us a few days.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-09-21 11:08:38] |
| Uppsalafish - Posts: 1 |
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Hi, I am looking for the same, I see that they have not been added yet. Median Bid Trade Size / Median Ask Trade Size Thank you for looking for this, It is an important parameter to me. |
| [2023-09-21 14:28:18] |
| John - SC Support - Posts: 30976 |
|
When we looked into getting the Median values, it was not so simple, this is why it was not done at that time. It is still something on our list, but we can not say when we will get to it. 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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