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Date/Time: Sun, 28 Apr 2024 20:07:25 +0000



Cumulative delta bid/ask volume - user specified area

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[2018-08-01 07:59:24]
User516376 - Posts: 4
Hello,

Is there a way to plot the Bid/Ask cumulative delta volume for a specific region of a chart (specific selected number of candles/bar)?

The purpose is to start the Bid/Ask delta volume count from a specified bar up till another specified bar, and plot the resulting bid/ask cumulative delta volume for that selected region (number of bars).

Thank you for your support.
[2018-08-01 19:01:44]
John - SC Support - Posts: 31159
Use the Chart Calculator Tool (Tools >> Chart Calculator) and turn on the label for ABDiff Volume. You will find the documentation for the tool configuration here:
Chart Drawing Tools: Chart Calculator Configuration
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2018-08-02 05:09:32]
User516376 - Posts: 4
Perfect, thank you.
[2018-08-02 05:37:10]
User516376 - Posts: 4
On the same note, is it possible to display the bid/ask volume for a certain price level or price area from one bar to another? As in two (or more) bars that coincide in price, that are separated by several other lower (or higher) bars?

The objective is to gauge bid/ask volume at a given price level(s) only for a certain user specified duration (number of bars).

Many thanks for your support.
[2018-08-02 15:25:04]
John - SC Support - Posts: 31159
If you are wanting to see the entire Bid or Ask volume across the timeframe, then the best way would be to use the Volume by Price study and set the Volume Graph Period Type to Multiple Profiles Based on Bar Count then set the numbers of bars you want to view the sum of Bid or Ask volume for in the Number of Bars for 'Based on Bar Count'. Then set the Display Volume in Bars to Bid Volume x Ask Volume.

If you want to see the volume at a price for just a single bar at a time to be able to compare the bars, then you would need to use the Numbers Bars study.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2018-08-04 10:20:12]
User516376 - Posts: 4
Got it, thank you for the support.

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