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Date/Time: Sun, 03 Mar 2024 22:08:56 +0000



[User Discussion] - Study Volume bid vs Volume Ask - “Sliding volume”

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[2023-10-08 17:04:38]
User440951 - Posts: 30
Hi,

I would like to know if it is possible to have the study cited by integrating a number of given sliding periods.

Let me explain.
Let's say I have a chart in 5 second candles, I would like to have the bid vs ask volume which displays the sum of the bids vs ask volume of 10 candles including the current one (i.e. between 40 and 50 seconds).
Then, when the candle closes and the new candle begins, I want the bid vs ask volume to shift by 1 candle in order to always take into account only 10 candles including the current ones.

Attaches a probably more explicit capture.

Thanks a lot for your help !
imageCapture Study Volume bid vs Volume Ask - Sliding volume.png / V - Attached On 2023-10-08 17:04:03 UTC - Size: 47.27 KB - 101 views
Attachment Deleted.
[2023-10-12 18:28:36]
User440951 - Posts: 30
UP - No one to answer me ? Is it impossible ?
[2023-10-12 18:52:40]
John - SC Support - Posts: 29568
You would need to use the Spreadsheet Study to do this. Use whatever study gives you the Bid and Ask data you want (for the sum of the Market Depth for a bar, you would need to use 2 copies of the "Bid & Ask Depth Bars" with one set to "Sum Bid Side" and the other set to "Sum Ask Side"). Then sum the first 10 rows in the Spreadsheet Study to get the rolling 10 bar summation.

Refer to the following:
Bid & Ask Depth Bars

Using the Spreadsheet Study
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[2023-10-12 19:13:15]
User440951 - Posts: 30
Thank you for the feedback.

I don't want the market depth of the bid and the ask but the volume traded at the bid and the ask.

Otherwise, if I have to find the formula to do this study, I don't think I can do it. It's extremely complex for a newbie who doesn't know English very well...

Could you at least give me the formula?

Thank you so much !
[2023-10-12 19:26:48]
John - SC Support - Posts: 29568
For the volume traded at the bit and ask you would need to use the Numbers Bars Calculated Values study. Refer to the following:
Numbers Bars: Displaying Numeric Information Below Numbers Bars

Then just sum up the first 10 rows of this data in the Spreadsheet Study. The Spreadsheet Study includes information for any studies that are on the charts. Refer to the following:
Using the Spreadsheet Study: Order of Study Data Outputted to Spreadsheet
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-10-13 18:16:41]
User440951 - Posts: 30
Frankly, I don't understand anything about it, I don't understand what I have to do.

On the same graph I put the study "Numbers Bars Calculated Values" with ASK Volume Total on visible, on another study I put Numbers Bars Calculated Values" with BID Volume Total on visible and after these two I I put the study "Spreadsheet Study" and I'm stuck.

Even after going through the documentation you provided, I still don't understand what I should do. Is the column table to be done? How to do it ?

Do you have a complete example explained step by step for creating graphs with the "Spreadsheet Study" even on any other input data? So that I can understand how it works...

Thanks in advance !
[2023-10-14 00:37:46]
Sawtooth - Posts: 3934
Try this:
1. Add the Spreadsheet Formula study.
- To sum the most recent 10 bars of Ask Vol, use this formula in its Formula field:
=SUM(AV[0:-10])
- Set the Draw Style to Bar, and the color to Green

2. Duplicate the above study.
- To sum the most recent 10 bars of Bid Vol, and make the value negative, use this formula in its Formula field:
=-SUM(BV[0:-10])
- Set the Draw Style to Bar, and the color to Red.

This will mimic the look of Bid Volume vs Ask Volume study.

These formulas are based on these examples:
Study/Chart Alerts And Scanning: Referencing A Range of Data
Date Time Of Last Edit: 2023-10-14 01:02:44
[2023-10-16 21:59:46]
User440951 - Posts: 30
Thank you for this feedback!

It helped me a lot and guided me in addition to some YouTube videos on spreadsheet studies. I was able to achieve my Bid vs Ask volume on 5 sliding bars via a percentage.

Attached the capture.
imageBid vs Ask volume 5 bars.PNG / V - Attached On 2023-10-16 21:59:41 UTC - Size: 37.85 KB - 53 views

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