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Date/Time: Wed, 05 Feb 2025 12:46:29 +0000



Numbers Bars Calculated Values Percent of Volume Delta

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[2018-08-19 15:31:54]
BenjaminR - Posts: 172
Engineering:

Percent of Total Volume is available individually, as AskV % (SG17) and BidV % (SG18); however, we are looking for a subgraph that will solely display the percent of volume in the dominant direction for each bar.

For example, if the total Delta (Ask Vol-Bid Vol Difference, SG1) of a bar is positive for the Ask side, then the result would be the AskV % (SG17). For example, it might be 54% positive. This would be the value displayed in the Delta Percent of Total Volume.

Vice versa for Bid Vol percent Delta, if the Dominant Side Delta was on the Bid Vol, then BidV % (SG18) would be displayed.

Please advise.

Thank you,

Ben
Date Time Of Last Edit: 2018-08-19 16:06:25
[2018-08-20 15:37:48]
John - SC Support - Posts: 37728
We will look into adding this. We are currently working on a second Numbers Bars Calculated Values study, as we have run out of space in the first study. Once we have that new study functioning, this would be in that new study.
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[2018-08-31 20:30:40]
John - SC Support - Posts: 37728
We have added a new study - Numbers Bars Calculated Values 2 that has the subgraph for Dominant Ask or Bid Percentage. This displays the dominant side percentage only for the given bar.

This update will be available in the next release - 1795. When 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
[2020-03-13 11:48:12]
User135370 - Posts: 162
So what is it telling me the higher the number the more dominant the ask or the bid?
[2020-03-16 13:15:08]
John - SC Support - Posts: 37728
Whichever side has the higher number (Ask or Bid) is the dominant side. Then it displays that volume (Ask or Bid) as a percentage of the Total Volume.

Refer to the information here for the Subgraph Description:
Numbers Bars: Numbers Bars Calculated Values 2 Subgraph Descriptions

And here for more information on Dominance:
Numbers Bars: Definitions
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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