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[Programming Help] - Numbers bar calculated values - Avg bid\ask volume per price

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[2018-11-28 14:49:48] #1 [Go To First Post]
User150852 - Posts: 38
You provide 'Average volume per price' but I would like to see these Avgs for bid\ask volumes. Is there a way to show them?

[2018-11-28 19:44:10] #2 [Go To First Post]
John - SC Support - Posts: 38222
Which do you want to see - the Average Bid/Ask Volume per Price, or the Average Bid/Ask Non-Zero Volumes? For example, if the Bid Volumes for a bar are 0, 5, 10, 0, 15 then the Average Bid/Ask Volume per Price would be 6 (30/5), but if you weren't interested in the zero volumes and wanted to know the average of the non-zero bids, you would get 10 (30/3). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2018-11-28 21:57:02] #3 [Go To First Post]
John - SC Support - Posts: 38222
We have gone ahead and implemented Average Non-Zero Ask Volume and Average Non-Zero Bid Volume in the Numbers Bars Calculated Values 2 study. This will be available in the next Pre-Release (1848). If you do need the Average Ask/Bid Volume per Price, let us know and we will look into adding it. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2018-11-29 07:50:52] #4 [Go To First Post]
User150852 - Posts: 38
Yes, I need the average volume per price as it shows the 'REAL' average volume that takes the price to move a tick up and down in the current auction. Also, i think it should work on the pullback column as well Date Time Of Last Edit: 2018-11-29 08:44:31

[2019-02-27 17:23:34] #5 [Go To First Post]
whats1thingnow - Posts: 407
Average Bid/Ask Volume per Price [...] For example, if the Bid Volumes for a bar are 0, 5, 10, 0, 15 then the Average Bid/Ask Volume per Price would be 6 (30/5) Yes, I need the average volume per price as it shows the 'REAL' average volume that takes the price to move a tick up and down in the current auction. yes, exactly what i was looking for! +1

[2021-06-10 05:49:00] #6 [Go To First Post]
Mark_47 - Posts: 27
Hello, I am looking for the BID/ASK average volume per Price, including zeros in the calculation (0, 5, 10, 0, 15 --> (30/5) --> 6). Can I find it somewhere? Thank you.

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