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[Programming Help] - spreadsheet to calculate the volume of bid and ask at a certain price level

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[2019-12-21 11:26:47] #1 [Go To First Post]
User14686603 - Posts: 14
Hello! Tell me, is it possible by means of spreadsheet to calculate the volume of bid and ask at a certain price level in time, for example, from 1:20 to 2:20, approximately the same way as this volume profile does. For an example drawing.


forum bid and ask cartain price level 21-12-19.png / V - Attached On 2019-12-21 11:24:55 UTC - Size: 42.76 KB - 323 views Attachment Deleted.

[2019-12-21 14:03:47] #2 [Go To First Post]
Sawtooth - Posts: 4094
BVAP and AVAP are not supported in spreadsheet studies, however they are supported in Simple Alert formulas. Study/Chart Alerts And Scanning: BVAP Despite its name, the Spreadsheet Formula study uses Simple Alert syntax so you might be able to calculate what you want there. Spreadsheet Formula

[2023-04-13 22:23:36] #3 [Go To First Post]
Alex Q - Posts: 91
Tom, Is there any way to get delta at price data incremented by chart bars?

[2023-04-13 23:38:19] #4 [Go To First Post]
Sawtooth - Posts: 4094
Is there any way to get delta at price data incremented by chart bars? You would need to create a custom ACSIL study. Even though BVAP-AVAP is possible, you'd need to tell it the price in each bar, and it is unknown how many prices there might be in each bar. Date Time Of Last Edit: 2023-04-13 23:46:47

[2023-04-14 02:20:25] #5 [Go To First Post]
Alex Q - Posts: 91
Thank you for pointing me in the right direction. It looks like I’ve got quite a bit of learning ahead!

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