Support Board

Date/Time: Thu, 06 Mar 2025 13:27:02 +0000

[Programming Help] - Custom Study : Depth Speed

[2022-02-01 18:17:40] #1 [Go To First Post]
Aswin - Posts: 2
Hi, I am looking for a programmer who can provide me with a custom study. I want a study that counts the changes in total bid depth and ask depth. Just like number of trades study counts every trade that take place, I want this study to count every time total depth changes. I want the indicator to be based on data as received in the DOM, and NOT like the “Time and Sales – Total Ask Size depth & Total Bid Size depth” or “Bid & Ask depth bars” studies which updates on every trade. I WANT this study to update based on the change in total depth irrespective if a trade goes through or not. I want the indicator to output 3 values that I can select to plot one at a time : -total change in bid depth -total change in ask depth -total change in depth (sum of changes in bid & ask depth) And i want the total depth to be link to "Max Depth Levels" in Global Settings/Sierra Chart Server Settings And finally i want the ability to plot the indicator on time based and range based chart.

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