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Date/Time: Wed, 27 Nov 2024 11:40:50 +0000



Number bars calculated values - Average volume at price

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[2023-09-01 14:51:37]
User135370 - Posts: 162
Hi Sierra

Noticed there is an option on Number bars calculated values to have Average (total) volume at price which is very useful, any chance you can add Average Bid Volume and Ask Volume separately at Price rather than just the total.

Thank you
[2023-09-01 15:21:59]
John - SC Support - Posts: 36309
We are not sure what option you are referring to where you can view the "Average Volume at Price". You can view the Total Volume, but not the Average.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-09-01 15:58:56]
User135370 - Posts: 162
Average Volume Per Price (Avg Vol/Price): This is the average volume for each price of the Numbers Bar.

This option in the documentation

Can it be split for BID and ASK Separately

Average ASK Volume per price
Average BID Volume per price

If you can add would appreciate it
[2023-09-01 16:05:18]
John - SC Support - Posts: 36309
Sorry, we thought you were referencing the Numbers Bars, not the Numbers Bars Calculated Values.

The options for the "Average Ask Volume per Price" and "Average Bid Volume per Price" already exist in the "Numbers Bars Calculated Values 2" study. Refer to the following:
Numbers Bars: Numbers Bars Calculated Values 2 Subgraph Descriptions

Make sure you understand how these are calculated as described in the documentation.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-09-01 16:07:07]
User135370 - Posts: 162
Awesome thanks

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