Support Board
Date/Time: Sat, 23 Nov 2024 12:06:58 +0000
Request for Information on the Number Bars Calculated Value.
View Count: 207
| [2024-08-22 20:36:03] |
| User270387 - Posts: 3 |
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Hello, I am reaching out to you for information regarding how the "AskBid Diff Max to Close Diff" and "AskBid Diff Min to Close Diff" are calculated. I've been trying for several days to understand this by using a specific candle as an example, but I still don't get it and I can't seem to arrive at the same values, even though I am strictly following the definitions of the lines in question. Could you please clarify this with the example in the screenshot? As you can see, we have the following values: Ask Bid 0 104 High 63 109 134 234 open 197 250 close 173 108 20 0 low Could you explain how you arrive at the values of 13 (in green) for "AskBid Diff Max to Close Diff" and -228 (in orange) for "AskBid Diff Min to Close Diff"? Thank you in advance https://ibb.co/jWjmsN2 https://ibb.co/H2FjbwD |
| [2024-08-23 21:44:52] |
| John - SC Support - Posts: 36238 |
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The information for how this, and any other Numbers Bars subgraphs are calculated are at the following link: Numbers Bars: Numbers Bars Calculated Values Subgraph Descriptions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-08-23 23:25:55] |
| User270387 - Posts: 3 |
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I was sure you were going to direct me to this page. It is well worth putting screens and trying to explain the inconsistency of the calculation rather than making us understand the calculation. I've been on it for 3 days (the page and the problem) and I can't find the same values as the study. Are you sure of the calculations? |
| [2024-08-24 09:36:55] |
| User431178 - Posts: 540 |
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I was sure you were going to direct me to this page. It is well worth putting screens and trying to explain the inconsistency of the calculation rather than making us understand the calculation. I've been on it for 3 days (the page and the problem) and I can't find the same values as the study. Are you sure of the calculations? Where is the inconsistency? The definitions of the items you mentioned - Maximum Ask Bid Vol Diff to Closing Ask Bid Vol Diff: This is the difference between the: Maximum Ask Volume and Bid Volume difference for a Numbers Bar, and the closing Ask Volume and Bid Volume difference for the same Numbers Bar. Minimum Ask Bid Vol Diff to Closing Ask Bid Vol Diff: This is the difference between the: Minimum Ask Volume and Bid Volume difference for a Numbers Bar, and the closing Ask Volume and Bid Volume difference for the same Numbers Bar. Some other definition from the page linked by John - Ask Volume Bid Volume Difference (AskV - BidV): This is the difference between the total Ask Volume and the total Bid Volume for the entire Numbers Bar. Maximum Ask Volume Bid Volume Difference (Ask Volume Bid Volume Difference High) (Max Ask Vol-Bid Vol): During the formation of each chart bar, as it is built from the tick by tick data, the difference between the Ask traded volume and the Bid traded volume is calculated. The Maximum Ask Volume Bid Volume Difference is the maximum value of this difference which existed during the formation of the chart bar. This value is also used in many of the other Numbers Bars Calculated Values Subgraphs. Minimum Ask Volume Bid Volume Difference (Ask Volume Bid Volume Difference Low) (Min Ask Vol-Bid Vol): During the formation of each chart bar, as it is built from the tick by tick data, the difference between the Ask traded volume and the Bid traded volume is calculated. The Minimum Ask Volume Bid Volume Difference is the minimum value of this difference which existed during the formation of the chart bar. This value is also used in many of the other Numbers Bars Calculated Values Subgraphs. The values at each price, per your first post, are not relevant, these calcuations are based on the entire bar (also including whilst forming). AskBid Diff Max to Close Diff aka Delta Max to Close Delta = Max Delta for Bar - Closing Delta for Bar AskBid Diff Min to Close Diff aka Delta Min to Close Delta = Min Delta for Bar - Closing Delta for Bar If that is not clear, I made a picture as well. |
 delta max min etc.png / V - Attached On 2024-08-24 09:34:41 UTC - Size: 143.91 KB - 35 views |
| [2024-08-27 20:06:43] |
| User270387 - Posts: 3 |
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Thank you for your explanation and the screen. It allowed me to understand how certain values work. However, above all, I must apologize to you. First because I thought my tone was inappropriate and slightly virulent induced by the frustration of not finding what I was looking for. Second, because ultimately, I did not ask the right question and above all gave the context of my questioning. In the end, I tried to program an indicator and I couldn't find the value of MaxDelta and MinDelta. But your screen, as well as other discussions in the form with certain explanations on your site, allowed me to find the solution in one of the Sierra studies. I just took the piece of code I needed, ie MaxDelta = sc.BaseDataIn[SC_ASKBID_DIFF_HIGH][sc.Index] (if this can be useful for anyone else). Thank you again for your time and the time you spent to answer me and create the explanation screen. Thank you so much. |
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