Support Board
Date/Time: Fri, 17 Jan 2025 21:45:17 +0000
Question on Numbers Bars Calculated Values 2 - Sum Bid/Ask Pull Stack
View Count: 29
| [2025-01-17 00:52:21] |
| User29419 - Posts: 19 |
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I need some clarifications on the values shown for Bid or Ask Pull/Stack values in the Numbers Bars Calculated Values 2 study. For the Bid Pull/Stack (SG7), are bids added to the orderbook (stacked) represented as a positive or negative number? For the Ask Pull/Stack (SG8), are ask orders added to the orderbook represented as a positive or negative number? For the Ask/Bid Pull/Stack Sum Diff (SG9) it appears the value for SG7 is subtracted from SG8 so if SG8 is positive and SG7 is negative the result is a more positive number but ff both are positive, the result is a value less than the Ask Pull/Stack value (SG8). Because orders are stacked or pulled at multiple price levels, can the calculation be limited to only changes for the inside bid and ask if the Charts Settings/Market Depth "Maximum Market Depth Levels" & "Number of Levels for Bid/Ask Depth Calculations" are set to "1"? Thanks & Regards |
 Screenshot 2025-01-16 181114.png / V - Attached On 2025-01-17 00:40:33 UTC - Size: 18.81 KB - 15 views |
| [2025-01-17 15:46:02] |
| John - SC Support - Posts: 37327 |
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For the Bid Pull/Stack (SG7), are bids added to the orderbook (stacked) represented as a positive or negative number?
For the Ask Pull/Stack (SG8), are ask orders added to the orderbook represented as a positive or negative number?
If there is an addition to the order book at a level, the Pulling/Stacking value for that level is increased (and vice versa). For the Ask/Bid Pull/Stack Sum Diff (SG9) it appears the value for SG7 is subtracted from SG8 so if SG8 is positive and SG7 is negative the result is a more positive number but ff both are positive, the result is a value less than the Ask Pull/Stack value (SG8).
Correct. Because orders are stacked or pulled at multiple price levels, can the calculation be limited to only changes for the inside bid and ask if the Charts Settings/Market Depth "Maximum Market Depth Levels" & "Number of Levels for Bid/Ask Depth Calculations" are set to "1"?
Refer to the following for how to limit the Pulling/Stacking levels: Global Trade Settings Windows: Maximum Bid/Ask Market Depth Pulling/Stacking Levels (Global Settings >> Chart DOM Settings >> Other >> Other Settings) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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