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Date/Time: Sat, 11 Jan 2025 16:56:57 +0000



Post From: Bid & Ask Depth Bars study

[2016-11-17 19:54:52]
Neo - Posts: 198
If you are calculating the bid/ask depth bars study off each change in the bid/ask depth then it's a very involved task.

However, as it stands, what if you just build the bid/ask depth bars off "the last market depth quantities"?

Being able to visualize the likes of sum side bid/ sum side ask/ difference( bid/ask) go hand in hand with the Market Depth Historical Graph.