Support Board
Date/Time: Thu, 27 Feb 2025 03:27:57 +0000
Post From: Numbers bar calculated values - Avg bid\ask volume per price
[2018-11-28 19:44:10] |
John - SC Support - Posts: 38222 |
Which do you want to see - the Average Bid/Ask Volume per Price, or the Average Bid/Ask Non-Zero Volumes? For example, if the Bid Volumes for a bar are 0, 5, 10, 0, 15 then the Average Bid/Ask Volume per Price would be 6 (30/5), but if you weren't interested in the zero volumes and wanted to know the average of the non-zero bids, you would get 10 (30/3). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |