Support Board
Date/Time: Sat, 01 Feb 2025 12:46:06 +0000
Post From: Market Statistics for Intraday
| [2019-07-03 14:29:39] |
| User718798 - Posts: 4 |
|
Hello SC Support In a custom study i want to process market statistics for intraday purpose. I need the AD-Ratio (ADR-SP) and the UDVR-SP. As it is for intraday purpose i need the data not compared to prior close of day but to the prior bar close (for example prior 5 minute bar). In document Sierra Chart Market Statistics: Calculations and Algorithms is stated: Market Statistics Bid Volume: All market statistics maintain Bid Volume for Intraday data. [...] When looking at the Bid Volume in a chart, a value of 107 for a 1 minute Intraday bar indicates that the market statistic had 107 lower values for that bar. The same is stated for Ask Volume the other way around. To understand the data i have made a workbook with symbols ADV-SP, DECL-SP, NISS-SP and ADR-SP - and attached to each a "BidVolume vs AskVolume" study. Now i am not sure how to interpret the data. I expected that the bid-ask difference from the advances (ADV-SP) minus the bid ask differences from the declines (DECL-SP) would match the bid-ask differences from the NISS-SP. But that is not the case. Also i would have expected that the the bid-ask differences from ADV-SP divided by the bid-ask differences from DECL-SP would match the ADR-Ratio bid-ask differences. But that isn't the case neither. I attached a screenshot. How can i get the ADR-SP and UDVR-SP for intraday purposes (Changes compared to prior bar close)? http://www.sierrachart.com/image.php?Image=1562163869782.png |