Support Board
Date/Time: Sun, 02 Feb 2025 03:49:46 +0000
Post From: Bid Ask Depthbars not being calculated
| [2019-07-30 19:41:43] |
| User132748 - Posts: 159 |
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Please stop filtering and calculate depthbars regardless of number of levels imbalance! The filtering we do is based on imbalance between the number of levels on the bid side and ask side. If the imbalance is exceeding more than an 80% difference between the number of levels on the bid side and ask side, then we skip doing any calculations on that current market depth state. Normally there will be a balance.
Your assumption of balance as normal state is totaly wrong. Depending on market the number of levels can be very different. Yes it offsets the market but thats all. It shouldn't affect the study calculation! Please see the screenshot. Blue and red line is current number of available levels for bid and ask side. You will see many price bars without study being calculated which is just wrong. As soon as number of levels got below 80% imbalance it started to calculate again. No idea what was your plan here. Whats wrong with different numbers of levels??? It's the true market and you should represent it correctly as it is. Please remove your filtering rule. Thank you Date Time Of Last Edit: 2019-07-30 20:08:02
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 imbal2.jpg / V - Attached On 2019-07-30 20:01:17 UTC - Size: 104 KB - 548 views |