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Date/Time: Thu, 02 May 2024 04:27:48 +0000

Post From: Bid/Ask Depth Bars Study: Differences Between New (>= 1949) and Old Version

[2019-09-21 00:05:34] Link To Thread - Link To Post [Go To First Post]
User41727 - Posts: 124
I can definitely confirm that 1989 still behaves as the recent post-1949 versions in terms of the values. The calculation may be accurate, but it is simply the wrong way to perform the calculation for my purposes. This will be the fastest solution rather than us going through and examining differences between the old and new version of Bid and Ask Depth Bars. The differences are pretty simple really: The current implementation only allows the user to use the last quote (via T&S) for the calculation. The old version gave us three options: 1) use last quote (via T&S) 2) use maximum seen depth at each level up to the specified maximum of levels 3) use last seen depth at each level up to the specified maximum of levels. The latter two options are now missing, and that is the issue.