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Date/Time: Mon, 25 Nov 2024 01:35:06 +0000



Post From: Relative spread for a given volume

[2013-12-22 14:12:47]
working4coins - Posts: 3
Hello,

I'm trying SC for trading Bitcoin.
I would like to display relative spread for a given volume.

spread_rel = 200.0 * (ask - bid) / (bid + ask)
where bid is bid price for a volume V
and ask is ask price for a volume V

Ideally I would like to display it numerically and also to draw it

I ever saw Analysis / Studies / "Time and Sales Bid&Ask" but I think it's only for highest bid and lowest ask.
Moreover it's an absolute difference... not a relative difference.

Kind regards
Date Time Of Last Edit: 2013-12-22 14:36:59