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Date/Time: Sun, 05 May 2024 11:23:02 +0000

Post From: Custom Study Sum Bid and Ask Side

[2019-12-16 17:36:12] Link To Thread - Link To Post [Go To First Post]
User467370 - Posts: 5
I don't see a function on that link that will sum the bid and ask for me similar to the "Bid and Ask Depth Bars" study. Is there a function that does this, or do I have to take the sum myself in the code? I want to create a study that makes a calculation just like how the "Relative Volume" study is calculated but I want to do it for market depth. So I want to be able to take the average of the total number of resting orders on historical bars and compare that to the current number of resting orders. So let's say I have the study on a 5 minute chart and the time is currently 9:30. I want to be able to take the average of the total number of resting orders for bars that closed at 9:30 on previous days and compare that to the current number of resting orders.