Support Board
Date/Time: Tue, 04 Mar 2025 18:06:12 +0000
Post From: Counting Zero Bid/Ask Inside Price Bar
| [2021-12-20 15:16:02] |
| John - SC Support - Posts: 38368 |
|
There is a way to do this, although it is a bit outside of the typical use case. Use the Volume At Price Threshold Alert V2 study and set the following Inputs: - Comparison Method: Ask Volume Bid Volume Ratio - Percentage Threshold: 1000 (for the Bids, use -1000 for the Asks) - Enable Zero Bid/Ask Compares: Yes - Zero Value Compare Action: Set Percentage to +/- 1000% Subgraph 59 then has a "Count of Alerts" that you can use to get the number of 0 Bids. The one thing to be aware of is that you will get a few additional comparisons in the mix where the ratio is larger than 1000%, such as an Ask of 12 and a Bid of 1 (1200% ratio). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |