Support Board
Date/Time: Wed, 27 Nov 2024 03:50:33 +0000
Post From: Can I create automated trading based on imbalances from footprint?
| [2022-04-21 16:24:41] |
| Sawtooth - Posts: 4120 |
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You would need an instance of the Spreadsheet Formula study for the BidVol and AskVol of each price, then compare them. So you'd need 2 instances for every price. If you want to see +/- 5 ticks on both sides of the current price, you'd need 20 instances. And you'd use 10 Formula Columns on the spreadsheet, each with the comparison result for the 10 prices. Then you'd use another Formula Column to find the stacked imbalances across each row. This is a cumbersome workaround, but doable. The only other solution is to code something in ACSIL. |