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Date/Time: Sun, 16 Mar 2025 22:30:12 +0000



Post From: Imbalance target

[2022-08-23 16:40:01]
Sierra_Chart Engineering - Posts: 18799
This is not very clear to us but have a look at the Volume by Price study:

Volume By Price Study

You can base volume bars on a diagonal calculation of bid and ask volume.


Refer to:
Volume By Price Study: Volume Bar Calculation Method
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing