Support Board
Date/Time: Wed, 27 Nov 2024 23:37:15 +0000
Post From: Calculation of stacking and pulling values from historical market depth
| [2023-03-03 17:09:45] |
| User787032 - Posts: 37 |
|
Hi, I know that with the Market Depth Historical Graph added to a chart, when I replay the chart, I can see stacking and pulling values for historical bars. I believe that historical stacking/pulling values are not stored anywhere, so are these values calculated simply from changes in the market depth at each price during the replay, or are the traded volumes on each bar also taken into account (as they would also impact resting liquidity)? I couldn't find any documentation showing how the stacking/pulling values are calculated For the Numbers Bars Calculated Values 2, but if it exists, I would appreciate the relevant link. Thanks. |