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Date/Time: Thu, 28 Nov 2024 10:50:25 +0000



Post From: Alternative for MINIF

[2023-05-15 17:53:44]
AndyB - Posts: 101
Hi,

I am racking my brain trying to figure out how to calculate a "minimum/maximum value since event" using persistent functions. specifically:

lowest non-traded, non-zero ask(bid) depth since last ask(bid) price change

my subgraphs (im using the spreadsheet formula study on the -bid_ask_trade_sync data recording mode) are as follows:

ID1.SG1 = bid price
ID1.SG2 = ask price
ID2.SG1 = ask depth
ID2.SG1 = bid depth

i know it will need to start with =IF(AND(ID1.SG2=ID1.SG2[-1],ID2.SG1>0..... and end with "spreadsheet formula study ID[-1])"

any help is much appreciated. thank you