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Date/Time: Wed, 27 Nov 2024 23:41:14 +0000

Post From: Ask Vol/Bid Vol vs +Delta/-Delta

[2023-06-29 18:25:31] Link To Thread - Link To Post [Go To First Post]
TriStar Trading - Posts: 142
I'm afraid you correct. The data is out there it's just whether or not we can get access. What I'm looking for can also be displayed on the numbers bars by selecting "Ask Vol Bid Vol Difference" for the text. I have attached a picture of a numbers bar to illustrate this. The difference between Ask/Bid Vol and +/- Delta will always be the same of course. I'm converting the Ask/Bid Vol to percentages of the total vol of the bar so each bar can be compared equally regardless of time of day etc. When using Ask/Bid Vol the percentages for the entire bar are normally pretty close to 50/50 which doesn't help all that much. But, when comparing the +/- Delta in percentages the disparity grows and I feel gives a better accounting of the aggressiveness between buyers and sellers in the bar. I have attached a picture of spreadsheet to illustrate this using the previously mentioned bar. Thanks! Date Time Of Last Edit: 2023-06-29 18:31:30


Numbers Bar.jpg / V - Attached On 2023-06-29 18:23:59 UTC - Size: 28.72 KB - 135 views Spreadsheet.jpg / V - Attached On 2023-06-29 18:24:11 UTC - Size: 37.35 KB - 126 views