Support Board
Date/Time: Wed, 27 Nov 2024 23:45:43 +0000
Post From: Calculation of stacking and pulling values from historical market depth
| [2023-07-04 22:22:25] |
| Blue Brazilian - Posts: 42 |
|
Thanks for your response, John. We've already established from Sierra Chart Engineering's response above that no historical data is available for Pulling/Stacking. So when you say: The "Pulling Stacking" items in the Numbers Bars Calculated Values 2 study are simply the sums of the Pulling/Stacking data for the Bid and the Ask, and the difference between these two.
where does the replay get the Pulling/Stacking data for historical bars?
The calculation is the same in a replay as it is in real-time. |