Support Board
Date/Time: Wed, 27 Nov 2024 00:30:52 +0000
Post From: Study Volume bid vs Volume Ask - “Sliding volume”
[2023-10-12 18:52:40] |
John - SC Support - Posts: 36309 |
You would need to use the Spreadsheet Study to do this. Use whatever study gives you the Bid and Ask data you want (for the sum of the Market Depth for a bar, you would need to use 2 copies of the "Bid & Ask Depth Bars" with one set to "Sum Bid Side" and the other set to "Sum Ask Side"). Then sum the first 10 rows in the Spreadsheet Study to get the rolling 10 bar summation. Refer to the following: Bid & Ask Depth Bars Using the Spreadsheet Study For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |