Support Board
Date/Time: Mon, 25 Nov 2024 02:55:30 +0000
Post From: Volume Threshold At Price V2
| [2024-04-12 19:34:59] |
| John - SC Support - Posts: 36238 |
|
How to do I find the volume at a price level inside a bar as described in the original query?
If you want the Bid or Ask volume at a particular price level, you would have to feed that into the "Spreadsheet Formula" study and use the BVAP/AVAP functions within that. The Spreadsheet Formula uses the Alert syntax rather than the Spreadsheet Syntax (despite its name). For example, if you want to know the value of the Bid Volume at the level of the first alert in the Volume at Price Threshold Alert V2, then you would enter the following for the formula in the Spreadsheet Formula: =BVAP(ID1.SG1, 0) Where ID1 is the Volume at Price Threshold Alert V2 study ID. You would have to use another copy of the Spreadsheet Formula to get SG2, and then another for SG3, etc. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |