Support Board
Date/Time: Sat, 23 Nov 2024 12:58:15 +0000
Post From: Request for Information on the Number Bars Calculated Value.
| [2024-08-24 09:36:55] |
| User431178 - Posts: 540 |
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I was sure you were going to direct me to this page. It is well worth putting screens and trying to explain the inconsistency of the calculation rather than making us understand the calculation. I've been on it for 3 days (the page and the problem) and I can't find the same values as the study. Are you sure of the calculations? Where is the inconsistency? The definitions of the items you mentioned - Maximum Ask Bid Vol Diff to Closing Ask Bid Vol Diff: This is the difference between the: Maximum Ask Volume and Bid Volume difference for a Numbers Bar, and the closing Ask Volume and Bid Volume difference for the same Numbers Bar. Minimum Ask Bid Vol Diff to Closing Ask Bid Vol Diff: This is the difference between the: Minimum Ask Volume and Bid Volume difference for a Numbers Bar, and the closing Ask Volume and Bid Volume difference for the same Numbers Bar. Some other definition from the page linked by John - Ask Volume Bid Volume Difference (AskV - BidV): This is the difference between the total Ask Volume and the total Bid Volume for the entire Numbers Bar. Maximum Ask Volume Bid Volume Difference (Ask Volume Bid Volume Difference High) (Max Ask Vol-Bid Vol): During the formation of each chart bar, as it is built from the tick by tick data, the difference between the Ask traded volume and the Bid traded volume is calculated. The Maximum Ask Volume Bid Volume Difference is the maximum value of this difference which existed during the formation of the chart bar. This value is also used in many of the other Numbers Bars Calculated Values Subgraphs. Minimum Ask Volume Bid Volume Difference (Ask Volume Bid Volume Difference Low) (Min Ask Vol-Bid Vol): During the formation of each chart bar, as it is built from the tick by tick data, the difference between the Ask traded volume and the Bid traded volume is calculated. The Minimum Ask Volume Bid Volume Difference is the minimum value of this difference which existed during the formation of the chart bar. This value is also used in many of the other Numbers Bars Calculated Values Subgraphs. The values at each price, per your first post, are not relevant, these calcuations are based on the entire bar (also including whilst forming). AskBid Diff Max to Close Diff aka Delta Max to Close Delta = Max Delta for Bar - Closing Delta for Bar AskBid Diff Min to Close Diff aka Delta Min to Close Delta = Min Delta for Bar - Closing Delta for Bar If that is not clear, I made a picture as well. |
 delta max min etc.png / V - Attached On 2024-08-24 09:34:41 UTC - Size: 143.91 KB - 35 views |