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Date/Time: Fri, 22 Nov 2024 17:02:55 +0000



Post From: Bid Depth - Ask Depth (Difference) in a Candlestick chart indicator

[2024-10-15 16:25:01]
User141735 - Posts: 12
i will try ... :)

i want a candlestick chart that present this variable= Depth imbalance: Total depth of the bid side (at time T) - Total depth of ask side (at time T).
at each sigle millisecond, this imbalance make the difference and draw a point (continous function)...we should get a curve (Just like BOOKMAP liquidity traker) while what i prefer is to get it in candlestick format.

i tested the option 'Difference (Bid - Ask): Total Bid Quantities - Total Ask Quantities', but it seems not exactly what i expected .
If i am not wrong, at the start of each period, it start summing the ask side and the bid side and plot the difference instead of traking the instant difference.

I hope i managed to explain my point.
please ignor it i couldn`t make my point this time.
i understand it will be ennoying to you :)