Support Board
Date/Time: Thu, 21 Nov 2024 17:17:02 +0000
Post From: Ask Volume Bid Volume Difference Text
| [2024-11-18 21:26:11] |
| John - SC Support - Posts: 36189 |
|
The "Ask Volume Bid Volume Difference Text" study is available in the Studies8.cpp file in the ACS_Source folder under your main Sierra Chart installation folder. But that study will not help you in terms of creating a new study to do what you want, as the study is fairly simple and takes the entire bar Ask Volume minus the Bid Volume, which are already stored variables. To look at individual price levels, you need to use the Volume at Price structure. Refer to the following: ACSIL Programming Concepts: Accessing Volume at Price Data Per Bar You could do what you want using the "Spreadsheet Formula", as the Total Volume, Bid Volume, and Ask Volume at a price level per bar is available through the Alert conditions. Refer to the following: Study/Chart Alerts And Scanning: Special Functions For example, to get the Delta Difference at the current price and two ticks above, your Spreadsheet Formula formula would be the following: =AVAP(L, 0) + AVAP(L + TICKSIZE, 0) + AVAP(L + 2 * TICKSIZE, 0) - BVAP(L, 0) - BVAP(L + TICKSIZE, 0) - BVAP(L + 2 * TICKSIZE, 0) If you want to display that value above/below the bars, use the "Study Subgraph Above/Below Bar as Text". Refer to the following: Study Subgraph Above/Below Bar as Text We leave it to you to work out the other formulas. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |