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Date/Time: Mon, 23 Dec 2024 00:38:30 +0000



Post From: numbers bars...ask bid vol difference on diagonal side

[2015-05-20 04:03:17]
User52028 - Posts: 7
Why not to add a feature to numbers bars study: ask bid vol difference on diagonal dominant side? And when the numbers print on both sides on the same price within a bar, than these numbers would also subtract. This would give better picture of how many market orders interact with limit resting orders since this tactic would track only net market orders.