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Date/Time: Mon, 16 Sep 2024 19:42:23 +0000

Post From: Help needed to plot this simple study!

[2015-07-24 07:21:00] Link To Thread - Link To Post [Go To First Post]
User857142 - Posts: 82
I have seen that study earlier too. But it's not exactly what I mentioned in my initial post because: 1). According to definition in "technical studies" for Bid & Ask Depth Bars study-: Total Bid Depth and Total Ask Depth are calculated every time there is a *change with Market Depth at the best Bid and Ask level ONLY.* Actually, I want the difference/ratio whenever there is any change on any level above or below. ONLY change at best bid/ask doesnt give the true picture of the underlying demand and overhead supply. 2). In case of difference too, it's ONLY "Total Ask Depth - Total Bid Depth". Please add "Total Bid Depth - Total Ask Depth" too! Believe me this is a very important study which is used by order flow traders worldwide! Implementation wise its easy with few lines of codes. In Fact, you already have similar study! Either you can add to it what I mentioned above and make it a separate study or in the same study you can add option of "change on any bid/ask level" or "change in best bid/ask level" Thanks in advance! Date Time Of Last Edit: 2015-07-24 07:28:05