Support Board
Date/Time: Thu, 09 Jan 2025 08:28:38 +0000
Bid Ask Volume Histogram
View Count: 3566
| [2016-08-02 02:59:44] |
| User513662 - Posts: 90 |
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Hi, I was wondering if it were possible to have a volume study which distinguishes the volume by the bid and ask. Please see attached. I have tried to do this through the bid vs ask volume study however I have not been able to figure out how to "stack" the bars on one another. Thank you for your assistance. |
 BA Vol.jpg / V - Attached On 2016-08-02 02:59:12 UTC - Size: 37.22 KB - 867 views |
| [2016-08-02 09:46:15] |
| User60518 - Posts: 106 |
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Hi, not sure if this is what you are after, or similar. I add the uptick volume study and the downtick volume study to my chart, assign them to the same chart region (in this case 3). then make one (in this case downtick volume) thinner (as this sits infront of the uptick volume study. http://www.sierrachart.com/image.php?Image=1470130973157.png presumably the volume-up and volume-down studies added like this could be what you're after? Date Time Of Last Edit: 2016-08-02 09:47:19
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| [2016-08-02 10:07:54] |
| User513662 - Posts: 90 |
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Thanks for your response and suggestion. It's not quite what I am after. I am keen to see the total volume bar and then the bid and ask volume which made that bar up. Like what you have except the bid and ask is staked in each other. For example 200 contracts trade in a volume bar of which 50 were at the bid (red) and 150 were at the ask (green) and the total height is 200. With your suggestion the 50 would sit behind the 150 and the height would only be 150 making is harder to compare to other volume bars of volume traded at time as you compare the maximum of what traded at bid or ask rather than the total. |
| [2016-08-02 15:01:30] |
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What you want is not exactly supported. The closest will be this study: https://www.sierrachart.com/index.php?page=doc/TechnicalStudiesReference.html#s127 What you can do is individually add the Bid Volume and Ask Volume studies and set them to display in the same Chart Region. You will need to make the Subgraph Width of one of them larger and make sure that it is set to display first: Chart Studies: Study Display Order Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-08-02 15:02:14
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| [2016-08-03 01:37:48] |
| User513662 - Posts: 90 |
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Thanks for your response. I came up with a workaround... I use two studies; 1 - Volume and Bid Volume Studies. 2 - I set Volume at width 9 colour green for both up and down volume so it is a consistent colour for all bars. 3 - I set Bid volume at with 9 colour red and set it up in the same region to scale to the volume study. You basically get the total volume (big green bar) then the bid volume creeping up on it at the same width. The left over at the top of the bar (green) is the balance of the Ask volume by simply math. I did a check of this by setting them all up (with bid volume) in a different region and it looked good. Here is the snap shot attached. So I have got what I wanted with a bit of a work around. PS if you think I have done something incorrect here let me know! |
| Bid Vs Ask Volume Hack.jpg / V - Attached On 2016-08-03 01:36:22 UTC - Size: 72.35 KB - 758 views |
| [2016-08-03 05:46:36] |
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This sounds fine.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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