Support Board
Date/Time: Tue, 11 Feb 2025 08:32:53 +0000
[User Discussion] - Market Depth Historical Graph - Help with settings
View Count: 2721
| [2019-03-09 05:52:07] |
| User62936 - Posts: 68 |
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I'm trying to figure out good settings for this study. It seems like no matter what I do, its not pleasing. One particular issues deals with scrolling. When you encounter some outrageous BID/ASK, all the colors change. Please refer to images C and D, and I mark at D that one ASK which flashed causing colors to readjust. This issue becomes apparent especially when you have 2 charts beside eachother but different time frames. (ie. A 1 minute chart which is showing 2 hours, and a 5 second chart which might only show 20 minutes. Because the 5 second chart might not have some thick levels displayed, the colors re-calculate and look different) I'm not sure if this can be fixed via just better settings, or if it needs extra inputs or improvement from Sierra. In the last attachment, I show a screenshot from Bookmap which visually appears excellent. Ideally, I would like the study to show the colors exactly the same for depth levels in the same range. (ie. between 50-100 contracts always the same color, and 100-200, 200-300, etc). Then if there is all of a sudden an ASK of 1000 contracts, it wouldn't re-adjust all the colors, but rather, show it in a different prominent color. It seems like the way it works now, its always re-adjusting colors. I can see how on some days its good, slow days with large displayed bids/offers vs. fast days with minimal liquidity, but the changing nature of this study lacks consistency. If anyone has any samples to show, it would be appreciated. |
 WAL_2018-03-06_124334-lg.png / V - Attached On 2019-03-09 05:49:27 UTC - Size: 291.24 KB - 2348 views |
| [2019-03-09 05:55:21] |
| User62936 - Posts: 68 |
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I know that I can just use a different color Range 3 Bid and Ask, but it doesn't seem like I can control when it activates, only as a percentage, and I haven't been able to figure out good values for the Percent Color Threshold setting.
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| [2019-03-09 06:05:32] |
| User62936 - Posts: 68 |
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One more example. On the left is an area highlighted via green arrow which shows a level that is thicker than others so I decided to color it orange. But when you scroll a couple of bars to the right, this color all of a sudden drops out just because of some other BIDs/ASKs which popped in from the scrolling. There are a few other areas on this chart where the colors drastically change. |
| ES-201906-GLOBEX [M] 1 Sec #11 2019-03-08 22_00_02.219.png / V - Attached On 2019-03-09 06:04:43 UTC - Size: 46.44 KB - 719 views |
| [2020-09-05 23:54:36] |
| Rana Dhuri - Posts: 3 |
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How can I setup market depth historical graph? On NAS100 & currency pair also? On currency pair not work market depth historical graph |
| [2020-09-06 10:57:35] |
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It does not make sense to use the Market Depth Historical Graph with currency futures or index symbols. This will not work properly.
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