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Date/Time: Mon, 25 Nov 2024 12:54:38 +0000



Filter volume at the Ask & Bid accumulation.

View Count: 1063

[2014-02-12 21:25:21]
Moti - Posts: 63
Hello SC team,

In a 1000 tick bar

I will like to accumulate trades with volume >=50 at the ASK, and trades >=50 at the BID
Ex: at the ASK 55+60+100=215 at the BID 200+150+100+300=570
ASK volume filtered - BID volume filtered =215-570= -355

Total volume - Total filtered volume, Ex: 3000-( 215+570)= 2215
Can I display the numbers in the Number bar calculated study, Or any other study?

Is it possible to calculate it in ACSIL?

Thanks
Moti

Thanks,
Moti

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