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Date/Time: Fri, 07 Mar 2025 01:17:35 +0000



Chart Calculator Tool

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[2021-12-28 17:03:57]
Tooth Fairy - Posts: 79
Is it possible to add market depth summation data on the chart calculator too?
Currently, we can't implement interactive drawing tools. The only way to display market depth data is using spreadsheet study & it's static & cumbersome.

Thanks.
[2021-12-31 15:46:39]
Sierra Chart Engineering - Posts: 104368
What would be the exact calculation you are looking for specifically?
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
[2021-12-31 22:55:42]
Tooth Fairy - Posts: 79
1) The best exact calculation is a new depth interactive drawing tool as shown in the attached drawing (1) to display 2 summations of depth from the current price level to n level above & below it.
2) The 2nd best is using a chart calculator w/ added 2 summations of depth from starting price level to current price level (equidistance) as marked as (2).

The 1st implementation has all freedom to do everything at the current price level w/o limitations of the chart calculator attaching to past data so I think it's the best but I'm not the designer so I have no idea of the constraints u guys have.

Thanks for looking into it.
imageDepthCalc.png / V - Attached On 2021-12-31 22:53:16 UTC - Size: 149.53 KB - 252 views
[2022-01-03 20:40:53]
John - SC Support - Posts: 38467
You can accomplish #1 by limiting the depth data displayed in the DOM and then display the depth sum above/below the depth data. To do this, you would set the following:
- Chart >> Chart Settings >> Advanced Settings 3 >> Maximum Market Depth Levels: Set this to the number of depth levels above/below the current price to display.
- Trade >> Chart DOM Settings >> Display DOM Depth Totals: Set this to Yes to show the depth totals above/below the number levels displayed.

Refer to the information for these settings here:
Chart Settings: Maximum Market Depth Levels (Chart >> Chart Settings >> Market Depth menu)

and here:
Global Trade Settings Windows: Display DOM Depth Totals (Global Settings >> Chart DOM Settings >> Other>> Other Settings)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-01-03 21:58:16]
Tooth Fairy - Posts: 79
Thank John for the response but what I need is a subset of depth to display at the user's discreet along w/ the DOM at max depth level for different purposes. This has been accomplished by using spreadsheet study as described above, just annoying & cumbersome when I need to change to different levels of depth.
If I remember correctly 2-3 years ago, SC used to have DOM Graph on ADV SETTING 2 to display depth total & percentage at specified levels & we use trade DOM to display combined BID/ASK size so we got the best of both worlds w/o doing anything. I would be happy if u guys can put it back the way it was, maybe it's the easiest way but (1) implementation is prob the best way for dealing w/ all configurable packages.

Thanks

Edit: for clarity.
Date Time Of Last Edit: 2022-01-05 16:43:27
[2022-02-23 16:22:59]
Tooth Fairy - Posts: 79
This is the exact depth calculator I'm looking for (equation 3). I can make a study but the inherent problem w/ parameters changed is it redraws everything & erases visual effects from other studies I have.

PS: Or if u can give hooks into your drawing tools, then it will be way better.
Date Time Of Last Edit: 2022-02-23 16:26:57
imageOBP.png / V - Attached On 2022-02-23 16:21:43 UTC - Size: 615.06 KB - 196 views

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