Support Board
Date/Time: Thu, 06 Mar 2025 16:38:43 +0000
Numbers Bar Study - Maximum Bid/Ask Price Level SG
View Count: 884
| [2022-02-05 23:48:59] |
| SavantTrader - Posts: 110 |
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Dear Support: For the numbers bar study, I am easily able to highlight the maximum bid volume and maximum ask volume (if I add a second numbers bar). My question is: How can I access the max bid and ask volume price levels in a subgraph, for use with a CBBOAC formula? e.g., SGn: 4487.50 (price at which there is maximum bid volume inside numbers bar) Thank you in advance. Date Time Of Last Edit: 2022-02-06 07:32:56
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| [2022-02-09 02:56:56] |
| SavantTrader - Posts: 110 |
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To clarify further, what I'm asking is: We have a numbers bar, filled with bid and ask quantities. I would like to determine the price position of the largest bid volume inside that numbers bar. I would like to determine the price position of the largest ask volume inside that numbers bar. Can you please add two new subgraphs to Numbers Bars Calculated Values: SGxx: Price at which largest bid volume occurs SGxx: Price at which largest ask volume occurs If you want to include a tie-resolution mechanism (for when two bid volumes are the same in the bar), you could resolve in favor of the one that is closest to an edge (top/bot) of the bar, rather than the center. Thank you... if you are not able to do this, would it be possible to obtain the source code so I can pay someone to do it? Date Time Of Last Edit: 2022-02-09 15:46:40
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| [2022-02-09 14:59:59] |
| John - SC Support - Posts: 38445 |
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We have set this as a Feature Request. But we can not make any statement on when we would be able to get to this. This can be coded using ACSIL without having to have the Numbers Bars source code (which is not available). There are ACSIL functions to get the Bid/Ask data at each level. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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