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Date/Time: Fri, 29 Nov 2024 10:38:25 +0000



Market Depth Historical Colors

View Count: 741

[2023-02-14 14:14:15]
Stav - Posts: 104
Dear John, SC

Not sure what I'm doing wrong.

I am color coding the ranges of market depth but am not seeing the color expected for larger volume.

I have configured the Market Depth Historical settings as below.


Use Range Minimum Colors (YES)
Use Precent or Actual Values For Threshold Levels (Percent)
Percent Color Thresholds (20.,40.,60.)
Minimum Volume Intensity Percent (0)
Color Values Greater Than Highest Quantity For Color (Yes)
Value Type For Highest Quantity For Coloring (Actual Value)
Highest Quantity For coloring (200)
Value Type For Lowest Quantity For Coloring (Actual Value)
Lowest Quantity For coloring (100)
Extend Last Known Depth (Yes)


Range 3 Max Ask Color (ln:22) Red
Range 3 Min Ask Color (Ln:31) Pink

Range 3 Max Bid Color (ln:27) Sky Blue
Range 3 Min Bid Color (Ln:19) Blue


I was expecting see a red or blue color for ask/bid larger than 200 seeing as a market limit order
of 200 is greater than 60% of 200 (120)?

Not sure why I am not seeing this, help on this would be very much appreciated.

Thank you.

Kind Regards
Stephen
[2023-02-14 16:09:56]
John - SC Support - Posts: 36350
The one thing we see (although it could just be a typo) is that your Percent Color Thresholds are (20, 40, 60). This would equate to 2000%, 4000% and 6000%. The values need to entered as the decimal percentage, so (.20, .40, .60).

If, the above is just a translation typo and you have those values correct in you graph, then you need to first make sure that there are market depth values above 120 in your chart.

Some hints on looking for specific values:
- Large values can be hiding out well above or below the price level. Limiting the number of levels displayed helps cut this down and make it easier to sift through the data.
- Make sure you have the data spread out enough to be able to view the information. If the chart is too compressed, then you may not be seeing a color simply because it is being covered by other colors. Here again, limiting the number of levels is helpful.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-02-14 16:46:54]
Stav - Posts: 104
Hi John,

Yep, stupid me, I took it that the software read 20 as 20% i.e. .20 my mistake.

I've observed that if too compressed miss its difficult to see too, and thank for pointing it out
and thank you again for your quick reply.

Kind Regards
Stephen
[2023-02-15 13:28:30]
Stav - Posts: 104
Hi John, SC

May I please ask if there is a way that the populated Depth Quantity Type to Display After Last Bar field always remains visible as when the horizontal bars move right along the time axis these values disappear until I move them left.

Thanks you for your help

Kind Regards
Stephen

[2023-02-15 16:11:45]
John - SC Support - Posts: 36350
You need to use the Lock Fill Space option to keep that area clear of the bars. Refer to the following:
Chart Menu: Lock Fill Space (Chart menu)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-02-15 17:32:25]
Stav - Posts: 104
Hi John,

Thank you.

Just not sure why Market Depth Historical Graph stop showing during various times of day even though I have my session times set up correct?

Kind Regards
Stephen
[2023-02-15 18:39:51]
John - SC Support - Posts: 36350
Please respond to the Market Depth not showing at certain times in that thread.
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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