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Ask size and Bid size

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[2024-03-12 17:56:48] #1 [Go To First Post]
User748811 - Posts: 14
I want to make spreadsheet system for trading. How to get sum of 5 levels Ask size and sum of 5 levles Bid size through study? So that I can subtract or divide the two values. I mean not use ACSIL thanks. as you can see in attachment


Ask+Bid.png / V - Attached On 2024-03-12 17:56:43 UTC - Size: 183.48 KB - 27 views

[2024-03-12 18:12:25] #2 [Go To First Post]
John - SC Support - Posts: 31159
To get the sum of just 5 levels of Bid and Ask do the following: - Set "Chart >> Chart Settings >> Market Depth >> Number of Levels for Bid/Ask Depth Calculations" to 5. - Add the "Bid and Ask Depth Bars" study to the chart twice. - Set one copy of the study to have an Input for "Sum Bid Side" and the other for "Sum Ask Side" The Close of the Bid and Ask Depth Bars studies will give you the 5 levels of depth for each side. Refer to the following for more information: Chart Settings: Number of Levels for Bid/Ask Depth Calculations (Chart >> Chart Settings >> Market Depth menu) Bid & Ask Depth Bars For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-03-13 13:18:31] #3 [Go To First Post]
User748811 - Posts: 14
Thanks As you can see in attachment, i can draw ask/bid imbalance through study "volume at price Threshold alert v2", but i don't know how to set buy/short entry signal about continuous 3 ask/bid imbalance in spreadsheet system for trading?


imbalance.png / V - Attached On 2024-03-13 13:17:11 UTC - Size: 917.24 KB - 21 views

[2024-03-13 15:54:10] #4 [Go To First Post]
John - SC Support - Posts: 31159
In order to get an alert when "Highlight Adjacent Alerts Minimum Group Size" is set to a non-zero value, check the value of Subgraph 50. If this is non-zero then there is a grouping for that bar. You can not use Subgraph 49, as this always contains data, regardless of whether there is a grouping or not. If you want to test for a second group, then you would use Subgraph 52, then 54, 56, and 58. So the formula to test this alone would be the following: =ID1.SG50 Where ID1 is the ID of the Volume at Price Threshold Alert V2 study. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-03-22 16:08:49] #5 [Go To First Post]
User748811 - Posts: 14
As you can see in attachment, how to get top 2 ask volume ratio and bottom 2 bid volume ratio in order to find exhaustion or absorption?


1.png / V - Attached On 2024-03-22 16:08:34 UTC - Size: 604.48 KB - 10 views

[2024-03-22 16:44:53] #6 [Go To First Post]
John - SC Support - Posts: 31159
You can access the Total Volume, Bid Volume, and Ask Volume at each price level for Alerts through the following: Study/Chart Alerts And Scanning: Special Functions And if you want to use those for something else, then you can use the "Spreadsheet Formula" study, which uses the Alert syntax to access and manipulate the information. Refer to the following: Spreadsheet Formula 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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