Support Board
Date/Time: Tue, 03 Dec 2024 17:33:12 +0000
How to read buy vs sell volume at specific price level and use in Spreadsheet for trading?
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| [2024-11-14 08:43:29] |
| User515613 - Posts: 10 |
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Hi Sierra Chart support, How to read sell volume and buy volume at specific price level and use in Spreadsheet for trading? I want to compare these values to determine imbalance. Please refer to attached picture for your reference. Regards, Varin Date Time Of Last Edit: 2024-11-14 09:14:03
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 2024-11-14_19-21-16 Order Flow by each price level.jpg / V - Attached On 2024-11-14 08:40:30 UTC - Size: 354.73 KB - 26 views |
| [2024-11-14 14:33:45] |
| John - SC Support - Posts: 36422 |
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There is not a direct way to do this. You would need to add two "Spreadsheet Formula" studies to the chart and set each one up to give you the specific value you are wanting to look at. The "Spreadsheet Formula" despite its name, uses the "Alert Syntax" which allows for determining the Total Volume, Bid Volume, and Ask Volume at a specific price level. Refer to the following: Study/Chart Alerts And Scanning: Special Functions Therefore, to get the Ask volume at the high of a bar, you would use the following formula in the Spreadsheet Formula: =AVAP(H, 0) To get the Bid Volume at one level below the High, you would use the following formula: =BVAP(H - TICKSIZE, 0) You can then reference those Spreadsheet Formula studies in the Spreadsheet System for Trading. 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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