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Ask Size, Bid Size, Delta


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  #1 (permalink)
zury
Prague, Czech Republic
 
Posts: 36 since Nov 2010
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Hi,
I am trying to put some kind of a counter on a bar, which would show ask size, bid size and delta size of a bar. Using Invetor RT. What are my options?


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  #2 (permalink)
 sysot1t 
 
Posts: 1,173 since Nov 2009


zury View Post
Hi,
I am trying to put some kind of a counter on a bar, which would show ask size, bid size and delta size of a bar. Using Invetor RT. What are my options?

what I like the most about MD/IRT is its flexibility and simplicity to get things done multiple ways quick and fast...

for your bid/ask question.. there is already a built in option, no need to code anything.. just open the chart preferences and tick the bid/ask tool..

for the metrics you want to see reflected on the bar, just take a look at the following link.. depending on what you want, a CI is best, and it is about 1 line..

https://blog.marketdelta.com/?p=1609


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  #3 (permalink)
 
LS Chad's Avatar
 LS Chad 
Milton, GA
 
Experience: Intermediate
Platform: Investor/RT, MarketDelta
Broker: DTN IQFeed
Trading: ES
Posts: 165 since Apr 2010
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zury View Post
Hi,
I am trying to put some kind of a counter on a bar, which would show ask size, bid size and delta size of a bar. Using Investor/RT. What are my options?

I'm not sure what the "ask size" of a bar would be. You can use the method sysot1t described to get the current bid and ask size updating live to the right of the current bar. But that is not a cumulative measure of the bar. You can get the per bar delta easily with the Volume Breakdown indicator. You can also use VB to plot the buy/ask volume or sell/bid volume.


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Last Updated on May 9, 2011


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