Bid/Ask Volume

Donovan2580

Well-known member
Joined
Sep 13, 2020
Posts
430
Likes
236
There is probably an easier way to do this, but I look at 30 minute candles with the Volume Imprint study switched to Ladder.

When I hover the mouse over a bar I get a window that displays that information. The top half is for the specific price, and the bottom half is for the entire bar.

Hopefully that will help a little :)

Bid Ask.png
 

igor.s

Well-known member
Joined
May 22, 2019
Posts
278
Likes
150
At the bar level you would get an aggregated volume. You may want to look at the Tick level and calculate from the 'raw' data. The MW team was kind to share sources of their studies. Take a look at the TPO study for an idea how they calculate what you need.

cheers.
 

vinluvie

Member
Joined
Feb 26, 2021
Posts
5
Likes
1
Where I can the sources of the TPO studies? It would be fantastic to see them as example
 

igor.s

Well-known member
Joined
May 22, 2019
Posts
278
Likes
150
 

vinluvie

Member
Joined
Feb 26, 2021
Posts
5
Likes
1
it no longer has the TPO study, is there a way you can share that? thank you in advance
 
Top