A Numbers Bar which is set to display Bid Volume x Ask Volume, displays Bid traded volume on the left side and Ask traded volume on the right side at a particular price level. A single price level is not able to represent the true Bid traded volume and Ask traded volume at a particular moment in time because the Bid and Ask are never at the same price level at any given moment in time. Therefore, a diagonal comparison method needs to be done = BID vs. ASK+1TICK above the particular BID.
I would like to add this feature to be able to visually compare winning side including margins. In MC9.0 beta1 the volume delta bars should have the option for this including different visualization settings. We should be able to see the dominant side by highlighting volume numbers by standard FONT settings :
- different size of the fonts
I believe you can implement this into the Volume Delta advanced options. It looks like all the properties are present, just the diagonal comparison algorithm needs to be added (bid @price vs. ask@price+1tick)
For detailed settings please visit the following link of a competitive product:
Dominant Side Percentage Coloring | Diagonal Dominant Side Percentage Coloring
Diagonal Comparison of Bid Volume and Ask Volume