ask/bid volume difference on diagonal dominant side in volume ladder
I would like a feature in footprint/ numbers bars study: ask bid vol difference on diagonal dominant side. And when the numbers print on both sides on the same price within a bar, than these numbers would also subtract. This would give better picture of how many market orders interact with limit resting orders since this tactic would track only net market orders.
when you start subtracting numbers diagonally it sometimes happens that some price level is empty and some price level have both sides of the ladder taken by numbers. In case when both sides of the price level in volume ladder are taken there should be option to subtract these numbers again but this time within the same price level. So that you end up only with one side of the ladder taken within the one price level in one bar/candlestick period.