@amirN, well done on an excellent study, and thanks for sharing it here. I've been playing with it and
am very impressed by both your skills and by Sierra Chart's potential. It's great that there is now a viable alternative to a rather expensive software package. Also I see that your version is very light on CPU usage.
Have you considered posting the .dll on to the Sierra Support Board, for those who may not be aware of futures.io ? The Sierra tech guys say that they are working on something like this for release later this year, so it will be interesting to see what they come up with.
You can trade of the chart and are not limited by the brokers BookMap is offering. You have then have access to all trade statistic SC offers. You can also add any indicator or worksheet you want to the chart. It is also possible to write any other indicator you want to use the chart information.
One thing I am thinking of (when I get time) is to do a study of the probability of a price traversing a level based on the thickness of the order book and the volumes that have or being traded. Then it might be possible to code it as an indicator and add it to the chart to improve your trading risk (proper stop placement).
These (and more) are functionalities that are not available or easily doable in BookMap.
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@amirN , would it be possible to have a function to adjust the "Brightness" like Bookmap does ?
This allows the user to alter how the Order Book appears. e.g. to filter out levels with lesser numbers of orders and only show areas where large orders are sitting. I'm guessing this would be complicated to do, but just a thought......Thanks.