From 5f5e51326f0ca1017ead4e85df3e63147ba9b28f Mon Sep 17 00:00:00 2001 From: Joe Schr <8218910+TheJoeSchr@users.noreply.github.com> Date: Sat, 4 Jan 2025 23:51:38 +0100 Subject: [PATCH] chore: modify orderflow docs re. stacked imbalance changes --- docs/advanced-orderflow.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/advanced-orderflow.md b/docs/advanced-orderflow.md index 9769b8e92..4561b35a3 100644 --- a/docs/advanced-orderflow.md +++ b/docs/advanced-orderflow.md @@ -70,8 +70,8 @@ dataframe["delta"] # Difference between ask and bid volume. dataframe["min_delta"] # Minimum delta within the candle dataframe["max_delta"] # Maximum delta within the candle dataframe["total_trades"] # Total number of trades -dataframe["stacked_imbalances_bid"] # Price level of stacked bid imbalance -dataframe["stacked_imbalances_ask"] # Price level of stacked ask imbalance +dataframe["stacked_imbalances_bid"] # List of price levels of stacked bid imbalance range beginnings +dataframe["stacked_imbalances_ask"] # List of price levels of stacked ask imbalance range beginnings ``` You can access these columns in your strategy code for further analysis. Here's an example: