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Merge pull request #11178 from TheJoeSchr/fix/orderflow_imbalance_list

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Fix:orderflow returns a list for stacked imbalances
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Matthias
2025-01-07 19:10:14 +01:00
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parent b863c6830d 5f5e51326f
commit b57cedeab7
3 changed files with 62 additions and 37 deletions
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docs/advanced-orderflow.md
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@@ -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: