Support Board
Date/Time: Mon, 23 Dec 2024 00:25:50 +0000
creating a charts filtered by (x) lot size ?
View Count: 1147
| [2015-01-13 15:40:09] |
| User53219 - Posts: 12 |
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Is it possible to create a charts based upon size? i.e Net Cumulative Bid/Ask filtered for 100 lots or higher? So in this example, one wld be telling the software to show them (graphically/visually) what the 100+ lot traders are doing. |
| [2015-01-13 16:57:04] |
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Yes. Refer to Volume Filtering here: https://www.sierrachart.com/index.php?page=doc/doc_ChartSettings.html#VolumeFilterH However, we do not consider this method valid for the reasons explained here: https://www.sierrachart.com/index.php?page=doc/doc_ChartDataFiles.html#LargeVolumeTrades Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-01-13 21:16:03] |
| User53219 - Posts: 12 |
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Ok. I checked out those links & see your point. I think I've found a way to counter that - I loaded 2 diff charts of same symbol (ZN) & periodicity - chart A to Exclude >=5 & chart B to Exclude <= 1200. Then set Graph Draw Type on both to 'Blank'. Added Cumulative Delta Volume to both & then pulled CDV study up to hide Chart Region 1. So as an example, on open of ZN today you can see that >=5 were buying into open while <=1200 were selling into the open. My question to Sierra Chart Engineering is ... 1. Does that make sense from a software programming prospective? 2. I watched T&S w/ a 500 lot filter closely at the open & never saw a 1200 lot come through. Any thoughts on that? |
| [2015-01-15 17:40:12] |
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1. We do not know. This will be something you have to determine. 2. It depends upon the symbol. And this may make sense based upon what we say here: https://www.sierrachart.com/index.php?page=doc/doc_ChartDataFiles.html#LargeVolumeTrades Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-01-16 13:11:28] |
| User53219 - Posts: 12 |
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1. I was asking ... 'if a user has created a chart filtered by Exclude <=100 & then adds CDV study to that chart - is the study out putting CDV for only <=100 ? 3. I dont see how the info @ https://www.sierrachart.com/index.php?page=doc/doc_ChartDataFiles.html#LargeVolumeTrades explains how a chart w/ <=1200 will show trades at various prices when a 1200 lot never traded. I dont want to keep belaboring this topic - I appreciate the assitance - thanks much! |
| [2015-01-17 23:29:32] |
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1. The study would be based upon trades which have a volume value of 101 or higher. 3. What you are asking is not making sense to us. Obviously, if a 1200 lot never traded and the chart is filtering out trades 1201 and higher, then effectively no filtering is occurring. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-01-17 23:44:31] |
| User53219 - Posts: 12 |
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That's my fault - my inexperience w/ the software made it difficult for me verbalize what I was seeing/getting at. You guys did a great job trying to answer my questions. After watching the charts for a cple days, I was able to make heads & tails of I was seeing. My bad - thanks again! |
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