Support Board
Date/Time: Sat, 18 Jan 2025 18:40:49 +0000
Volume Filter on Time&Sales
View Count: 1681
| [2015-01-21 21:03:57] |
| User385486 - Posts: 3 |
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Hi, My Primary trading style is using TS window. I have to say: -You did a great Job making SC in my opinion one of the best charting Software available Today! Sadly, I miss one very important thing here… You gave us a splendid possibility in Time and Sales Window to Combine Records: *With Same Price and Type or *With Same Time and Price. In my opinion combining this with Volume filter does not function properly. Scenario…. I activate: Combine Records With Same Price and Type or With Same Time and Price and I also activate Volume filter criteria: >= 300 . I expect to see a row that cumulates all Volume together at that Price or Time, if cumulated volume is >=300 then it should print a Row! It makes sense, right ? Current Condition of TS with activated Combine Records With Same Price and Type or With Same Time and Price shows no trade till one of these trades has one trade that is >=300, no matter if cumulated volume at that price or time is much bigger than 300. If I am missing something I would be very glad to have an answer on this, otherwise please regard these suggestion as Development Request! PS: Can u / would u do it ? Regards Afrim Isa |
| [2015-01-23 03:57:51] |
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The documentation explains how this works. The volume filtering is done before the combining. This is the only practical way otherwise implementation of like what you describe is odd and difficult.
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 |
| [2015-01-23 06:13:49] |
| User385486 - Posts: 3 |
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Hi, Thanks for your reply! Filtering Volume before combining is in my opinion wrong! I know that this kind of Implementation could be dificcult but is definitivly not odd. In the combining mode,filtering volume after combining should be the normal state, otherwise volume filtering in combining mode das not make sense to me Anyway this is only my opininion and since I dont see a intetion and understanding to implement this, I would like to thank you anyway for all the things that SC have done until now PS. If there is something I can do in order to push further this please tell me ! |
| [2015-01-23 07:09:20] |
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What is odd about it is that if you have the volume filter to display trades that are above a certain volume, then a trade line would need to disappear at that point when it reaches that level. Also a trade line has to be accumulated in the background and not visible until a certain condition is met. 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 |
| [2015-01-23 09:02:17] |
| User385486 - Posts: 3 |
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Hi, Thank you.! But this is not a answer to my question... I know that this is not quite easy to implement. In same time I also know that SC has the best programmers to resolve this issue. My point is whether there is a Will at SC to implement this? Regards Afrim Isa |
| [2015-02-12 00:43:46] |
| User45158 - Posts: 31 |
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I agree with user 385486, We are trying to see when the big orders hit, without all the small trades confusing and clouding the T&S. Filtering the volume before combining will produce inaccurate results compared to Jigsaw's T&S. On another post, a Sierra customer put this link: http://www.youtube.com/watch?v=n0svl38Xl3c This is the exact functionality I've seen many Sierra Customers ask for, can you duplicate it? |
| [2015-02-13 20:30:47] |
| User45158 - Posts: 31 |
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Can you make it an option on the settings for T&S that alerts and filters applied after combining? We are combining to reconstruct the bigger order that was filled by the combination. The combination is what should be filtered and alerted on , not the pieces that make it up. |
| [2015-02-21 09:11:18] |
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This will be considered later on.
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 |
| [2018-02-10 16:50:33] |
| whats1thingnow - Posts: 407 |
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+1
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