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Direct MessagesDate/Time: Fri, 18 Oct 2024 08:44:06 +0000
volume at price calculated values acrross multiple bars
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| [2015-06-22 12:24:04] |
| User231363 - Posts: 31 |
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I'm working on a study to locate buy imbalances (ask vol > 2X bid volume) for each VAP bar, then look across multiple bars to find prices where multiple bars have that imbalance. I have code to scan the current bar's VAP data and find the prices for that bar where buy imbalances occur, but I can't figure out how to persist those buy imbalances for comparison to other bars. I've looked at the subgraph extra arrays, but I can't figure out how to store the multiple price/imbalance combinations for each VAP bar. How should I approach this? thanks for your help! |
| [2015-06-22 18:10:27] |
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You could dynamically allocate the memory: http://www.sierrachart.com/index.php?page=doc/doc_ACSILProgrammingConcepts.html#DynamicMemoryAllocations Or consider using the persistent data functions: http://www.sierrachart.com/index.php?page=doc/doc_ACSIL_Members_Functions.html#scGetPersistentInt 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 |
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