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Date/Time: Tue, 24 Dec 2024 03:21:43 +0000



Filter Cumulative Delta/Bid - Ask Data by Trade Size?

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[2015-10-21 18:20:59]
cmet - Posts: 565
Is it possible to filter out bid/ask, up/down tick volume, cumulative delta, etc by trade size?

In other words: "ignore trades under X contracts in size"?

Helps to tune out the noise in this data.

I saw this in another thread: "Volume Filter >> Include <= 99" but not sure what or where that is.

Be nice to have a simple filter entry in the studies themselves. a la IRT: http://s7.postimg.org/rkyfd9fbv/vbprefs.jpg
[2015-10-21 18:27:24]
Sierra Chart Engineering - Posts: 104368
This is documented here:
https://www.sierrachart.com/index.php?page=doc/doc_ChartSettings.html#VolumeFilterH
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

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[2015-10-21 18:31:11]
cmet - Posts: 565
Thanks.

So if I understand that correctly, the setting itself is in Chart Settings but the filter only applies to studies that are applied to that chart?
[2015-10-21 18:32:26]
Sierra Chart Engineering - Posts: 104368
It certainly does not apply to any other charts. If it is in Chart settings, why would it apply to other charts?
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
Date Time Of Last Edit: 2015-10-21 18:32:47
[2015-10-21 18:55:21]
cmet - Posts: 565
No, I think you read that wrong.

What I was trying to clarify was that the filter lives in the Chart Settings but it is used by the Studies that are added to that chart and not for instance, in the chart bars themselves.

Seems a bit odd that this filter would be a Chart Setting when the most likely use is on an individual Study basis.

For instance, one may want to use this filter for Ask Bid Difference Bars but not with Volume By Price.

If I understand you correctly, once applied to the Chart Setting, it is used for every Study on the chart that uses delta/bid-ask.
Date Time Of Last Edit: 2015-10-21 18:59:26
[2015-10-21 19:04:35]
Sierra Chart Engineering - Posts: 104368
It can affect the chart bars and the documentation explains that. Refer to the documentation for it again. There is a related setting which controls that.

It does affect the volume for the entire chart and the studies. There is no other possibility.
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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