Support Board
Date/Time: Sun, 02 Feb 2025 17:58:34 +0000
sc.VolumeAtPriceForBars
View Count: 1615
[2019-09-16 15:40:48] |
Devil_On_WallStreet - Posts: 67 |
Quick question.... For most of my VAP calculations iterating from the high/low price works fine and because I mostly use fixed range bar types it is easy to specify levels I want to analyze/compare... But what if I want to quickly specify that I want the bid/ask data from the level or 2 just above the current price... without knowing how many levels are in the bar AND without having to iterate with code to check if sc.Last == VAPlevel1, VAPlevel2, etc.... Basically is there any examples of code for getting VAPElement sc.Last+1 until now all of my code has iterated through the VAP like in the picture attached... but I've always needed to specify the exact level by H/L +/- ticks Or is it possible to... iterate through the VAP levels using sc.Close as the starting point and iterate up and down from there... instead of starting at the H/L of the bar? Date Time Of Last Edit: 2019-09-17 01:16:14
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Capture.JPG / V - Attached On 2019-09-16 15:39:45 UTC - Size: 71.06 KB - 461 views Capture2.JPG / V - Attached On 2019-09-16 18:02:47 UTC - Size: 34.44 KB - 377 views |
[2019-09-17 13:37:21] |
Sierra Chart Engineering - Posts: 104368 |
These functions are probably not documented but they are available: bool GetVAPElementAtIndex ( const unsigned int BarIndex , int VAPDataIndex , t_VolumeAtPrice** p_VAP , bool ReturnErrorOutOnOfBounds = false ) const; bool GetVAPElementAtIndex (const unsigned int BarIndex , int VAPDataIndex , const t_VolumeAtPrice** p_VAP , bool ReturnErrorOutOnOfBounds = false ) const; const t_VolumeAtPrice& GetVAPElementAtPrice ( const unsigned int BarIndex , const int PriceInTicks ) const; 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 |
[2019-09-19 03:41:15] |
Sierra Chart Engineering - Posts: 104368 |
Actually these functions are documented here: ACSIL Interface Members - Variables and Arrays: sc.VolumeAtPriceForBars 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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