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Date/Time: Fri, 07 Feb 2025 18:25:57 +0000



[Programming Help] - Highlighting the top/bottom of a bar where the first/last 2 records bid/ask are equal

View Count: 823

[2021-11-10 02:27:40]
amazayn - Posts: 48
Please take a look at the attached pic. You will see that on the left, I circled where there was a Nonzero BidAsk Volume at the High/Low.

The 2nd circle shows where the BidAsk volume on the last 2 rows of that bar are the same. Is there a way to highlight this? I basically want to identify when we have double zero's at the top/bottom of any bar.
Attachment Deleted.
imageBad Auction vs Double Zeros.PNG / V - Attached On 2021-11-10 02:27:25 UTC - Size: 104.83 KB - 203 views
[2021-11-11 15:19:04]
amazayn - Posts: 48
Hello, can someone help me with this post - I am not sure why my attachment was deleted.
[2021-11-11 21:04:16]
Sawtooth - Posts: 4173
Please share the settings you use in the Numbers Bars study.
IOW, what are the negative values, and their corresponding positive values?
[2021-11-15 21:26:44]
amazayn - Posts: 48
Hello, I must have missed your reply - my apologies. Can you tell me which setting(s) specifically you would like to see from the Number Bar study. There appears to be a large list so not sure what you wanted to see specifically.
[2021-11-15 22:29:00]
Sawtooth - Posts: 4173
I'm confused about the negative values that display in your numbers bars in your pic,
where these are the ones you want to compare to the positive ones at bar low or bar high.

Which are the ask vol and which are the bid vol?
[2021-11-15 22:52:58]
amazayn - Posts: 48
Take a look at this updated screen shot. Column 2 is volume. Column 3 is Ask Vol Bid Vol Difference. In the picture, #1 is basically an unfinished auction; #2 is the double zeros which is what I want to have displayed somehow visually and #3 is where the volume matches the ask/bid vol difference. I've also attached a screenshot of my settings from Number Bar study.
imageNumber Bar Settings.PNG / V - Attached On 2021-11-15 22:52:47 UTC - Size: 58.16 KB - 166 views
imageBad Auction vs Double Zeros 2.PNG / V - Attached On 2021-11-15 22:52:52 UTC - Size: 52.3 KB - 166 views
[2021-11-15 23:14:53]
TriStar Trading - Posts: 147
I believe I am doing what you want to do. Please check the pic attached. I do not highlight the bid or ask "cell" but use a subgraph to mark it. For example the square marked number 1 I know has a value less than 10 under it. The square marked number 2 I know has a zero under it to mark finished business or a completed auction. Is this what you are thinking? I do this using Volume at Price (VAP) in ACSIL. I know simple alerts has some VAP functionality but I don't kow how much. I personally don't know of a way to do this with out custom code.
Date Time Of Last Edit: 2021-11-15 23:20:30
imageScreenshot 2021-11-15 171423.jpg / V - Attached On 2021-11-15 23:14:48 UTC - Size: 9.21 KB - 167 views
[2021-11-15 23:19:13]
Sawtooth - Posts: 4173
To clarify, is this what you want?:
- mark where the ask vol is 0 at the low and 0 at the low + 1 tick
- mark where the bid vol is 0 at the high and 0 at the high - 1 tick
[2021-11-16 13:32:31]
amazayn - Posts: 48
Yes, this is exactly what I am looking for. How can I do this?
[2021-11-16 18:22:54]
Sawtooth - Posts: 4173
Try this:

1. Add the Color Bar Based On Alert Condition study
- On the Subgraphs tab, set the Draw Style to Point On Low and the Size/Width to 5
- Use this formula on the Alerts tab for double 0 ask vol at low:
=AND(AVAP(L,0)=0,AVAP(L+TICKSIZE,0)=0)

2. Add another Color Bar Based On Alert Condition study
- On the Subgraphs tab, set the Draw Style to Point On High and the Size/Width to 5
- Use this formula on the Alerts tab for double 0 bid vol at high:
=AND(BVAP(H,0)=0,BVAP(H-TICKSIZE,0)=0)

Study/Chart Alerts And Scanning: BVAP
[2021-11-16 20:59:30]
amazayn - Posts: 48
Yes, this looks like it worked. TY for your help. Can I ask you one more question - do you know how to get the Value Area high/low to be displayed as in the attached figure?
imageVA figures on TPO.png / V - Attached On 2021-11-16 20:59:21 UTC - Size: 92.6 KB - 164 views
[2021-11-16 22:43:47]
Sawtooth - Posts: 4173
do you know how to get the Value Area high/low to be displayed as in the attached figure?
Sorry, I don't.
[2021-11-16 23:01:09]
John - SC Support - Posts: 37828
On the Volume by Price study for the subgraph named Value Area and Outline, turn on the Value Label and set the Horizontal Align as you desire (Left works best in this particular case).

Refer to the following for the Value Label information:
Chart Studies: Subgraphs Tab >> Name and Value Labels
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Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2021-11-16 23:01:48
[2021-11-16 23:15:16]
amazayn - Posts: 48
Yeah I have been trying that but for some reason it isn't working. See screenshot of my settings.
Date Time Of Last Edit: 2021-11-16 23:15:30
imageVA figures on TPO 2.PNG / V - Attached On 2021-11-16 23:15:27 UTC - Size: 65.75 KB - 177 views
[2021-11-17 02:06:00]
amazayn - Posts: 48
I figured it out - the Extend Value Area setting and input had to be set to End of Period.

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