Support Board
Date/Time: Tue, 11 Mar 2025 16:56:59 +0000
Is there an indicator like the T&S combining?
View Count: 1117
| [2022-04-19 04:28:16] |
| User19165 - Posts: 346 |
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The T&S lets you combine records based same time and same type - is there an indicator where I can do this and then specify a size > N ? I am thinking of something like the large volume indicator but as described above.
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| [2022-04-19 14:35:00] |
| John - SC Support - Posts: 38580 |
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If you are using the Denali Exchange Data Feed then there is the option to Combine Trades Into Original Summary Trade. Refer to the information here: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) You can then filter the entire chart based on volume. Refer to the following: Chart Settings: Volume Filter (Chart >> Chart Settings >> Data Limiting >> Volume Filter Settings menu) Or you can use the Large Volume Trade Indicator or the Volume at Price Threshold Alert V2, depending on what you want/need. Refer to the following: Large Volume Trade Indicator Volume at Price Threshold Alert V2 For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-04-19 23:35:29] |
| User19165 - Posts: 346 |
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You do not offer Denali for Asian exchanges, so no, I am not using Denali. I looked at both those indicators you described. To be honest I struggle to understand the difference between the two and I also do not see a setting like the T&S that I describe above. What I notice is that they are not putting large orders through in a single clip and rather machine gun fire it through. That is why I request this calculation. Maybe you can offer me specific instruction on how I can achieve this with either of those indicators. |
| [2022-04-20 02:17:09] |
| cmet - Posts: 676 |
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+1 for the top post Same time and type is the only way to get an (most) accurate view of order sizes. Summary trades are more or less useless except for the occasional forced large lot trades. Market moving order flows are simply not executed that way in today's environment. Combining same type/time with microsecond time stamps is the only real way to see a good view of order sizes hitting the inside market. The large volume trade indicator would be more useful based on Time and Sales with the same ability to combine orders by time/price/type, etc. Or, alternatively, dedicated study that allows the visual plotting of Time and Sales data on bars would be even better. Would be a unique tool that very few, if any, platforms offer. |
| [2022-04-22 06:04:43] |
| User19165 - Posts: 346 |
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Hi John, Your initial reply seemed to me like what I have been requesting can currently be done within SC. If you would be so kind as to detail how, that would be appreciated. Please refer to my post #3. |
| [2022-04-22 14:33:56] |
| John - SC Support - Posts: 38580 |
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User19165: The first thing you need to be aware of is that in order to combine the data into an original summary trade you need to be using the Denali Exchange Data Feed. We do not have a way to do this with other data feeds. We recognize that you are wanting data from an exchange that we do not have, so there is not a way to combine the data at this time. We mentioned the Large Volume Trade Indicator and the Volume at Threshold Alert V2 studies only because you had originally mentioned the Large Volume Trade Indicator. Therefore, we were just wanting to point out that if you have the Denali data and you combine the trades, those combined trades would show in those indicators as the combined trade. There is not a way to combine the trades within those indicators themselves. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-04-22 21:13:18] |
| User16876 - Posts: 11 |
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User19165: Check this out: https://www.sierrachart.com/UserControlPanel.php?page=StudyStore&SCDLLName=K777+Market+Orders+Chart It combines consecutive same type trades (bid vs ask). |
| [2022-04-23 00:27:57] |
| User19165 - Posts: 346 |
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John, I understand that about Denali and I am not asking about Denali. Did you read my post #1 request? The T&S can create an assumed re-combine that is fairly effective based on my study of the T&S. I feel you did not read my question as so far in both your replies you have not addressed my actual question even slightly. |
| [2022-04-23 07:10:47] |
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If the capabilities of Sierra Chart do not meet your requirements, then what you are looking for is not supported. We are not going to provide any further answers here. We have answered your question thoroughly based upon the capabilities of Sierra Chart. This thread is now closed. 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: 2022-04-23 07:10:59
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| [2022-04-24 00:33:17] |
| User19165 - Posts: 346 |
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I'm only trying to get an answer to my question of which none has yet been given. Instead there have been irrelevant replies. I thought this was the support forum to your (long time) paying customers? If Sierra charts cannot do what I am inquiring about, why not just say so in a direct fashion rather than leave me trying to decipher your code. You have the ability with non-Denali feeds to combine records like you do in the T&S. I DO NOT KNOW if what I am asking for is not supported. That is why I asked and have yet to have a direct answer to my question. You guys would have saved a lot of time with this thread if you would have just answered the question in the first instance and not deflected or being hostile. Date Time Of Last Edit: 2022-04-24 00:41:37
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| [2022-04-25 14:26:44] |
| John - SC Support - Posts: 38580 |
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All we were doing is giving you the information on what we have available. As stated above, if that does not meet your needs, then we do not have it.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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