Support Board
Date/Time: Sat, 30 Nov 2024 01:48:59 +0000
Making a Ranged/Grouped level Historic Depth of Market Study
View Count: 356
| [2023-01-08 08:18:20] |
| User846000 - Posts: 27 |
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Hi I'm trying to work out whether I'm in need of a custom study/development or whether what I'm trying to do is possible just using the standard study overlays. The problem: A study to basically group the total Historic DOM of a range of prices and extend then price levels forward all the way to the say the right hand axis where price is displayed on a multi-timeframe chart (could be Monthly, Daily, 4 hour, etc, etc), currently I'm using just the Sierra basic Study, Historic Market Depth, but I dont think I can see the setting I would need. Is there a way to summarize the price levels into 5 price increments (or a variable number of increments) rather than every price level that is displayed, eg I want to show a group total/all price level history inside the 3900-3905 range extended all the way to right hand price axis, so it would be a representation of the 5 points (variable total points) Historic DOM total, rather than the HDOM for each price/level 3900, 3901, 3902, 3903, 3904, 3905 (and everything in between). Thanks Tim |
| [2023-01-08 08:41:26] |
| User846000 - Posts: 27 |
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Went cross eyed, here is part of the answer Market Depth Historical Graph: Maximum Levels to Display (0 for All) I think the other piece though doesnt work, I have set up a continuous contract and have been recording data for a while now to build it up, however doesnt look like it works or goes back 180 days yet still (is that Depth server working yet?) on a daily time frame, or higher time frame. Is there a way to persist the levels on higher than intraday charts using another study? Date Time Of Last Edit: 2023-01-08 08:46:12
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| [2023-01-09 16:21:40] |
| John - SC Support - Posts: 36350 |
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From what you are describing, you would want to use the Combine Increment in Ticks Input on the Market Depth Historical Graph study. This will group together the number of ticks that you specify. The option for Automatic Combine Increment Adjustment Value allows you specify a value such that the group will be dynamic based on the range of prices displayed. Refer to the information starting here: Market Depth Historical Graph: Combine Increment in Ticks Also, in terms of displaying the data to the right - you can use the Input for Display Market Depth Quantities After Last Bar. Refer to the information here: Market Depth Historical Graph: Display Market Depth Quantities After Last Bar 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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