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Date/Time: Fri, 29 Nov 2024 14:48:14 +0000



Display GAP Values - Number of trades per bar

View Count: 367

[2023-02-07 11:48:06]
User377189 - Posts: 172
I have a
610 Number of trades per bar chart with
OHLC Bars
for ES-RTH 9:30AM EST to 4:30PM EST
Loaded for 500 days
I am looking to load GAP values for each day automatically on the chart. How can i do that? Even if the GAP Fills for the day i want the GAP values to be loaded on the chart historically
[2023-02-07 15:59:44]
John - SC Support - Posts: 36350
How are you wanting to display the Gap values?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
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[2023-02-07 16:46:08]
User377189 - Posts: 172
see attached screenshot with details. Hope this helps
Private File
[2023-02-07 18:31:32]
John - SC Support - Posts: 36350
One way we can think to do this would be to use the Spreadsheet Study and find the Previous Day's Close and the Current Day's Open by their times (each in their own column). Then use the MOSTRECENTNONZEROVALUE() function to bring those values to the current row. You can then manipulate the information as needed to get the information on to the chart. From what you show, you would probably use the Text Display For Study study to display the data.

Refer to the information for Spreadsheet functions at the following link (note the section on Date/Time values):
Spreadsheet Functions

Refer to the information for the Text Display for Study here:
Text Display For Study
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-02-08 01:24:47]
User377189 - Posts: 172
Thank you will look into this and see if its the solution.....

Is there a way i can have the chart display for all "days to load" in chart settings how many times purple line is above blue line and vice versa?
[2023-02-08 15:36:47]
John - SC Support - Posts: 36350
The Spreadsheet Study is your best bet for putting together the information for which way the gap goes. You would have to use an IF() statement and check for the particular times and then compare those two values, with the output from the IF() being a 1 if true and 0 if not. Then you can sum up the 1's to see how many times it goes one way or the other.

One tricky part of this though, is that the Spreadsheet Study is not good at handling all the data in a chart if there is a lot of it. So you may need a special chart with 24 hour intraday bars so you can have the full range of what you want to test.
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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