Login Page - Create Account

Support Board


Date/Time: Fri, 29 Nov 2024 02:47:11 +0000



Volume distribution in a period

View Count: 426

[2023-03-15 02:10:41]
User250096 - Posts: 6
Hi there,
in sierra, is there a study can show a percentile(for example, 70% from the lowest price) of volume distribution? It is a little like Volume Distribution Paint Bar Study, but it calculates once in a certain period like VbP, not once per bar.
Date Time Of Last Edit: 2023-03-15 02:39:52
[2023-03-15 14:27:08]
John - SC Support - Posts: 36350
Not sure what you need.

Look over what the Volume by Price study offers:
Volume By Price Study: Volume Graph Period Type
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-03-16 02:28:02]
User250096 - Posts: 6
Sort all transactions in a period of time by price (from low to high or from high to low), and display the price of the specified percentage position
[2023-03-16 15:02:02]
John - SC Support - Posts: 36350
There is not a direct way to do this. But one way would be to create a chart that is just the period you are interested in. Then add the Spreadsheet Study to that chart and set the Input for Output Volume at Price Data, which will give you the Volume At Price Data within the Spreadsheet starting at Column BA. You can then use the Spreadsheet Study to do the math you want on that data to get the level you are looking for. Refer to the following:
Spreadsheet Study Inputs: Output Volume at Price Data
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account