Support Board
Date/Time: Tue, 04 Mar 2025 22:09:18 +0000
Post From: DOM Stack Pull Sum Changes on Disconnect
| [2022-01-02 22:55:08] |
| Bet_More_Tim - Posts: 21 |
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Not to bust any balls here... but there's not gonna be any actual use of that data in an ML model the way it is... the pull stack info that is.... for 1. unless you've bought historical depth data and or have alllll the depth files needed to create the training data, then ok, but if not, you wont have nearly enough data anytime soon 2. the pull stack does not change on a bid/ask price change, it keeps accumulating until it's manually cleared by pressing a button (a button that appears we dont have access to the sc.Code of yet, unlike the clear current/recent volume button which we do have access to) which is literally meaningless data.... however if we could implement an "auto clear pull/stack on bid/ask price change" then that's different. 3. you'd be better off to track the change of depth by price, from open/close of a bar, and then you can either have 1 output which is a net book change for the chart bar, or you could group prices by ranges and have multiple feature outputs. and as far developing in c++ that integrates with sierrachart... you can literally do anything you want. I'd recommend looking at the header files in the acs_source folder as for what you can access/do inside sierra... outside sierra, you can do anything(while accessing info sierra makes available). ...and in terms of using a spreadsheet in anyway for an ML model, idk why lol, would that not be incredibly bulky and slow vs writing c++ (whid I'd imagine a person implementing ML models would already know to do) but I am curious to your usage of spreadsheets, if you can divulge without exposing any proprietary info! Thanks |