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Date/Time: Tue, 26 Nov 2024 11:30:09 +0000



Post From: Ticks per second

[2023-12-25 23:10:24]
Sawtooth - Posts: 4120
To my knowledge, there is only one way to measure price changes and that is via the "Price Changes Per Bar" chart type.
OK, try this:
- Add a chart to your chartbook using the Bar Period Type of Price Changes Per Bar, and a Bar Period Value of 1.

- Add the Bar Time Duration study.

- Add the Spreadsheet Formula study, set the Value Format to 0.00000001, with a formula like this in its Formula field:
=IF(ID1.SG1<1/86400,ID1.SG1,ID1.SG1+ID2.SG1[-1])
where the Bar Time Duration study is ID1, and this Spreadsheet Formula study is ID2.

- Add another Spreadsheet Formula study, with a formula like this in its Formula field:
=IF(ID2.SG1<1/86400,1,ID3.SG1[-1]+1)
where the first Spreadsheet Formula study is ID2, and this Spreadsheet Formula study is ID3

This Study Collection finds the price bars that are less than 1 second, and adds its bar duration to the previous bar duration, and counts these bars until there is a bar greater than 1 second.

Now you can create an alert when ID3.SG1 >10 (price changes per second):
=ID3.SG1 > 10
Date Time Of Last Edit: 2023-12-25 23:12:49
attachmentPrice Changes per Second+.StdyCollct - Attached On 2023-12-25 23:12:20 UTC - Size: 48.06 KB - 382 views