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Date/Time: Sun, 24 Nov 2024 08:59:57 +0000



Post From: BVAP almost always returns zero

[2024-06-13 20:42:36]
John - SC Support - Posts: 36238
The problem you are having is that the Volume at Price Multiplier is creating an issue for you. The issue that you are having is that you are requesting the value of the Bid Volume traded at the High price. But with a Volume at Price Multiplier, there may not be a valid value showing at the high of the bar since the high is between the data points that are displayed.

For instance, say you have the following Price and Bid Volumes with a Volume at Price Multiplier of 1 starting at the High and going down:
5444.25 7
5444.00 5
5443.75 4
5443.50 5
5443.25 4
5443.00 3

If you use a Volume at Price Multiplier of 4, then you will end up with the following:
5444.00 21
5443.00 7

In this latter situation when you ask for the Bid Volume at the High (which is still 5444.25 as far as the alerts know) you will get a value of 0 since there is no data at that price.

In this particular case, if you are wanting to view the Numbers Bars consolidated down such that 8 ticks are collated into 1 price, you would need to set the "Volume at Price Multiplier" to 1 and then change the Tick Size to "2.0".

Then your Alert condition will work for what you are asking it to do.

Note that if you are changing the tick size, then you will need to set the option for "Chart >> Chart Settings >> Symbol >> Auto-Set from Data Feed" to "No". Refer to the following:
Chart Settings: Auto Set from Data Feed (Chart >> Chart Settings >> Symbol >> Symbol Settings menu)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
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Date Time Of Last Edit: 2024-06-13 20:44:02