Support Board
Date/Time: Fri, 27 Dec 2024 04:22:58 +0000
Post From: Alerts
| [2024-08-12 18:53:57] |
| John - SC Support - Posts: 36873 |
|
I know there is a bid imbalance and an ask imbalance study but us there a way to highlght when only trade occurs on the bid and not the ask or vice versa....so on 8/2 around 8:05 the bid was hit opn mulitple levels and the ask was not traded...Id like to know if they can be highlights and carried forward until they are intersected
The Bid and Ask traded data is only available through the Alerts using the syntax noted at the following link: Study/Chart Alerts And Scanning: Special Functions But there is not a way with the Alerts syntax to be able to loop, so there is not a good way to know if you have multiple levels, apart from hard-coding everything, which would have to cover the longest bar you would come across. The Alert Syntax does not have enough characters to be able to do this, but the general idea looks like the following (starting at the Low of the bar and looking to see if the Asks are zeros for 3 bars in a row for the first two price levels): =OR(AND(AVAP(L, 0) = 0, AVAP(L + TICKSIZE, 0) = 0, AVAP(L + TICKSIZE * 2, 0) = 0), AND(AVAP(L + TICKSIZE, 0) = 0, AVAP(L + TICKSIZE * 2, 0) = 0, AVAP(L + TICKSIZE * 3, 0) = 0)) Given this, the only real way to get what you want is to create a custom Study. Refer to the following: ACSIL Programming Concepts: Accessing Volume at Price Data Per Bar https://www.sierrachart.com/index.php?page=doc/SierraChartStudyAndSystemProgrammers.php is there a way to have my key levels dynamically saved and updated in a csv file???? i am looking to do something like saving the csv file to the web and then share those levels every 5 minutes or so
There is the "Write Bar and Study Data to File", but this would give you all the bar data and any other studies on the chart. Refer to the following: Write Bar and Study Data To File We also have a study that allows you to share levels, but you have to update the levels on our website. Refer to the following: Trading Levels And there is also the ability to share a chartbook and use a localized version of the Trading Levels study (or another study if you are already doing this). Refer to the following: Realtime Chartbook Sharing (this documentation is being worked on) Trading Levels - Local Data But here again, it sounds like for what exactly you want, you would have to create a custom study. Refer to the following: sc.WriteFile() For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |