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Date/Time: Sun, 22 Dec 2024 15:43:18 +0000



ACSIL fonction for cumulative delta up/down tick ?

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[2015-06-11 08:21:59]
wwwingman - Posts: 185
Hi,

If I understand correctly the
*Cumulative Delta Bars - Trades* study uses the ACSIL sc.CumulativeDeltaTicks()
AND
*Cumulative Delta Bars - Volume* uses the sc.CumulativeDeltaVolume().

Is it possible to make available an ACSIL fonction for the
*Cumulative Delta Bars - Up/Down Tick Volume* ?

I may be wrong, but have not found it.

-- W.
[2015-06-11 16:18:24]
ejtrader - Posts: 688
Probably you are looking for these functions.

sc.UpTickVolume[sc.Index];
sc.DownTickVolume[sc.Index];
[2015-06-11 16:22:38]
wwwingman - Posts: 185
@ejtrader

No. This is the up/down tick of the current bar. I want the cumulative of that.

-- W.
[2015-06-11 16:28:54]
ejtrader - Posts: 688
This function seems to be available as well ( but not sure if this is what you are looking for or not)

sc.CumulativeDeltaTickVolume();


Date Time Of Last Edit: 2015-06-11 16:32:51
[2015-06-11 16:51:02]
wwwingman - Posts: 185
Thx @ejtrader .

sc.CumulativeDeltaTickVolume does not appear in the documentation.
And does not seem to compile.

HOWEVER ... there is an intermediate function named CumulativeDeltaTickVolume_S and a declaration of InternalCumulativeDeltaTickVolume

So.. I suppose something like this is missing in sierrachart.h ...

SCFloatArrayRef CumulativeDeltaTickVolume(SCBaseDataRef BaseDataIn, SCSubgraphRef Out, int Index, int ResetCumulativeCalculation)
{
  return InternalCumulativeDeltaTickVolume(BaseDataIn, Out.Arrays[0], Out.Arrays[1], Out.Arrays[2], Out, Index, ResetCumulativeCalculation);
}

SCFloatArrayRef CumulativeDeltaTickVolume(SCBaseDataRef BaseDataIn, SCSubgraphRef Out, int ResetCumulativeCalculation)
{
  return InternalCumulativeDeltaTickVolume(BaseDataIn, Out.Arrays[0], Out.Arrays[1], Out.Arrays[2], Out, Index, ResetCumulativeCalculation);
}

I will wait for "official" sierra reaction, but believe to be able to continue from here :)
Again, thx ejtrader.

-- W

Date Time Of Last Edit: 2015-06-11 16:55:55
[2015-06-11 16:58:11]
ejtrader - Posts: 688
@wwwingman - thanks. I have infact looked at CumulativeDeltaTickVolume_S and "assumed" sc.CumulativeDeltaTickVolume() this to be available similar to other functions :)

Anyway - let's see what SC team has to say on this.

Thanks
[2015-06-11 20:13:17]
Al SC Developer - Posts: 434
sc.CumulativeDeltaTickVolume() functions will be added in the next version.

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