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Date/Time: Sat, 28 Dec 2024 23:26:51 +0000



trade size alert

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[2016-05-05 19:59:09]
User19537 - Posts: 9
Trying to figure out if we can put a large trade size alert/indicator on a chart (currently a numbers bars chart) so that any trade > a certain size can be noted or segregated. I see that we can put an alert on the time and sales chart, but no where else. Please advise how to do this or if there is a study to cover this.
Thanks!
[2016-05-05 22:36:56]
Sierra Chart Engineering - Posts: 104368
Have a look at the Time and Sales Bid Size and Time and Sales Ask Size studies:
https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s122
Sierra Chart Support - Engineering Level

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[2016-05-06 14:52:55]
User19537 - Posts: 9
I looked at those and it seems like those studies only show the bid size and ask size - not the size of actual trades that are executed at the bid and ask. I'm trying to set an alert so that if an extraordinarily large trade (number of shares/volume) gets executed I would see it on a chart.
[2016-05-06 15:23:12]
Sierra Chart Engineering - Posts: 104368
In this particular case you would want to therefore use a dedicated chart that is set to the Volume Filtering that you require:
https://www.sierrachart.com/index.php?page=doc/doc_ChartSettings.html#VolumeFilterH

The chart will then only show trades over a certain volume.

You can then set any kind of alerts you want on that chart:
https://www.sierrachart.com/index.php?page=doc/doc_StudyChartAlertsAndScanning.php
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2016-05-06 15:23:39

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