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Date/Time: Mon, 25 Nov 2024 22:00:54 +0000



[User Discussion] - Bid/Ask volume cluster analysis ... & ... code for reading scid files.

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[2013-09-08 11:47:02]
marcovth - Posts: 61
Hello ...

I want to attempt to perform some of my own Bid/Ask volume cluster analysis (search with orderflowanalytics for some video's on the topic).

I have cluster analysis of biological data in the past, and I like to figure out if orderflowanalytics.com is using the same techniques with bid/ask volume.

I don't think ACSIL is giving direct access to the number bar arrays (data), so I would have to read scid files to generate my own number bar arrays in the background.

But first: DarthSidious ... is this your only version of your scid reading script, or could you share a better version?
http://www.sierrachart.com/supportboard/showthread.php?t=36261

Thanks in advance.
[2013-09-08 14:10:01]
ganz - Posts: 1048
marcovth

I don't think ACSIL is giving direct access to the number bar arrays (data)

imho ACSIL provides it

use http://www.sierrachart.com/index.php?l=doc/doc_ACSIL_Members_Variables_And_Arrays.html#scVolumeAtPriceForBars

http://www.sierrachart.com/index.php?l=doc/doc_ACSIL_Members_Variables_And_Arrays.html#scPullbackVolumeAtPrice

i've used it for some kind of ofa:
http://www.sierrachart.com/supportboard/showthread.php?t=37616
Date Time Of Last Edit: 2013-09-08 14:12:43
[2013-09-08 18:14:15]
marcovth - Posts: 61
Thanks a lot Ganz! This will provide a lot of data I can play with next week. :)
[2013-09-08 20:27:54]
Sierra Chart Engineering - Posts: 104368
This is what you need to use:
http://www.sierrachart.com/index.php?l=doc/doc_ACSIL_Members_Variables_And_Arrays.html#scVolumeAtPriceForBars
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:
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[2014-03-10 09:20:20]
Cavalry3162 - Posts: 523
marcovth, may i ask if you came up with an indicator? if so, do you mind sharing it?

thanks,
Andreas

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