Support Board
Date/Time: Sat, 01 Feb 2025 15:50:15 +0000
Combine Records with Same Time and Price for Large Volume Trade Indicator?
View Count: 1597
| [2019-07-17 22:36:46] |
| Tom Hanks - Posts: 20 |
|
Hello, I was wondering if the Large Volume Trade Indicator study could be modified to include a calculation option that would show a subgraph (and text) when the combined volume of trades at the same time and price are over a certain threshold. Currently, you can flag the highest volume trade over a threshold or the total of all the trades that were over the threshold, but there is no setting to total the volume at the same time and price. When I watch the time and sales window I use the "same time and price" filtering option and it helps my trading a lot. If I could plot these high levels on the chart it would be extremely valuable to me. Thanks for your time! |
| [2019-07-17 23:53:42] |
| Tom Hanks - Posts: 20 |
|
If I were to try to make this with ACSIL would I just be doing calculations on sc.BidVolume[] and sc.AskVolume[]? I am a little confused on how to go about this because I am used to referencing values per bar, not per trade record. How do i reference volume at a specific time? I know about referencing a bar with sc.ArraySize - x, but that wouldn't work here. Could you maybe provide a small code example to get me started on this? Thanks! |
| [2019-07-19 16:32:13] |
| |
|
The closest that is available to do what you want is to enable this option for the chart: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) In regards to implementing something like this with ACSIL, this section here contains some information about accessing the individual trades: ACSIL Programming Concepts: Combining Intraday Chart File Records into Original Summary Trade 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: 2019-07-19 16:32:48
|
| [2019-07-20 00:06:15] |
| Tom Hanks - Posts: 20 |
|
Thank you! I think it would have taken me a long time to find that.
|
To post a message in this thread, you need to log in with your Sierra Chart account: