Support Board
Date/Time: Sun, 24 Nov 2024 16:30:09 +0000
[User Discussion] - Volume above (or below) a price level for a given period?
View Count: 657
| [2022-02-28 14:28:20] |
| dvant krypto - Posts: 42 |
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Does anybody know a study that will tell you the amount of volume above (or below) a price level for a given period? Examples of what I'd like to do: calculate the % of overnight volume that traded above (and below) the settlement price calculate the % of overnight volume that traded above (and below) the overnight open The long solution is to set a VbP study and to display volume in bars and then add up the smallest section (above or below settlement/price level). Manually drawing the VbP does not seem to solve this as it takes the whole price bar - unless I'm missing a trick. Any help greatly appreciated. |
| [2022-02-28 18:37:40] |
| John - SC Support - Posts: 36238 |
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There is not a study that will do this directly. The one thing you can try is to use the Spreadsheet Study and set the Input for Output Volume by Price Data to Yes. You can then see if you can get what you want from that data. Refer to the following: Spreadsheet Study Inputs: Output Volume at Price Data Otherwise, you would need to create a study to do what you want. Refer to the following: Advanced Custom Study Interface and Language (ACSIL) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-03-01 16:25:47] |
| User302605 - Posts: 25 |
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dvant krypto--I am looking to do exactly what you had previously asked about: calculate the % of overnight volume that traded above (and below) the settlement price. Were you able to find a solution? Thanks in advance for your feedback.
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| [2024-05-10 01:22:40] |
| User550539 - Posts: 31 |
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I would love that as well. Having a horizontal total calculation of volume within a range of prices to see the positioning above/below would be super helpful!
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