Support Board
Date/Time: Mon, 10 Mar 2025 14:36:13 +0000
How To Access Delta And Volume Levels At Each Price Inside A Candle?
View Count: 880
| [2022-03-30 21:38:22] |
| User656492 - Posts: 146 |
|
Hello Good People of Sierra Chart! I'm looking to see if I can create alerts based on comparisons of delta and/or volume inside a candle. Example: In the 1 minute candle at time 11:15:00 we see 4 prices print, as shown below. ROW# PRICE DELTA VOLUME A 110 +25 1001 B 109 -10 502 C 108 +10 453 D 107 -50 501 Alert pseudocode: If AND(DELTA of ROW A > DELTA OF ROW B , VOLUME OF ROW A > VOLUME OF ROW B) THEN <play a sound of The Dude Abiding, man> Is it possible to access the row data inside a single candle? |
| [2022-03-30 21:54:48] |
| John - SC Support - Posts: 38517 |
|
You need to use the functions defined in this section to get the information you need: Study/Chart Alerts And Scanning: Special Functions The difficulty is that there is no looping, so you have to enter a test for each price level in a bar and you have to think about how many levels there may be. In the end, this is easier to do in a custom study. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-03-30 22:13:17] |
| User656492 - Posts: 146 |
|
Wow, that was fast! Thanks, John! Yeah, that's definitely going to be a bit much if I want to actually apply this. S&P had a 48 point range today, 4 ticks per point, call it 200 price levels. Yuck. NQ had 220. quadruple yuck. I'll explore other approaches. Thanks for that amazing response time! |
To post a message in this thread, you need to log in with your Sierra Chart account: