Support Board
Date/Time: Mon, 10 Mar 2025 17:20:35 +0000
Volume by Price - Yesterday's values for Statistics
View Count: 620
| [2022-04-04 22:27:26] |
| mwnl - Posts: 29 |
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Hello, I am conducting some statistical analysis using 60 min data for different futures contracts. I am using the spreadsheet study to export the data I need into excel. I would like to know how I can get yesterday's VbP data to be printed in the spreadsheet for todays session. When I export today's data, I want to see the VbP info for today alongside the VbP info for yesterdays session too. For example, today is the 4-Apr-2022, I want to see the VPOC, Value area high and low for 1-Apr-2022 and 4-Apr-2022 on the same lines in the spreadsheet. I have a workaround in Excel but it means I have to make manual adjustments when I change the data source to another instrument that has a different regular trading session. For example the ES and CL have different RTH sessions (crude finishes at 14:30 ET). My requirement for this feature is for statistical analysis and the charts will not be used to monitor price in real time. Is there a way to achieve this please? Thanks |
| [2022-04-04 22:39:21] |
| John - SC Support - Posts: 38542 |
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We are not certain exactly what you want to accomplish, but here are some things to think about related to what you are trying to do: - You can always use the Input for Number of Periods Back to Reference in the Volume by Price study to get a prior day's VbP displayed today. Refer to the following: Volume By Price Study: Number Of Periods Back To Reference - Refer to the following for how to get the Volume data into the spreadsheet: Spreadsheet Study Inputs: Output Volume at Price Data - You can use the Volume Value Area Lines study to get just the VPOC, Value Area High, and Value Area Low information. This study also has an option to reference previous days information. Refer to the following: Volume Value Area Lines - It might be easier, in the end, to create a custom study to get what you want and organize in the way 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 |
| [2022-04-06 20:01:01] |
| mwnl - Posts: 29 |
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Thanks a lot, this helped.
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