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Date/Time: Fri, 21 Mar 2025 07:25:04 +0000



High single trades study

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[2022-11-17 15:17:52]
User274939 - Posts: 13
Hello guys,

I have spent a lot of time searching for a study but with no success unfortunately.

I need your help.

Is there any study for sierrachart that "marks" high volume trades.

Bear in mind I am not looking to see the cumulative volume above a threshold.

I would like to see on my renko chart (a dot for example) that on a certain price was executed 1 trade for 50 lots.

Appreciate all the work you do!

Regards
[2022-11-17 15:22:26]
Sierra_Chart Engineering - Posts: 18875
Yes here is the study:
Large Volume Trade Indicator
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2022-11-17 15:23:27
[2022-11-17 15:34:36]
User274939 - Posts: 13
Can I "isolate" the rest of the orders and to see only the single trades above the "threshold".
For example if I put Volume Threshold to 30 as I understand it will show me single trades above 30 but also accumulated trades with total of 30 lots.

So if there are 3 single trades x 10 lots it will print a dot.

If I am right I would like to see printed dot only once there is at least 30 lot trade.

If there is any way to setup the study I would be more than happy.

Thanks in advance!

Regards
[2022-11-17 18:10:52]
John - SC Support - Posts: 38835
We are not sure what you are asking, as it sounds like what the study already does.

You will only get the notice when a single trade is greater than or equal to the Input you have set.

The one thing we want to point out is that you will not get a notice when there are 3 trades of 10 lots each, as the system has no way of knowing that these were part of a single trade. The only way to "solve" this is to enable the option for Chart >> Chart Settings >> Chart Data >> Combine Trades into Original Summary Trade. Refer to the information here:
Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu)

Setting the above will give you the information that a single trade existed as a total quantity of 30 even if it filled as 3 different trades of 10 lots each. But, it can not give you the information if the person put in the original trades as 3 different trades of 10 lots each.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-11-17 18:14:55]
User274939 - Posts: 13
Thank you very much, Jonh!

Sorted it out.

It works perfect. All I need.

Have a good day!

Regards

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