Support Board
Date/Time: Thu, 28 Nov 2024 22:53:08 +0000
[Programming Help] - Customising an existing Footprint Chart Template
View Count: 1008
| [2023-03-21 01:52:50] |
| User885565 - Posts: 17 |
|
I have inherited a template for the Market Footprint chart which is fantastic and I am hoping to add to it to make it easier to read so as not to have to do mental calculations all the time. Sadly my Sierra Chart “programming” skills are particularly limited, in fact I am quite bamboozled by all the options. Below, I describe what I would like to do on top my my existing template. Before I get into trying to actually make it happen - would one of the boffins be able to take a look at what I am hoping to do and give me an idea a) whether it is possible or feasable and b) the best way to start the development process. I am looking to graphically spot order flow and I want to compare volumes diagonally within the candle. So if (for an indication of buying) there were to be, on three consecutive levels, buy volume at the ask was higher or equal than the sell volume at that level AND the sell volume at the bid price (one spread below). In other words I want to do BOTH of the comparisons that I outline below simultaneously. The numbers marked as BOLD would be coloured in some way on the actual chart itself Price Sell Volume Buy Volume 1.006 20 ................ 25 1.005 10 ................. 5 1.004 20 <---------- 30 30>=20 - so marked in bold 1.003 15 <---------- 15 15>=15 - so marked in bold 1.002 10 <---------- 25 25>=10 - so marked in bold 1.001 20 .............. 5 AND Price Sell Volume Buy Volume 1.006 20 ............. 25 1.005 10 ............. 5 1.004 20 ...... ---- 30 30>=15 - so marked in bold 1.003 15 <---! ---- 15 15>=10 - so marked in bold 1.002 10 <---! ---- 25 25>=20 - so marked in bold 1.001 20 <---!......... 5 So if this were the case I.e. the 30, 15 and 25 would be in a (say) a light blue box denoting buying outpacing selling volume over a range. The same would be shown for selling whereby if the sell volume were greater or equal to the same level buy volume AND the buy volume at the associated ask price then those three numbers would be shown in (say) a magenta box. For example: Price Sell Volume Buy Volume 1.006 5 ............... 25 1.005 20 .............. 5 1.004 30 ----------> 30 30>=30 - so marked in bold 1.003 35 ----------> 15 35>=15 - so marked in bold 1.002 30 ----------> 25 30>=25 - so marked in bold 1.001 10 .............. 5 AND Price Sell Volume Buy Volume 1.006 5 ............... 25 1.005 20..... ----> 5 1.004 30 ----! ---->30 30>=5 - so marked in bold 1.003 35 ----! ---->15 35>=30 - so marked in bold 1.002 30 ----! ...... 25 30>=15 - so marked in bold 1.001 10 ........... 5 So if this were the case I.e. the 30, 35 and 30 in the sell column would be in a magenta box denoting selling outpacing buying volume over a range. When a magenta or blue box is shown an alarm is sounded - during the bar formation. As I mentioned, my question is a) is this possible using Sierra Charts’ existing infrastructure and if so b) what is the best way to get started? Thanks so much for taking the time to look through my post and many, many thanks in advance for any input you might be able to give. |
| [2023-03-21 20:50:05] |
| John - SC Support - Posts: 36350 |
|
You could definitely create a study that would create an alert for you in this situation. You would not, however, be able to create a rectangle around the data, but you could place some kind of marker (star, square, arrow) at the price level, or at the top or bottom of the bar to denote that it meets your criteria. It is also possible to do this using the Color Bar Based On Alert Condition, but the Alert condition you would have to create would probably be too long. If you are interested, refer to the following section on alerts to access the Bid and Ask volumes at a price level: Study/Chart Alerts And Scanning: Special Functions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-03-22 01:09:20] |
| User885565 - Posts: 17 |
|
Thanks so much for your reply. Is there anybody on these boards that could do the work you describe - obviously for a fee? If that is against Sierra Charts policies then please forgive me. If not it would save, what I envisage, would be a LOT of time and I would be grateful for any recommendations. Thanks again. |
| [2023-03-22 14:35:30] |
| John - SC Support - Posts: 36350 |
|
It is not against our rules to ask for programming help, or a developer. We encourage it. We have set this thread as "Programming Help". We also have a list of developers at the following link: List of Third Party Sierra Chart Study and System Programmers For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-03-22 15:40:11] |
| Tooth Fairy - Posts: 79 |
|
You could use col 3 in the same NB study to display a volume profile to compare ask/bid diagonal & color them appropriately. There are plenty of youtube tutorial videos on setting up NB of SC for you to peruse.
|
To post a message in this thread, you need to log in with your Sierra Chart account: