Support Board
Date/Time: Mon, 25 Nov 2024 22:33:39 +0000
Get bid, ask info each price level of a candle bar
View Count: 205
| [2024-01-29 09:02:58] |
| User129860 - Posts: 33 |
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Hi, I tried to search throught the document and study for this but most of the result are quit general. Im sure that this is not a new subject, but hope if someone can point me out. Much appreciated! Regards, Dolphy |
| [2024-01-29 18:18:32] |
| John - SC Support - Posts: 36284 |
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We assume you are looking for the Numbers Bars study. Refer to the following: Numbers Bars For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-01-29 20:55:42] |
| User129860 - Posts: 33 |
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hi John, Not that one. I want to access to bid, ask info of a candle by each price level programatically. But if it possible to do that with Number bars then it should do. Ideally I want to run some calculation base on my strategy by reading bid, ask info from high to low of a bar. Example a candle with high= 200 and low=205. tick size is 1. then I want to access to bid, ask on each tick size from 200 to 205. or if ticksize is 0.5 then I want to access bid ask at 200, 200.5, 201..and so on. Is this possible? |
| [2024-01-29 21:55:36] |
| John - SC Support - Posts: 36284 |
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We are not sure what you mean by "programmatically", but the best way to access this information is by creating a custom study. Refer to the following: ACSIL Programming Concepts: Accessing Volume at Price Data Per Bar If you are wanting to do this with an Alert, then refer to the following: Study/Chart Alerts And Scanning: Special Functions For the alert, it would be fairly lengthy, but if you were wanting to test for a Bid volume greater than 100, then your alert condition would look like the following: =OR(BVAP(H, 0) > 100, BVAP(H - TICKSIZE, 0) > 100, BVAP(H - TICKSIZE * 2, 0) > 100) And you can expand from there. The Bid/Ask volumes are not available within the Spreadsheets, so there is not an option to use those to create anything programmatic. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-01-29 22:09:35] |
| User129860 - Posts: 33 |
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Thanks John, I think this Study/Chart Alerts And Scanning: Special Functions should works. Thanks for your help |
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