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Direct MessagesDate/Time: Wed, 08 May 2024 23:06:35 +0000
[User Discussion] - Apply study to multiple charts (no UI)
View Count: 106
| [2024-04-22 17:44:49] |
| skalaydzhiyski - Posts: 16 |
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Hi guys, Q1. Is it possible for me to have a study that while being applied to a chart - logs certain custom calculated values to a csv which I can later use for training ML models? Q2. If I can do the above - is it possible for me to apply this study for arbitrary historical date ranges and arbitrary instruments without having to manually open the charts? Ex: SPY (2020-01-01/2020-01-05, 2020-03-01/2020-03-05, ...) This would be a game changer for my team if doable, so really looking forward to your reply. All the best, Spas Date Time Of Last Edit: 2024-04-22 17:45:39
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| [2024-04-22 19:34:12] |
| John - SC Support - Posts: 31480 |
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Q1. Yes, you can output the data from a study to a file. To start with, refer to the following study: Write Bar and Study Data To File If you create your own custom study, then you can output the information however you like. Refer to the following: Advanced Custom Study Interface and Language (ACSIL) Q2. If you use the built-in tools, then you would need to have a chart open to be able to access the information. If you are able to build your own tools, then you can access the trade information within the files on the system directly and do whatever you want to do with that information. Refer to the following: Intraday Data File Format For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-04-22 20:20:03] |
| skalaydzhiyski - Posts: 16 |
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Hi John, Thanks for coming back to me so quickly! Yes, we can build anything in C++. I was just wondering whether we can leverage the already existing studies. Example for what we're trying to do is the footprint chart or the heatmap. We can refer to individual subgraphs of the loaded studies which provide us with features for the ML models. What we need to do is write those values (of the SGs) into a csv file so that we can train our models. I understand this is a pretty esoteric request, but if you have any examples of advise on how best to achieve that we would be very greatful. All the best, |
| [2024-04-22 22:00:53] |
| John - SC Support - Posts: 31480 |
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Not really an esoteric request, after all, we do have the "Write Bar and Study Data to File" study, so there was a need for this. But, the particular items you mention - Numbers Bars and Market Depth Historical Graph. Those studies do not have subgraphs that contain the data. The data is too dense to be held in a Subgraph, so that information is only available internally, and through ACSIL. So for these particular studies, you would have no choice but to create a custom study. Refer to the following in regards to this: ACSIL Programming Concepts: Accessing Volume at Price Data Per Bar ACSIL Programming Concepts: Programmatically Accessing Historical and Current Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-04-23 07:38:18] |
| skalaydzhiyski - Posts: 16 |
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Yes, that's what I thought, I don't mind creating a custom study... in a sense that's even better since we would get more control over exactly what features we want to track of the market. What about the second point though ? Say I had the custom study is there a way to apply the study to a sequence of (instruments + date ranges) so that I can download the data without doing it manually through Sierra's UI ? I want to say GOOG-NQTV (2020-01-01/2020-01-04, 2021-02-01/2021-02-04, ...) NVDA-NQTV (...) .... and then end up with files for every pair GOOG_NQTV_20200101_20200104.scid, ... Can this be done programmatically or is the only way for me to manually apply the study to charts and the dates I want :( ? All the best, |
| [2024-04-23 15:19:37] |
| John - SC Support - Posts: 31480 |
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There is no way to get specific dates for data. You would have to download the data and then manipulate it the way you want. To download the data, you would have to have a chart for that symbol. So there is not a way to end up with a file like "GOOG-NQTV_20200101_20200104.scid". But again, once the data is present, you can do what you want with it from there. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-04-24 07:26:22] |
| skalaydzhiyski - Posts: 16 |
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Yes, I thought this might be the case... With this in mind - is there a way to open the charts for N tickers (let's say 10) at the same time and have them automatically being linked by timeframe and date range so that I can perform the download at batches ? I have read somewhere here on the forum that you can create a watchlist from excel file. I can produce this excel file if need be through Python after I've done my universe filtration and then presumably I should be able to open a chart for the whole watchlist (and have them linked somehow)? All the best, Spas Date Time Of Last Edit: 2024-04-24 07:34:34
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| [2024-04-24 15:43:56] |
| John - SC Support - Posts: 31480 |
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is there a way to open the charts for N tickers (let's say 10) at the same time and have them automatically being linked by timeframe and date range so that I can perform the download at batches ?
Yes, you just create separate Chartbooks for each "Batch" you want and open the appropriate chartbook. Refer to the following: Chartbooks (Workspaces) With regards to Timeframe and Date Range linking, these are both supported through the Linking options for "Bar Period" and "Days to Load" (Days to Load also applies to Date Range). Refer to the information at the following link: Chart Settings: Chart Linking (Chart >> Chart Settings >> Linking menu) I have read somewhere here on the forum that you can create a watchlist from excel file. I can produce this excel file if need be through Python after I've done my universe filtration and then presumably I should be able to open a chart for the whole watchlist (and have them linked somehow)?
You can create watchlists from a text file. So you could do it in Excel and then export it as text. Refer to the following: Changing the Symbol of a Chart: Importing a List of Symbols ----- We also want to point out the following option that allows you to setup a list of symbols to have the data automatically downloaded without the need to open a chart. Global Settings Menu: Intraday File Update List (Global Settings menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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