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[User Discussion] - SC Historical Data Feed with Spreadsheet Quotes

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[2014-09-12 11:03:35] #1 [Go To First Post]
Trint - Posts: 113
Hi SC, Having the Currency Indices as part of the Market Statistics package is great but is there any way I can base those Currency Indices on the Historical Data (maybe using Spreadsheets) rather than using the Indices based on the FXCM Real-Time Data. I just find that the Historical Data fits in a lot better with my particular intra-day system and I'd like to calculate the Currency Indices based on that data. I presume there is no Spreadsheet Quote support with the Historical Feed as yet (basically getting the last quote from the last Data Connection). Thanks in advance.

[2014-09-12 17:29:40] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
No, this is not supported but we may not be fully understanding it. However, it is not within the scope of our support. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2014-09-13 12:13:14] #3 [Go To First Post]
Trint - Posts: 113
That's understandable. It was thanks to Tobi mentioning the Currency Indices that I started using them. I hope you and he won't mind me utilising the calculations provided in the spreadsheet for any data feed I wanted to connect to. One last thing I did want to run by you, with regard to the Currency Indice calculation (if I was to implement it with a particular data feed). Using the Indice calculations I can calculate the OPEN and LAST in the spreadsheet (for columns K3 and N3) but how would I go about calculating the HIGH and LOW..? (for columns L and M) as it's obviously relative to price between the OPEN and LAST for that time period. The formula I have in column K3 for OPEN, say for AUD Currency Index is: =ROUND(((14000-(706.1/B3)-(860.6/AB3)-(756.5/AN3)-(64160/AZ3)-(1209/BL3)-(506.48BX3)-(485.58CJ3))/7), 2) (where each of the B3, AB3.... represents the OPEN for the other currency crosses) I'm very new to Spreadsheets......Is there a particular function where I can grab the abosolute HIGH or LOW between the OPEN and LAST for a specific period as I can't seem to find it.....OR is the HIGH and LOW calculated slightly differently using all the other AUD Currency Crosses...? I was hoping you might provide me the answer as to how you do it. Thanks again. Date Time Of Last Edit: 2014-09-13 12:14:14

[2014-09-14 17:03:29] #4 [Go To First Post]
Trint - Posts: 113
... could I use something like the following formula, posting it in L3 or is there something easier or something more 'involved' I need to do. Would I be on the right track..? in L3 =IF(N3>=L3, L3=N3) for posting the HIGH in M3 =IF(N3<=M3, M3=N3) for positing the LOW where N3 is the last, L3 being the HIGH, M3 the LOW

[2014-09-15 17:40:21] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The last two postings are not within the scope of Sierra Chart support. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2014-09-15 18:25:14] #6 [Go To First Post]
Trint - Posts: 113
Do any users have any suggestions..? If not I'll finish the thread there and do some more research into it. I was just hoping it was an easy formula fix for the OHLC columns where I could capture the Highest LAST value for a given time period or maybe even use a chart study but it looks more involved.

[2014-09-15 23:27:19] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We do not like to disregard users, but we do not have the time for advanced programming help. Also, I am not familiar with how those currency index calculations are done. That was done a while ago. In regards to this: ..Is there a particular function where I can grab the abosolute HIGH or LOW between the OPEN and LAST for a specific period as I can't seem to find it..... This is best suited using ACSIL and this would be the function to use: http://www.sierrachart.com/index.php?page=doc/doc_ACSIL_Members_Functions.html#scGetOHLCOfTimePeriod 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, change to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-09-15 23:27:40

[2014-09-15 23:33:54] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
So in general, with a more complex task like this, utilizing ACSIL rather than spreadsheets, is really the way to do it. Otherwise he gets to be a struggle to figure out how to do something like this with spreadsheets. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2014-09-16 00:43:55] #9 [Go To First Post]
Sawtooth - Posts: 4091
Trint, have you seen this thread from the old forum?: https://www.sierrachart.com/supportboard/showthread.php?t=41947 I think it can be done with a spreadsheet study.

[2014-09-16 08:58:43] #10 [Go To First Post]
Trint - Posts: 113
Ahhh, that's the thread I can just about remember Tom, thanks a lot for that!. It feels like I must've searched and gone through almost every other thread as I was sure I saw something like it.... and there is it. You're a star. I'll have a play with it and see what I can come up with but that looks like it'll save me a lot of time. I can understand the amount of work you're undertaking at the moment SCE, so any response like the ASCIL tip is appreciated. If I manage to develop anything you might find suitable (like the Market Structure stuff I submitted) I'll always post it for review as I like contributing to such a great community here. I do have a basic perl script which pulls individual stock information from a huge EOD file and places them into seperate chart files if your interested, can't say you'd need it though. Date Time Of Last Edit: 2014-09-16 09:01:03

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