Support Board
Date/Time: Fri, 07 Feb 2025 15:17:52 +0000
Time and Sales settings
View Count: 307
| [2024-12-18 18:46:25] |
| User847503 - Posts: 17 |
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Hi I would like a way to have an audible alert to understand when in Time and Sales more trades are put in the same second but by different traders for example I would like to set it so that it has to suaanre when more than 5 trades are put in the same second but with volume >30 Num trad >1 and both bid and ask here is an example of the case I am talking about in the picture, how can I do it?
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| [2024-12-18 23:17:43] |
| John - SC Support - Posts: 37809 |
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You can not do this through the Time and Sales. That window does not support alerts apart from what is already available in the Settings window. The only way to do this would be to have 1 second chart and then test that the volume is greater than 30 and the Number of Trades is greater than 1. Your alert condition would then look like the following: =AND(V > 30, NT > 1) You can hide the chart so the processing time for the graphical updates every 1 second is removed. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-12-18 23:20:04] |
| User847503 - Posts: 17 |
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Can you elaborate on what you mean exactly?
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| [2024-12-18 23:27:07] |
| John - SC Support - Posts: 37809 |
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You are trying to find when there is more than one trade with a volume greater than 30 within the same 1 second from the Time and Sales, correct? As we stated, you can not do this within the Time and Sales directly. Therefore, you would need to do it within a Chart. To accumulate the data for the same second you would have a 1 second chart and then setup an alert for that 1 second chart to notify you your conditions are met. The Alert Condition for this is the following: =AND(V > 30, NT > 1) Where V is the Volume and NT is the Number of Trades. Refer to the following: Study/Chart Alerts And Scanning: Available Main Price Graph Identifiers/Variables A constantly updating 1 second chart is going to slow down the system due to the graphics processing. Therefore, we recommend hiding the chart. The Alert will still go off if the conditions are met. Refer to the following: Window, CB and CW Menus: Hide Window (Window) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-12-18 23:32:44] |
| User847503 - Posts: 17 |
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yes what I'm looking for as you saw in the picture I sent is an alarm that starts when there are 5 different trades in the same second any trade greater than 30 in volume and any volume that has from a value of Num Trades >1 in both the bid and 'ask
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| [2024-12-18 23:53:06] |
| User847503 - Posts: 17 |
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as you see in the time and sales I want to see that there are 5 different trades from >30 volumes, in the same second for example let's make a total of 150 but each 30 volumes has on average 3 num trades inside all this must happen in the same second
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| [2024-12-19 13:25:03] |
| User847503 - Posts: 17 |
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I would need on time and sales something like this, (EXAMPLE MADE WITH PAINT)
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| [2024-12-19 15:57:21] |
| John - SC Support - Posts: 37809 |
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The Time and Sales does not have that kind of alert settings. And it is not something that we would be changing any time soon. The workaround we have given you is the best option. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-12-19 16:05:53] |
| User847503 - Posts: 17 |
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I understand and I thank you, the problem is that the solution you gave me does not take into account the 5 trades that are taken in a second, but it only takes into account one trade per second with volume greater than 30 and NT greater than one in a second, while the specific function that I need is that 5 different trades are considered from at least 30 volume per trade per second, and that is why it does not meet my request... I can't even that I put as volume >150, as I would have false alarms since it happens that 150 contracts are put to market by the same person, I need specifically just 5 different orders >30 NT volume>1 in the same second but 5 ''different orders''
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| [2024-12-19 16:07:21] |
| John - SC Support - Posts: 37809 |
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Change the condition to meet your requirements. In this case, it would be the following: =AND(V > 30, NT >= 5) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-12-19 16:14:05] |
| User847503 - Posts: 17 |
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ohh ok this way with a one second chart it should sound when it sees 5 different orders put in the same second at market with volume>30 and NT >1? If so thank you so much, would you know how I can choose the sounds that I can put to this alarm?
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| [2024-12-19 16:25:19] |
| User847503 - Posts: 17 |
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I just tried it and it sounds an alarm every time 30 volumes are put on the market and not when there are 5 times >30 at the same time in the same second
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| [2024-12-19 17:32:43] |
| John - SC Support - Posts: 37809 |
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If you want to know when there are 5 trades within the same second where each trade is greater than 30, then you would need to use that same formula, but modify the 1 second chart to have a Volume Filter to remove all trades that are less than 30. Refer to the following: Chart Settings: Volume Filter (Chart >> Chart Settings >> Data Limiting >> Volume Filter Settings menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-12-19 21:59:09] |
| User847503 - Posts: 17 |
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Thnaks a lot!!!is there a way to get a visual signal instead?
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| [2024-12-19 22:07:50] |
| John - SC Support - Posts: 37809 |
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To get a visual signal you would need to use the "Color Bar Based on Alert Condition". Refer to the following: Color Bar Based on Alert Condition For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-12-19 22:33:59] |
| User847503 - Posts: 17 |
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ok so in the end I used the Color Based On Alert Condition study as the study where to write this alert and I put the text you told me and the volume filter in the graph settings plus I also set the visual alert with a diamond, if everything is ok I should see a diamond when everything I set happens right?
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| [2024-12-19 23:54:59] |
| User847503 - Posts: 17 |
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and these are the settings in the 1-second chart
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| [2024-12-20 10:07:20] |
| User847503 - Posts: 17 |
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the only thing I don't cpaisoc is where I have to put this formula you gave me =AND(V > 30, NT >= 5), I know I have to put it in the alerts field but how do I connect that with a visual study, forgive me if I don't understand very well and that I am just starting to use sierra and I would like to understand, can you make me a step by step list of what I should do to complete the operation I want to do? i.e.: a signal has to appear when 5 different orders are placed in the same second with volume >30 and NT>1 both bid and ask
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| [2024-12-20 15:20:58] |
| John - SC Support - Posts: 37809 |
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With the Color Bar Based on Alert Condition, what you need to understand is that the item you define in the Subgraph is going to be placed at the location defined by the Input for "Output When Condition True". Therefore, by selecting "Diamond" and having that Input set to "1.0", the diamond will get drawn at a price level of 1. You can do one of two things to fix this: 1. - Set the "Output When Condition True" to be either the "High" or "Low" of the Main Price Graph. - Use whatever Draw Style you want, such as diamond. - Set the "Draw Style Percentage/Ticks Offset" to be some value so that the diamond will be offset from the bar. 2. - Use a Draw Style of "Point on High" or "Point on Low" rather than diamond. This draw style will put a point just above the high/low. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-12-20 17:04:59] |
| User847503 - Posts: 17 |
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as you can see in the picture I sent, there is the chart at 1 second and I put the settings like this in the trade alert:=AND(V > 30, NT >= 2) i.e. I want a volume of 30 upwards, and number of trades in the same second >=2, so two trades or more in the same second, as you can see in the same picture, I read the time and sales and it gave me an example I was looking for but the indicator didn't, here are the rest of the settings I put in addition to the volume filter of the 1sec chart at 30<=... Nothing appears in the graph, when a yellow dot should appear, could it be because they are on two different price levels? if so, what can I do? it happens that some orders are placed in the same second but on more than one price level, if not this then what is it?
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| [2024-12-20 17:20:48] |
| User847503 - Posts: 17 |
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I don't know if this counts as a thing but my time and sales display is with this setting
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| [2024-12-20 17:47:38] |
| User847503 - Posts: 17 |
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i have just realised that the problem is that time and sales has the COMBINED PRICE AND TYPE filter, while the indicator data obviously does not, so the request i made was based on the COMBINED PRICE AND TYPE filter of time and sales, how should i write to get the same result but without the automatic filter of time and sales?
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| [2024-12-20 18:02:33] |
| John - SC Support - Posts: 37809 |
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There is not a way to get the same information when the Time and Sales is set to "Combined by Price and Type" in a chart. In this case, the only thing you can do is to create a custom study that would look at the Time and Sales information to get what you want. Note that this is looking at the stored Time and Sales, so it is not combined, you would need to do that within your study. Refer to the following: sc.GetTimeAndSales() https://www.sierrachart.com/index.php?page=doc/SierraChartStudyAndSystemProgrammers.php For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-12-20 18:12:34] |
| User847503 - Posts: 17 |
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is there any other advice you can give me for this?
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