Support Board
Date/Time: Sun, 15 Jun 2025 16:05:04 +0000
[User Discussion] - Monitoring Tick Velocity
View Count: 379
| [2025-05-23 22:23:35] |
| User688525 - Posts: 291 |
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Hi John, What would be the best way to go about monitoring tick velocity over X time and X number of bars and then highlighting increases in volatility relative to the preceding period? Separate to a dedicated tick chart of X number of ticks and the Color Based On Alert Condition study, are there any studies that could achieve this? Thank you |
| [2025-05-27 15:01:05] |
| John - SC Support - Posts: 40422 |
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If you are not looking at small periods of time, then you can use the "Numbers Bars Calculated Values" to get the number of trades per bar and then divide that by the time of the bar to get the trades per time period. It's not as precise as using a tick chart, but again, it depends on what kind of time periods you are wanting and if an average is ok. Refer to the following: Numbers Bars: Displaying Numeric Information Below Numbers Bars Otherwise, the best option would be to create a custom study and look at the Time and Sales information to get what you are wanting. Refer to the following: ACSIL Interface Members - Functions: sc.GetTimeAndSales() https://www.sierrachart.com/index.php?page=doc/SierraChartStudyAndSystemProgrammers.php -- We have set this as a User Discussion, as there are others that may have thoughts on how to achieve what you are looking for. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-05-27 22:10:24] |
| User688525 - Posts: 291 |
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Hi John, Thanks for your help. If using a dedicated tick chart of X number of ticks instead, is ACSIL still required or are there other studies that can be used to achieve the above? |
| [2025-05-28 01:16:20] |
| cmet - Posts: 706 |
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Not completely sure, but sounds like you're talking about the old Pace of Tape indicator. Let's you set a time period (in seconds) and threshold (# of bars) then highlights when the plot exceeds the threshold. Here's an ACSIL version if you want to check it out. Image is of today's close on a 100 tick chart using 1 second, 5 bars. |
 PaceofTape.cpp - Attached On 2025-05-28 01:15:00 UTC - Size: 2.17 KB - 101 views |
PoT.jpg| [2025-05-28 06:14:49] |
| User688525 - Posts: 291 |
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Hi cmet, Thanks for this. I'll have a look at the study. Cheers |
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