Support Board
Date/Time: Mon, 27 Oct 2025 12:21:09 +0000
Study that examines trade sizes by standard deviation.
View Count: 111
| [2025-10-10 15:57:35] |
| tallcupofcoffee - Posts: 8 |
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I'm interested in using Sierra Chart to use to perform statistical analysis on the trade sizes (contracts per trade) for ES over the previous 30 trading days. Ideally, the study would show the mean and N standard deviations from the mean over that time. Is something like this possible within Sierra Chart or do I need to export the data and munge it separately? Thanks. |
| [2025-10-10 16:01:08] |
| John - SC Support - Posts: 42557 |
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Refer to the following: Standard Deviation Bands For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-10-10 16:04:58] |
| tallcupofcoffee - Posts: 8 |
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If I understand that right, I need a chart or baseline study to feed into that study that shows volume per trade. I may be overlooking the obvious, but I don't see how to do so. Could you give a bit more detail? Thanks. |
| [2025-10-10 16:26:40] |
| John - SC Support - Posts: 42557 |
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Correct, you would need a chart/study that would give you the information you need in order to analyze it. This is true for all of the Sierra Chart studies. If you are wanting to volume size for individual trades, then you would need a chart set to "Number of Trades" with an increment of 1 (a 1 tick chart). Then you can use the "Standard Deviation Bands" study and reference the Volume for the data input. 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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