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Date/Time: Fri, 12 Dec 2025 09:42:56 +0000



Cumulative Up/Down Tick Volume with Threshold

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[2025-12-11 19:35:26]
User753526 - Posts: 79
I have been trying to use the standard studies to sum the up and down tick volume greater than a threshold (e.g 250).

I was using the 'Large Volume Trade Indicator' to filter by 250 volume, and the Cumulative Sumd Study however it seems to only ever produce a positive value. For eg. on a day that selling is dominant, I would expect to see a negative curve.

Is there a study that would display the cumulative tick volume inclusive of a threshold of volume/size?
[2025-12-11 20:58:43]
John - SC Support - Posts: 43425
The easiest way to do this is to use a separate chart and set the Volume Filtering to the volume you want. Refer to the following:
Chart Settings: Volume Filter (Chart >> Chart Settings >> Data Limiting >> Volume Filter Settings menu)

Then use the "Numbers Bars Calculated Values" study to get the "Up Down Tick Difference", as this is calculated in Subgraph 50. Refer to the following:
Numbers Bars: Numbers Bars Calculated Values Subgraph Descriptions

Depending on how you want to setup your chart, you can have this all be part of one bar, which will give you the cumulative value for that time period, or you can use the "Cumulative Sum of Study" to get the accumulated data you want. Refer to the following:
Cumulative Sum of Study
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Sierra Chart Teton Futures Order Routing

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