Support Board
Date/Time: Wed, 15 Jul 2026 02:38:50 +0000
Creating ATAS Deep Trades / Big Trades Bubbles in Sierra Chart ?
View Count: 424
| [2026-05-30 15:05:44] |
| Sivle - Posts: 83 |
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Hi, I am trying to build a custom ACSIL study in Sierra Chart that behaves similarly to the Big Trades / Deep Trades indicator available in ATAS. I understand that Sierra Chart already has the Large Trade Volume study, but it does not seem to offer the same aggregation and clustering options that ATAS provides. My goal is to identify large aggressive market orders (buy orders hitting the ask and sell orders hitting the bid) and display them as bubbles on the chart, with the bubble size proportional to the total traded volume. What I am trying to understand is: How would you approach aggregating Time & Sales data to create an ATAS-style "Big Trades" indicator? Is there any existing Sierra Chart study or setting within Large Trade Volume that can already perform this type of aggregation? Would it be better to aggregate trades by: Same price level? Same side (Bid/Ask)? Time window (for example a few milliseconds)? A combination of price and time? How would you handle situations where many small prints should be combined into one larger bubble? Is there an ACSIL example that demonstrates trade clustering or aggregation from Time & Sales data? For example, if multiple aggressive buy trades occur near the same price and within a short period of time, I would like them to be combined into a single larger bubble instead of displaying many separate bubbles. I am interested in creating something visually and conceptually similar to the ATAS Big Trades indicator, particularly for identifying absorption and trapped traders around key levels. Any suggestions regarding the best aggregation logic or existing Sierra Chart functionality would be greatly appreciated. Thank you. |
| [2026-05-30 15:33:22] |
| User431178 - Posts: 892 |
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See here - Large Volume Trade Study Issue
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| [2026-05-30 21:05:15] |
| Sierra_Chart Engineering - Posts: 24259 |
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Sierra Chart already supports this with the Large Volume Trade Indicator study: Large Volume Trade Indicator Refer to this Input: Fixed Combine Increment in Ticks We would recommend setting this Input to 1 in order to not miss any volume before combining of price levels is done: Volume Threshold: And then use this input to prevent the displaying of a marker below a particular volume: Do Not Display Markers with Volume Values Less Than And this is the Chart Setting to use to combine trades: Chart Settings: Trades Combining Method (Chart >> Chart Settings >> Chart Data >> Chart Data menu) You will need to update Sierra Chart to the latest version: Software Download: Fast Update 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-05-30 21:22:39
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