Support Board
Date/Time: Fri, 09 May 2025 19:50:02 +0000
number of price levels per bar
View Count: 1902
[2019-05-30 20:34:49] |
User884307 - Posts: 173 |
Hi, is there a way of counting the number of price levels in a bar (regardless of timebar/volume bar/P&F etc etc). So for example a 15 minute bar on e-mini trades from say 2785 to 2787 meaning that there are 8 prices that the bar moves through until bar completion i.e. 2785.00 - 2785.25 - 2785.50 - 2785.75 etc ... Hope this makes sense. thanks |
[2019-05-31 14:14:43] |
User884307 - Posts: 173 |
Any feedback or just a plain NO will suffice Cheers |
[2019-05-31 14:18:57] |
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We are just checking on the most efficient way of doing this.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
[2019-05-31 14:21:18] |
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One method is using the following studies: Bar Difference to calculate the range. Study Subgraph in Ticks to determine the range in ticks. Study Subgraph Add to add an additional tick to get the actual number of price increments. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-05-31 16:04:30
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[2019-05-31 14:34:00] |
John - SC Support - Posts: 39695 |
There are a number of ways to do this, as noted it is a question of efficiency and ease of implementation. Another option, for example, would be to use the Bar Difference study along with the Spreadsheet Formula study. In the Spreadsheet Formula study you would use a formula like the following =ID1.SG1/TICKSIZE + 1. Where ID1 is the Bar Difference study and SG1 is the Bar Difference Subgraph. The TICKSIZE comes from the setting in Chart >> Chart Setttings, and the +1 is to take into account that the price levels are inclusive of both ends (for example, a price move from 2700 - 2701 with a tick size of 0.25 is 5 price points - 2700.00, 2700.25, 2700.50, 2700.75, and 2701.00). 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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