Support Board
Date/Time: Sat, 09 May 2026 17:55:09 +0000
Large Volume Trade Study Issue
View Count: 7944
| [2026-04-14 13:51:55] |
| User181818 - Posts: 8 |
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I am attaching my implementation of the requested feature. It aggregates volume in the same way as Time&Sales by same Type, Price, and Time (down to the second). Compile in the standard way. Date Time Of Last Edit: 2026-04-14 13:55:10
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 BigTradesV5.cpp - Attached On 2026-04-14 13:48:47 UTC - Size: 35.1 KB - 219 views |
| [2026-04-17 06:16:18] |
| Sierra_Chart Engineering - Posts: 23713 |
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Or if we add the functionality and we have to think more carefully about it, the most recent chart bar is not going to contain all of the most recent trades. It will always be incomplete. This is the basic problem. So if that is all right we can proceed but we have to think about the complete implementation. For example, when the market closes, the last trade price you see on the last chart bar may not match, the price box on the right side of the chart. Also the loading of data is simply inherently inefficient when combining trade records with the method that would have to be used in this case. Probably it is not too difficult for us to add, Same Price and Type functionality like in Time and Sales but this would be all.
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: 2026-04-17 06:17:10
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| [2026-04-17 19:12:38] |
| User181818 - Posts: 8 |
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the most recent chart bar is not going to contain all of the most recent trades. It will always be incomplete. This is the basic problem.
Could you elaborate more? |
| [2026-04-20 22:12:35] |
| Sierra_Chart Engineering - Posts: 23713 |
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For example, the last one second of trading data, would not be included in the most recent chart bar. You may often see an inconsistency between the last trade price box on the chart and the closing line on the last bar. They may not be matching each other.
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: 2026-04-20 22:13:01
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| [2026-04-21 09:26:53] |
| User181818 - Posts: 8 |
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Thanks for explanation. the last one second of trading data, would not be included in the most recent chart bar
You could give option for users to append the data to the already closed bar or to the new printing one. Would that work? Imho that's an edge case that should not affect the entire feature. |
| [2026-05-01 15:47:16] |
| User181818 - Posts: 8 |
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Could you please inform us if you are going to implement the feature or not? Thank you. |
| [2026-05-02 21:16:32] |
| User751630 - Posts: 16 |
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Yes. If you can make the LVTI the same as the " big trades " indicator from deepchart, it would be wonderful!!!
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| [2026-05-03 14:44:55] |
| Gdraw1234 - Posts: 5 |
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Yes. If sierra chart can make the LVTI the same as the " big trades " indicator from deepchart, it would be wonderful!!!
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| [2026-05-03 16:27:22] |
| User708541 - Posts: 188 |
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Yes. If you can make the LVTI the same as the " big trades " indicator from deepchart, it would be wonderful!!!
How do you know the DeepCharts version is correct? What does that do that Sierra's LVTI doesn't do? |
| [2026-05-03 16:59:16] |
| User751630 - Posts: 16 |
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I dont know if the deepchart version is correct for sure but i know that after seeing more than 42hrs of fabervaale trading live with this indicator, i can clearly state that the big trades in deepchart give you an amazing edge for the market which is what all the people search...
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| [2026-05-03 17:29:14] |
| User751630 - Posts: 16 |
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And by the way the guy in the topic that made this big trades.ccp indicator is pretty good because ive tried today and it’s very promising...
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| [2026-05-04 14:14:05] |
| Sierra_Chart Engineering - Posts: 23713 |
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No, there will be no option to add the data: You could give option for users to append the data to the already closed bar or to the new printing one. Would that work? Regarding combining Intraday trade records with same Price and Type functionality, the same as Time and Sales, we are going to start looking at this again and see if we can get that implemented. No promise yet though until we are successful. 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: 2026-05-04 14:15:59
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| [2026-05-04 15:16:22] |
| User181818 - Posts: 8 |
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we are going to start looking at this again and see if we can get that implemented
fingers crossed!
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| [2026-05-04 19:28:47] |
| User260640 - Posts: 16 |
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I did write a Aggregate Large Volume study using sc.GetTimeAndSales(c_SCTimeAndSalesArray) instead of reading from the SCID files. If anybody wants it I will share. Have compared with deep charts version and it seems to match their bubbles for the most part. I believe the volumetrica study removes/merges concentric markers based on proximity, so sometimes you get nested markers in this study as this study does not merge them. I am sure there are areas of improvement but it works well for my needs. Just a different approach.
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| [2026-05-05 08:48:11] |
| User751630 - Posts: 16 |
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Yes if it’s good let’s try it. And youre right i think volumetrica merge some big orders to create the bubble whereas sierra chart gives a true one trader who make a big size trade. Date Time Of Last Edit: 2026-05-05 08:48:25
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| [2026-05-06 07:42:40] |
| User964132 - Posts: 99 |
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I would love to try your Aggregate Large Volume study!
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| [2026-05-06 13:50:14] |
| User260640 - Posts: 16 |
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Attached is the Aggregate Large Volume study using sc.GetTimeAndSales(c_SCTimeAndSalesArray). It compiles with Analysis>>Build Custom Studies DLL.
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| LargeVolumeAggregateTrades.cpp - Attached On 2026-05-06 13:49:19 UTC - Size: 13.34 KB - 19 views |
| [2026-05-06 20:00:01] |
| User385376 - Posts: 1 |
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Boyssss, first and foremost thank you to user181818 with the BigTradesV5 and user260640 with LargeVolumeAggregateTrades! Without you guys I wouldn't have been able to make the finished product done! I've been up all night trying to figure this out. I hope you guys can make use out of it!
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| AtlasLargeTradesProV2_4_SubgraphBubbles.cpp - Attached On 2026-05-06 19:58:56 UTC - Size: 22.26 KB - 25 views Attachment Deleted. |
| [2026-05-06 20:28:37] |
| User751630 - Posts: 16 |
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Ty guys i will try it tomorrow.
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| [2026-05-07 06:20:03] |
| User751630 - Posts: 16 |
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Boyssss, first and foremost thank you to user181818 with the BigTradesV5 and user260640 with LargeVolumeAggregateTrades! Without you guys I wouldn't have been able to make the finished product done! I've been up all night trying to figure this out. I hope you guys can make use out of it!
It's crazy how you're good. The bubbles match exactly the same as deepchart in critical areas!!! How do you do that, i'm impressed by the results!!! TYVM!!! |
| [2026-05-08 16:05:40] |
| User260640 - Posts: 16 |
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Since I posted the LargeVolumeAggregateTrades some bugs were fixed and some changes/additions were made. -Added the ability to merge concentric/overlapped markers to reduce marker pollution, if trades occur within a certain range/proximity, in ticks, merger occurs. user18818 deals with this problem by using overlap suppression, this approach is a bit different. This only occurs if trades occur in the same bar and side. -Changed marker persistence to use a std::list<LargeTradeData> instead of a vector. This is much more efficient when erasing items since it is replacing nodes in a link list. -as of yet the marker recycling is not very well tested, this rarely occurs unless a large bar period is being used. It is fascinating to watch markers dilate and shift in real time as new large trades occur in contested areas such as absorption and distribution. Cheers |
Attachment Deleted. LargeVolumeAggregateTrades.cpp - Attached On 2026-05-08 16:02:56 UTC - Size: 15.36 KB - 17 views |
| [2026-05-09 06:07:29] |
| Sierra_Chart Engineering - Posts: 23713 |
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This is now released in prerelease 2905: Regarding combining Intraday trade records with same Price and Type functionality, the same as Time and Sales, we are going to start looking at this again and see if we can get that implemented. No promise yet though until we are successful.
This is the Chart Setting for it: Chart Settings >> Chart Data >> Trades Combining Method : {"None", "Combine Trades Into Original Summary Trade (Data Feed and Exchange Specific)", "Combine Trades with Same Price and Type (Bid/Ask)"} 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: 2026-05-09 06:08:02
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| [2026-05-09 06:26:45] |
| User751630 - Posts: 16 |
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Since I posted the LargeVolumeAggregateTrades some bugs were fixed and some changes/additions were made.
-Added the ability to merge concentric/overlapped markers to reduce marker pollution, if trades occur within a certain range/proximity, in ticks, merger occurs. user18818 deals with this problem by using overlap suppression, this approach is a bit different. This only occurs if trades occur in the same bar and side. -Changed marker persistence to use a std::list<LargeTradeData> instead of a vector. This is much more efficient when erasing items since it is replacing nodes in a link list. -as of yet the marker recycling is not very well tested, this rarely occurs unless a large bar period is being used. It is fascinating to watch markers dilate and shift in real time as new large trades occur in contested areas such as absorption and distribution. Cheers Hi, when i try to compile your .cpp, it works but then when i go to study>custom study i can't find the largevolumeaggregatetrade in the list. Do you know why? Thanks. And another question : Do you think you can code the nasdaq effort indicator like in deepcharts? https://www.deepcharts.com/helpcenter/article/deep-m-effort-(nq) copy paste with (nq) the url Date Time Of Last Edit: 2026-05-09 06:29:06
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| [2026-05-09 15:42:15] |
| cmet - Posts: 725 |
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User385376: Thanks for building that. Mentioned that this approach was needed in a 2019 thread on here. Couldn't figure it out. Sierra_Chart Engineering: Thanks for adding that. But what is needed is this functionality to be added to the Large Volume Trade Study directly. Essentially, a version of LVTS that is a visual representation of the Time and Sales that also has accesses to the combine records and filtering tools available there. The code in Post #42 is a good solution but a native SC version would be a unique addition to this platform. |
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