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Date/Time: Tue, 21 May 2024 19:44:03 +0000



Post From: Calculate volume of certain bars and display end of day cum delta

[2017-01-15 19:35:40]
Sierra Chart Engineering - Posts: 104368
You really would have to custom program something like this using ACSIL:
Advanced Custom Study Interface and Language (ACSIL)

You can modify the existing Cumulative Delta Bars-Volume study. Refer to:
https://www.sierrachart.com/index.php?page=doc/BuildCustomStudiesDLL.html

As you are aware in modern markets most big orders are broken down into smaller ones, as a result the filter is kind of irrelevant.
Yes, we are aware of 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
Date Time Of Last Edit: 2017-01-15 19:36:47