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Direct MessagesDate/Time: Fri, 03 May 2024 20:07:49 +0000
Post From: Spreadsheet data
| [2018-04-13 16:59:28] |
| User450179 - Posts: 105 |
|
Hi, Question about what data I should be downloading in order to build any and all...time, volume, tick, range charts in excel and then analyze that data in the cells. I think I would initially use the NUMBER OF TRADES PER BAR and set this number to one and add teh volume study if I want volume numbers. Then set the time from 9:30 am eastern to 16:00:; eastern if I only want open to close data. This DATA range should encompass every tick, every trade, every time frame, and all volume during this time period..correct? I am new to using the spreadsheet data, and I am pretty much a novice with the excel program. I am in the process of paying someone to help me with some of the data. If i wanted to use excel to build the following from the data would the number of trades per bar set to 1 with a volume be all I would need in order to have the data needed to let's just take the ES emini sp500 1. range chart based on ticks.. so volume in 1 tick, volume in 2 ticks, volume in 3 ticks etc,. each of these would be it's own spread sheet with data in the cells 2. bar chart with volume in 1 sec, 5 sec, 1 minute, 2 minutes, 5 minutes, etc. these would all have an associated excel spreadsheet CURRENTLY, I am getting this data but it is very time and labor intensive to change the time frames and then get the spreadsheet data for each time frame.. and then i do the same thing for the range chart based on ticks.. so i change the chart to 1 tick or 4 ticks or 10 ticks and that would be 3 different spreadsheet studies, and then for 4 markets is very time consuming. In summary, hving the bar per number of trades with volume should give me all the data I need to perform these studies outside of sierra chart once I hve the initial data downloaded? Thank you JAY |