Support Board
Date/Time: Wed, 24 Apr 2024 16:44:06 +0000
Post From: Sierra Chart Now Supports Building Custom Chart Bars Efficiently in ACSIL
[2018-04-20 18:10:53] |
Andy Sureway - Posts: 93 |
I just looked into the technical details. The first question to me whether this kind of study processes the data tick by tick? My guess is the statement sc.UsesCustomChartBarFunction = 1; changes the behavior into of iterating over ticks instead of the usual behavior of iterating of bars.And ChartBarInterface.CurrentBarIndex is the index of the output bars. I guess there is no tick indexing. So my first thought of rewinding back to the most recent high/low and modifying ChartBarInterface.StartNewBarFlag = 1 is not possible. Then the next option is to record all the information after the most recent high (low) up to the current tick. In case of a reversal, do modification of the last generated bar, in term of the date/time, high/low, open/close, volume, ask/bid volume, (ask/bid) volume by price ... I'd appreciate your input on this approach? Any possible hurdle or inefficiency you can see? Thanks a lot! |