Support Board
Date/Time: Fri, 20 Jun 2025 05:39:33 +0000
Post From: Sierra Chart Engineering: Question about sc.AskVolume[] and sc.UpTickVolume
| [2022-06-08 19:25:17] |
| BenjFlame - Posts: 338 |
|
Hi, I have 2 questions and I would need precise answers, please. On this page ACSIL Interface Members - Variables and Arrays: sc.BaseDataIn[][] / sc.BaseData[][] I read: sc.BaseData[SC_UPVOL] or sc.UpTickVolume: This array contains the total volume of trades for the bar where the trades occurred at a higher price than the trade before or the symbol traded at the same price as before and previously it traded higher. Let's consider this sequence of 5 consecutive trades occurring at fictitious price levels starting at 1000: 1) 1 contract at 1000 at ask (uptick previously was 999) 2) 1 contract at 1001 at ask (uptick) 3) 1 contract at 1001 at ask (same price level) 4) 1 contract at 1001 at ask (same price level) 5) 1 contract at 1001 at ask (same price level) Do ALL 5 trades volume be counted in the calculation of sc.UpTickVolume ? Or just the first 3? I'm confused as when you said "or the symbol traded at the same price as before and previously it traded higher". I'm pretty sure trade 1-2-3 are counted in, but not sure about trades 4 and 5. Date Time Of Last Edit: 2022-06-08 19:27:36
|