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Direct MessagesDate/Time: Wed, 24 Apr 2024 02:04:59 +0000
Post From: spreadsheet questions
| [2013-05-16 01:53:11] |
| WarEagle - Posts: 70 |
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Thanks Tom for the tip. Unfortunately it still does not return true when that cell is the same as the LastTime value. https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=442 The problem I am trying to solve is that I would like to keep a running total of volume at price but reset when needed by clearing the spreadsheet. I used a formula to add the LastSize to the current value of a cell based on what price the trade was at. Since the sheet updates on bid/ask changes in the quote line I end up with the same LastSize value being added multiple times if no new trade has occurred since the last update. So my solution was to compare the LastTime of the print to the current time. If they match, add the new volume, if not, assume its the same print as the previous one. Is there another way to possibly do this? Also I have a follow up question to point #1. If I am running the spreadsheet study on a chart would I be able to see the price of any limit orders that I have placed (not filled positions yet)? This question was because of a previous thread asking about the estimated position in the queue of a limit order. The response from Sierra was that they could not add this calculation based on the effect on performance of the software. My solution was to capture the price of my limit order in a spreadsheet, get the bid or offer size when the order shows up and then deduct any prints at that price while the order is live. Is this a possible workaround? I guess one other thing I would need access in the spreadsheet to would be the depth bid/ask data where my price is at. |
 time_comparison.png / V - Attached On 2013-05-16 01:52:00 UTC - Size: 4.1 KB - 749 views |