Support Board
Date/Time: Sun, 31 May 2026 00:58:02 +0000
Post From: Large Volume Trade Study Issue
| [2026-05-11 00:52:32] |
| User260640 - Posts: 21 |
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User751630 - post 47: If the CPP file compiled the executable DLL should be found in the following directory -> C:\SierraChart\Data and should be named "LargeVolumeAggregateTrades_64.dll". In regards to post 50 and the aggregation period being too large at 1 second, my answer it all depends how combining was implemented. In "LargeVolumeAggregateTrades.cpp" a larger timeframe may catch more "large trades' while too small a time frame may miss some. In my implementation Volume aggregation stops the moment a trade type flips to the other side, not necessarily when the time frame threshold is reached. Actually I recommend using 800 ms or higher. Cheers |