Support Board
Date/Time: Thu, 17 Sep 2026 17:30:49 +0000
Post From: ACSIL replay: can VolumeAtPrice snapshots identify prices traded after an intrabar signal?
| [2026-09-17 14:56:07] |
| User432003 - Posts: 1 |
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Hello Sierra Chart Support, I have an ACSIL API behavior question. During replay, I need to determine whether a price level was touched AFTER an intrabar signal, excluding earlier activity in that same bar. Test configuration: - Sierra Chart version 2930 - Internal Trade Simulation - Calculate at Every Tick/Trade replay - UTC, 30-second chart, tick-stored intraday data - No volume filters or summary-trade combining - Continuous Futures Contract option 4, replaying the historical NQH25 segment The proposed method would enable sc.MaintainVolumeAtPriceData and use an effective VolumeAtPriceMultiplier of 1. At the signal decision, the study would save the original bar’s NumberOfTrades at each PriceInTicks using sc.VolumeAtPriceForBars / GetVAPElementAtIndex. At each subsequent exit evaluation, it would read that SAME bar again. A positive count difference at a price would be treated as evidence that the price traded after the signal. Could you please clarify: 1. During replay, do these VAP snapshots contain only data consumed by the chart up to the current study call, or can they contain later/preloaded activity? Does this also work when reading the original bar on the first study call after the next bar begins? 2. Are PriceInTicks values in the same back-adjusted price domain as sc.High, sc.Low and sc.Close for this continuous-contract configuration? 3. Is the snapshot synchronized with sc.FileRecordIndexOfLastDataRecordInChart, or another supported identifier for the chart’s consumed data? I need to distinguish activity before and after the signal even when records share the same timestamp. 4. Under these conditions, does a positive NumberOfTrades difference reliably identify newly traded prices? Are there relevant exceptions involving zero-volume records, unbundled trades, corrections, rebuilds or counter resets? If continuity can be broken, how can the study detect that and discard the affected comparison? I only need to know whether a level was touched by each evaluation; I do not need the order of individual touches between evaluations. If this method is unsupported, is there a supported same-chart API for obtaining that information? A specific limitation or documentation reference would also be helpful. Thank you. |