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Date/Time: Sun, 05 May 2024 17:08:45 +0000



Post From: Hint needed to code study involving volume at price

[2015-07-24 17:36:20]
User911705 - Posts: 89
Hello, I've already made a couple inquiries to listed 3rd party Sierra developers and neither has even responded to an initial email:(

So, I'm going to try and figure out how to do this myself, but given the slim to nil documentation for sc.VolumeAtPriceForBars I don't have much to work from. I am a novice C++ programmer and have studied the related header file and the two sample pieces of code. This left my head swimming, LOL.

I want to create a study which will need to calculate the vpoc of the most recent 'n' bars, for every bar. I suspect I need to use some sort of array to hold all the prices from high to low of the most recent 'n' bars, but not sure if that's the only way to approach the problem. Might there be a way to do this with just using Sierra ACSIL commands, or am I going to need to create my own new data structure (hopefully that's the correct terminology).

Any hints or suggestions to point me in the correct direction would be most appreciated.