Support Board
Date/Time: Sun, 07 Dec 2025 18:20:16 +0000
[Programming Help] - time and sales - combined records with study
View Count: 244
| [2025-10-10 16:44:59] |
| User568229 - Posts: 4 |
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Hi, As I can see in time and sales window settings it is possible to combine records with same time and price (down to same second). I would like to combine records with same price range (i.e. +/- 2 Ticks) down to same minute with simple functions to create an alert in a study. Alternatively it could also be same type and time down to minute in combination with volume filter (this may be easier). Is this possible without using too much CPU? And if what is the combination of functions you suggest? I could not get a hold of it. thanks for your support |
| [2025-10-11 17:26:06] |
| ForgivingComputers.com - Posts: 1173 |
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You would need to use this function to get the individual trades and then do the grouping by time and price in your study: ACSIL Interface Members - Functions: sc.GetTimeAndSales() |
| [2025-10-27 21:23:38] |
| User568229 - Posts: 4 |
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Thank you very much for your quick answer. I am new to programing and would like to build a custom study that accumulates volume of consecutive printed bid or ask trades from time and sales data. I noticed that only prints within the same time (I believe down to second) got accumulated but it would not continue accumulating the next couple of prints. There are probably a number of solutions to the problem. From what I can tell: 1) where would it be possible to change that it would accumulate same type prints dwon to minute 2) or how could I store the current type of trade i.e. ask and compare it to the next one so that I could let the accumulation run as long as prints are same type. Notice that I also have a volume filter on, so the sequence of the prints could be interrupted. I attached the study. Thanks for your support |
Private File Attachment Deleted. |
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