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Date/Time: Thu, 13 Nov 2025 23:26:55 +0000

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[Programming Help] - Number Bars Calculated Values

View Count: 36

[2025-11-13 15:23:41]
[Go To First Post]
trader88 - Posts: 18
Dear Support,

I am working on automated trading system using Footprint charts and Number Bars Calculated Values (NBCV). As I am reding values from NBSV I follow indexing as I can see in Subgraphs:

Ask Volume Total -- SG6
Bid Volume Total -- SG7

.....

Total Volume -- SG13

=====

What is the correct way to read Ask Volume and Bid Volume from Numbers Bars Calculated Values study when Display Mode is set
to 'Number Bars'? I am currently reading SG6 for Ask and SG7 for Bid, but SG7 contains negative values which doesn't make sense for Bid Volume.

Problem: SG7 (mapped to "Bid Volume Total") contains negative values in 10 out of 50 bars (min=-2.00 max=234.00), which doesn't
make sense for Bid Volume.

Display Mode: "Number Bars" <----- Unable to Change this

Data Evidence:
- SG6 (AskVol): min=41.00 max=829.00, negs=0/50 (looks correct)
- SG7 (BidVol): min=-2.00 max=234.00, negs=10/50 (getting negatives!)
- SG5: min=31.00 max=764.00, negs=0/50 (possible correct BidVol?)

NOTE: Values Displayed on NBCV Studies in my chart are correct and there are NO negative values where we know only positive make sense.

-----

This is a code I am reading NBCV

// Lambda to fetch NBCV subgraphs from micro chart
auto fetchNBCV = [&](int sg, SCFloatArray& out) -> bool {
sc.GetStudyArrayFromChartUsingID(microChartNum, nbcvStudyID, sg, out);
return out.GetArraySize() > 0;
};

// NOTE: We compute Total Volume = Ask + Bid ourselves instead of reading from study
// This avoids SG mapping brittleness and guarantees non-negative values

// Fetch all NBCV subgraphs we need
// NOTE: Total Volume computed as Ask + Bid (primary), SG13 fetched for validation only
SCFloatArray aBidAskDiff; // SG1: Ask Volume - Bid Volume Difference (delta)
SCFloatArray aAskVol; // SG6: Ask Volume Total
SCFloatArray aBidVol; // SG7: Bid Volume Total ← THIS IS GETTING NEGATIVES!
SCFloatArray aTotVol; // SG13: Total Volume (validation/fallback only)
SCFloatArray aPOCVol; // SG20: Point Of Control Volume
SCFloatArray aPOCPrice; // SG42: Point Of Control Value (price)
SCFloatArray aVolPerSec; // SG36: Volume / Sec
SCFloatArray aUpDnDiff; // SG50: Up/Down Tick Volume Difference
SCFloatArray aNumTrades; // SG12: Number of Trades
SCFloatArray aAvgVolPerTrade; // SG15: Average Volume per Trade
SCFloatArray aHiLoRange; // SG41: High Low Value (bar range)
SCFloatArray aPullbackHigh; // SG37: High Pullback Ask/Bid Vol Diff
SCFloatArray aPullbackLow; // SG38: Low Pullback Ask/Bid Vol Diff

// Fetch all required NBCV subgraphs
if (!fetchNBCV(1, aBidAskDiff) || !fetchNBCV(6, aAskVol) || !fetchNBCV(7, aBidVol) ||
!fetchNBCV(20, aPOCVol) || !fetchNBCV(42, aPOCPrice) ||
!fetchNBCV(36, aVolPerSec) || !fetchNBCV(50, aUpDnDiff) || !fetchNBCV(12, aNumTrades) ||
!fetchNBCV(15, aAvgVolPerTrade) || !fetchNBCV(41, aHiLoRange) ||
!fetchNBCV(37, aPullbackHigh) || !fetchNBCV(38, aPullbackLow))
{
// Fail if any critical SG missing
return;
}


.....

// Compute Total Volume = Ask + Bid (guaranteed non-negative)
for (int i = microStartIndex; i <= microEndIndex; i++)
{
if (i >= 0 && i < aAskVol.GetArraySize() && i < aBidVol.GetArraySize())
{
float ask = aAskVol;
float bid = aBidVol;

// Defensive clamp (should never happen, but safety first)
if (ask < 0)
{
sc.AddMessageToLog(SCString().Format("Negative AskVol (%.2f) clamped to 0 at idx=%d", ask, i), 1);
ask = 0;
}
if (bid < 0)
{
sc.AddMessageToLog(SCString().Format("Negative BidVol (%.2f) clamped to 0 at idx=%d", bid, i), 1);
bid = 0;
}

currentVolume += (ask + bid); // USE COMPUTED TOTAL
}
}
[2025-11-13 15:44:21]
[Go To First Post]
User431178 - Posts: 809


I am working on automated trading system using Footprint charts and Number Bars Calculated Values (NBCV). As I am reding values from NBSV I follow indexing as I can see in Subgraphs:

Ask Volume Total -- SG6
Bid Volume Total -- SG7

.....

Total Volume -- SG13

=====

What is the correct way to read Ask Volume and Bid Volume from Numbers Bars Calculated Values study when Display Mode is set
to 'Number Bars'? I am currently reading SG6 for Ask and SG7 for Bid, but SG7 contains negative values which doesn't make sense for Bid Volume.

Problem: SG7 (mapped to "Bid Volume Total") contains negative values in 10 out of 50 bars (min=-2.00 max=234.00), which doesn't
make sense for Bid Volume.



// Fetch all required NBCV subgraphs
if (!fetchNBCV(1, aBidAskDiff) || !fetchNBCV(6, aAskVol) || !fetchNBCV(7, aBidVol) ||
!fetchNBCV(20, aPOCVol) || !fetchNBCV(42, aPOCPrice) ||
!fetchNBCV(36, aVolPerSec) || !fetchNBCV(50, aUpDnDiff) || !fetchNBCV(12, aNumTrades) ||
!fetchNBCV(15, aAvgVolPerTrade) || !fetchNBCV(41, aHiLoRange) ||
!fetchNBCV(37, aPullbackHigh) || !fetchNBCV(38, aPullbackLow))
{
// Fail if any critical SG missing
return;
}


The subgraphs are zero indexed, so you are not getting the data that you think you are.
Ask Volume Total -- SG6 --> index = 5 (not 6)
Bid Volume Total -- SG7 --> index = 6 (not 7)
[2025-11-13 18:57:48]
[Go To First Post]
trader88 - Posts: 18
Thank you so much.

IS this true for all other studies and subgraphs. How about for Volume Profile:

POC - Point of Control -- SG2

and so on

So it to get data programmatically for POC I must use index 1?

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