Login Page - Create Account

Support Board


Date/Time: Tue, 14 May 2024 02:36:00 +0000



VAP, BVAP, AVAP identifiers return error when using documented syntax

View Count: 1799

[2014-11-21 22:43:34]
Shane - Posts: 31
The VAP, BVAP and AVAP main price graph identifiers return a syntax when using this syntax:

VAP[H - (TICKSIZE * 1)][0]

The intention being to access bid, ask and total volume at other price levels within the bar relative to the high and low (nice implementation, BTW, thank you).

Please see that attached graphic.

regards,
shane
imageVAPsyntax.png / V - Attached On 2014-11-21 22:43:18 UTC - Size: 154.49 KB - 381 views
[2014-11-21 23:19:21]
Sierra Chart Engineering - Posts: 104368
We have not yet gotten to solving this yet. If we indicated this previously, then that was a mistake with what we said.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-11-22 03:51:26]
Shane - Posts: 31
It was not mentioned one way or the other; and it was in a thread that had spun off onto many tangents. That thread is now locked (wise move) hence this new one where we can track progress of this request.

regards,
shane
[2014-11-22 05:46:06]
Sierra Chart Engineering - Posts: 104368
OK, understood. Although the formulas you are using are documented, the implementation is not yet complete. It was more involved than expected.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2015-09-17 13:11:40]
User115786 - Posts: 6
It is 10 months since the last post on this thread - have you now 'gotten to solve' this yet?

Regards,

Trev
[2015-09-17 18:42:23]
Sierra Chart Engineering - Posts: 104368
Alert Formula Error - Chart: XAUUSD 5 Min #32 | Error: #SYNTAX! | Formula: =VAP[H - (TICKSIZE * 1)][0]>1 | No alert sound/email


We can see that this is still giving a syntax error although support was added for this. We need to look into this again.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2015-09-17 18:49:44]
User115786 - Posts: 6
Thank you for the response.

What time scale do you have for a resolution?
[2015-09-17 19:14:45]
Sierra Chart Engineering - Posts: 104368
We see support was added for these types of formulas back in February 2015.

The problem is though that the format of them changed to normal function calls.

the most reasonable way to handle this is to turn VAP, BVAP, and AVAP into specialized spreadsheet formula functions. This will change the syntax to =AVAP(H - (TICKSIZE * 1), 0).

So in the particular example given the syntax is:
=AVAP(H - (TICKSIZE * 1), 0)

We apologize for this. We had not updated the documentation.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2015-09-18 09:30:34]
User115786 - Posts: 6
Many thanks for the reply.

I am having problems with this.

I have reduced the formula to it's basics:

=AVAP(H, 0) >= 8

I am using this in a Colour bar based on alert study, but I am finding that bars with ask vol of 8 or more does not always produce an alert.

What am I doing wrong?

Appreciate your help with this.

Best regards,

Trevor
[2015-09-18 17:27:59]
Sierra Chart Engineering - Posts: 104368
Your formula definitely will not always give you alert in this case because it is not looking for what you are describing:

I am using this in a Colour bar based on alert study, but I am finding that bars with ask vol of 8 or more does not always produce an alert.

The formula is going to give you an alert if at the High price level of the bar the Ask Volume is greater than or equal to 8.

Here is an example of the formula, =AVAP(H, 0) >= 20, using the Color Background Based on Alert Condition:
http://www.sierrachart.com/image.php?l=1442597127463.png
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2015-09-18 17:29:34
[2015-09-21 14:16:49]
User115786 - Posts: 6
Hi,

Agreed, I want an alert on every bar with a high that has 8 or more ask volume and I am using:

=AVAP(H, 0) >= 8.

I am painting a pink 'down triangle' on each bar that meets this criteria.

On the screen shot attached not all bars are been triggered and some are triggering with less than 8.

Please see second bar from left Ask Vol is only 3 and bar on extreme right has Ask Vol of 14 but nor triangle down.

Many thanks.
imageCapture 1.JPG / V - Attached On 2015-09-21 14:15:26 UTC - Size: 42.34 KB - 343 views
Attachment Deleted.
[2015-09-22 04:43:00]
Sierra Chart Engineering - Posts: 104368
What is the price level where you see 0 | 3?

What is the High of that bar using the Chart Values tool:
https://www.sierrachart.com/index.php?page=doc/doc_Tools.html#ChartValues
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account