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Date/Time: Wed, 19 Jan 2022 13:33:55 +0000

[User Discussion] - Is it possible to get bid/ask volume included as part of the dra

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[2013-06-08 20:58:29]
enemyspy - Posts: 301
Hi am trying to get the bid ask volume as part of the spread sheet data for the Draw Vbp function. Currently all it seems to give me is POC. I suppose I could hire someone to create a macro to accomplish the same thing with the bid/ask volume for me as I am too dumb to do it myself in an efficient way and lack sufficient understanding of programming.

I would rather not have to hire someone if there is an easy way to just get the bid/ask volume for vbps included in the study. Has anyone been able to do this?
Date Time Of Last Edit: 2013-06-08 21:05:39
[2013-06-09 01:07:25]
ganz - Posts: 1048


This is not exactly what you are asking for but just for the info


gd lck
[2013-06-09 02:39:45]
enemyspy - Posts: 301
That is interesting at a glance...but still need to be able to quickly draw instances in a discretionary manner using vbp and get the bid ask info from those separate instances with minimal effort. If this can be achieved than I think the work you have posted in that thread will become even more useful.
[2013-06-09 02:55:15]
M5amhan - Posts: 468
you can get a visual from the profile of the bid/ask volume for each price level (displayed in attachment)

you could also have the bid x ask volume numbers written on the profile (displayed in attachment)

if you are trying to get bid volume and ask volume totals for the day you could use a daily chart with bid volume and ask volume studies.. i know you are trying to get this info in spreadsheet but this is what i came up with
imageES2.PNG / V - Attached On 2013-06-09 02:54:38 UTC - Size: 53.5 KB - 405 views
[2013-06-09 04:12:03]
enemyspy - Posts: 301
Thank you Trade2day1. I appreciate your help and understand how to get the totals visually.

My purpose is not to collect the totals based on any fixed period, but to get the info based on variable time periods which meet other static criteria. If that makes sense.......... I could go through and do this manually searching for all the visual instances and then by looking at the spreadsheet dates I could then add the correct row #s corresponding to each formula of interest for the time period I require in each particular instance.....but it will take way too long.

Which Is why it would be perfect if there was either a way to access all the same data that we get visually out vbp and #s bars, on a spread sheet. So that by using Vbp Draw tool we can quickly capture several instances and test various Theories quickly and very efficiently.

The only other way I can think to do this is to create a spreadsheet where it is possible to type in the start and end times to time fields which govern the time period of each formula thereby spitting out the necessary results. However I would have no idea even how to begin going about this.

I am also wondering if it could be possible to draw the volume profile and then create a formula that automatically makes use of the dates and times it spits out into the spreadsheet to govern the time range applied to the volume totals on every seperate volume indicator added independently to the study?

Does this make any sense?

In any event I would potentially pay someone for this solution...It would facilitate the experiments I want to conduct, and I would be happy to share my findings as well.

Date Time Of Last Edit: 2013-06-09 04:27:13
[2013-06-09 04:40:23]
M5amhan - Posts: 468
sure it makes sense but i have no idea how to do that..

here is a list sierra provides of developers in case you didnt know about it and end up needing one: https://www.sierrachart.com/index.php?l=doc/SierraChartStudyAndSystemProgrammers.html
[2013-06-09 08:37:10]
enemyspy - Posts: 301
Alright Thanks....

Btw I did take more time to read over the lengthy manual on the numbers bars and figured out how to get all kinds of delta/volume difference stats populating the spreadsheet via the "Numbers bars Calculated Values Study" which is great and saves me time and head scratching having to derive this stuff myself. The only thing that remains is being able to capture instances of all those stats using dynamic time periods quickly, and also having the ability to catalogue each instance as it's own custom data set or row.

Again I thought a great way to accomplish this would be using the vbp draw tool. But is there a way I can create a spreadsheet app to automate this process by typing in dates in a similar way to how we drag the the vbp over the desired time period?

Any devs out there would this be relatively easy to program?
[2013-06-10 00:50:43]
enemyspy - Posts: 301
alright I guess I will have not choice but to do this the hard way....I will get the stats I seek one way or another

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