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Direct MessagesDate/Time: Thu, 25 Apr 2024 04:33:07 +0000
Numbers Bars: Spreadsheet access to bid /ask size?
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| [2015-07-22 01:21:59] |
| User62657 - Posts: 11 |
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I need to access each 'bid size at price' and 'ask size at price' found in the Numbers Bars study. By example, a 10 minute numbers bar (for S&P) typically has lots of separate bid and ask size information at each price within that 10 minute graphic bar. I'm trying to gain spreadsheet access to the size information for bid and ask at price (note I don't want the total bid+ask at price). The output might look like: Bid |Ask 1572 @ 2110.25 | 661 @ 2110.25 1581 @ 2110.00 | 859 @ 2110.00 205 @ 2109.75 | 0 @ 2109.75 I should be able to determine the bid size at 2110.00 was 1581...I should then be able to port that data to a spreadsheet. This must exist internally just to produce numbers bars. How can I gain access and port to a spreadsheet for further analysis I've read the documentation and queried the forums/faqs, but still haven't found the solution. This must be possible Thank you in advance. |
| [2015-07-22 06:25:22] |
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This is not possible with Spreadsheets. Only by using the Advanced Custom Study Interface and Language. This is documented here: http://www.sierrachart.com/index.php?page=doc/doc_ACSILProgrammingConcepts.html#AccessingVolumePriceDataPerBar 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 |
| [2020-11-24 13:58:05] |
| User185476 - Posts: 6 |
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Hi guys. Please tell me if it is possible to get the value of the difference between bid and ask in the POC in Numbers Bars study in Spreedsheet or if you need to use the ACSIL?
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| [2020-11-24 14:02:42] |
| Ackin - Posts: 1865 |
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If you are registered on the CZSK forum then you can use these studies for what you need. Studies: 98) Numbers Bars: SG AVAP 99) Numbers Bars: SG BVAP 100) Numbers Bars: SG Combined AVAP/BVAP 101) Numbers Bars: SG Delta ABVAP 102) Numbers Bars: SG Delta TVAP 103) Numbers Bars: SG Ratio ABVAP 104) Numbers Bars: SG TVAP 105) Numbers Bars: SG VVAP contact link: https://www.sierrachart.com/UserControlPanel.php?page=StudyStore&SCDLLName=zyp_download_free |
| [2020-11-25 14:55:23] |
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In regards to post #3 you would need to use ACSIL: Advanced Custom Study Interface and Language (ACSIL) ACSIL Programming Concepts: Accessing Volume at Price Data Per Bar 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: 2020-11-25 14:56:01
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| [2020-12-11 20:07:12] |
| User185476 - Posts: 6 |
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Thanks for the help. I have one more question. In simulation mode, I return the numbers 1, 2, 3, etc. to cell k3 via the IF function. The buy signal is processed and the order is placed at all, but the arrow is not drawn if the value is different from 1. Will it work in real mode and can the arrows be displayed if not 1 is returned? |
| [2020-12-11 21:35:15] |
| John - SC Support - Posts: 31098 |
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Actually, the arrows are being drawn when you have a value other than 1, but they are drawn at the actual number entered. So, if the number is 2, then the arrows are being drawn way down at 2, which it sounds like you are not seeing (normally, this would compress your chart so you would see all the information, but your chart must be setup to ignore the Spreadsheet Trading study). When you have a value of 1 in the cell, that that is treated special and the arrow is placed at the low of the bar. In general, the K, L, M, and N columns are looking for True/False information, or 1 (True), and 0 (false). Any number other than 0 is treated as a True condition and you will get the order. But you really would be best to just use 1's and 0's for your status. For more information refer to the information here: Spreadsheet Systems, Alerts and Automated Trading: Creating a System or Alert And, in answer to your question, yes it will work the same way for real trading as it does in simulation. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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