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Date/Time: Mon, 18 Jan 2021 01:37:18 +0000



Numbers Bars: Spreadsheet access to bid /ask size?

[2015-07-22 01:21:59]
User62657 - Posts: 11 | Ending Date: 2016-06-23 [Expired]
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]
Sierra Chart Engineering - Posts: 92907 | Ending Date: 2021-04-05
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. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2020-11-24 13:58:05]
User185476 - Posts: 4 | Ending Date: 2021-01-31
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?
[2020-11-24 14:02:42]
Ackin - Posts: 1502 | Ending Date: 2021-02-10
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]
Sierra Chart Engineering - Posts: 92907 | Ending Date: 2021-04-05
In regards to post #3 you would need to use ACSIL:
https://www.sierrachart.com/index.php?page=doc/AdvancedCustomStudyInterfaceAndLanguage.php

https://www.sierrachart.com/index.php?page=doc/ACSILProgrammingConcepts.html#AccessingVolumePriceDataPerBar
Sierra Chart Support - Engineering Level

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

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2020-11-25 14:56:01
[2020-12-11 20:07:12]
User185476 - Posts: 4 | Ending Date: 2021-01-31
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: 4172 | Ending Date: 2021-01-31
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:
https://www.sierrachart.com/index.php?page=doc/SpreadsheetSystemsAlertsAndAutomatedTrading.php#CreatingSystemAlert

And, in answer to your question, yes it will work the same way for real trading as it does in simulation.

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