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Date/Time: Sun, 28 Apr 2024 10:04:52 +0000



Bid Ask Volume Filters

View Count: 961

[2015-08-06 07:37:20]
User78442 - Posts: 260
Hi, I'm looking to do some studies that look at the Bid and Ask volumes but I want to look at two types of study;
1) Filter out trades above a threshold - Only smaller trade sizes
2) Filter out trades below a threshold - Only bigger trade sizes

Any ideas? The standard Bid/Ask Volumes don't have any filters.
[2015-08-06 08:09:01]
User78442 - Posts: 260
I've just looked at the T&S Volume - It has two sub-graphs but only seems to print either a bid or ask volume at each time stamp? What is being displayed?
[2015-08-06 08:11:02]
User78442 - Posts: 260
Sorry please ignore the last sub-message! I'm an idiot!
[2015-08-06 08:18:02]
Sierra Chart Engineering - Posts: 104368
For Volume Filtering refer to the documentation here:
https://www.sierrachart.com/index.php?page=doc/doc_ChartSettings.html#VolumeFilterH

Refer to the documentation for this study here to answer your other question:
https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html

Always first refer to the documentation because all we are going to do here is refer you to the documentation. And you have to wait for us to get an answer when in most cases you can find the answer to questions about a study.
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

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