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[Programming Help] - Measure Cumulative Delta on price zigzag

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[2015-10-07 00:58:45] #1 [Go To First Post]
User871436 - Posts: 5
It may be that I just don't know how to do this. I'm using the zigzag study on a price chart, but rather than measuring and printing the length of each swing in points, ticks, or volume, I'd like to have the cumulative delta (net volume) during the swing measured and printed. Is this possible? Thanks!

[2015-10-07 03:27:15] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This is not supported. 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

[2015-10-07 05:10:31] #3 [Go To First Post]
User871436 - Posts: 5
Thanks. Can I submit a request that you add that functionality? I've seen in on another platform, I think NT. Thanks.

[2015-10-09 05:06:22] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Actually this is already supported. In the Zig Zag Input settings you need to set Volume to Accumulate to Ask Bid Volume Difference . Reference: http://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s133 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: 2015-10-09 05:06:40

[2016-07-10 05:09:06] #5 [Go To First Post]
Bedhog - Posts: 168
I have an idea on how to do this... just need a hand from the spreadsheet gurus. The goal... (for example) if we just had a down leg with -1096 delta printed on the zigzag low, and price begins to retrace, I want to know if that counter-move is supported by actual volume, or if it's bouncing because of a liquidity vacuum. I am using the Ask Bid Volume Difference on the zigzag study and outputting the extra values for spreadsheets. The end result here will be a Text Display for Study From Chart showing the value contained in O3. In spreadsheet column O3, I want to identify the difference between the previous zigzag point and the current accumulated volume. Put another way: the difference between the AFn (AccumlatedVolume) from row n where n = the first non zero value found in column AE (Zig Zag Line Length) and the value found in AF3 (AccumulatedVolume). Something like this =Index($AF$4:$AF$100,MATCH(<>0,$AE$4:$AE$100,0) or =GETCORRESPONDINGMATCH($AD4:$AD12, <>0, 0, 1, 0, $AF4:$AF12, 0) In the attached image, I want to subtract AF11 from AF3 and stuff it into O3. But to find AF11, I need identify the non-zero value in AE11. O3 will eventually have the value of -1052 (-1096 + 44) Thank you. Date Time Of Last Edit: 2016-07-10 06:12:13


zigzag-delta.JPG / V - Attached On 2016-07-10 05:04:14 UTC - Size: 47.06 KB - 529 views nb-zigzag-fr.jpg / V - Attached On 2016-07-10 05:18:36 UTC - Size: 156.88 KB - 674 views

[2016-07-10 12:58:10] #6 [Go To First Post]
Sawtooth - Posts: 3993
You only need to get the latest AF value into row 3, using this in a spare column e.g. K3: =IF(AE3>0,AF3,K4) Then in O3: =K3+AF3 Date Time Of Last Edit: 2016-07-11 13:26:51

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