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Date/Time: Sat, 10 May 2025 21:18:21 +0000



How to filter number bars chart by lots traded in size

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[2016-03-02 23:37:20]
User167108 - Posts: 49
Hi ,

I am trying to see number bar charts for the lots traded n size 50 and lot 100 . How do i do that ? . I am aware of the settings Advanced Settings 2 >> "Volume Filter, Exclude <=".

But its filtering volume of 50 rather than only filtering trades happend in size 50 . May option available . I am not aware of . Appreciate your time . My goal is see big lots activity . would it be possible with number bars charts ?
[2016-03-03 04:28:28]
Sierra Chart Engineering - Posts: 104368
Refer to the documentation here:
http://www.sierrachart.com/index.php?page=doc/doc_ChartSettings.html#VolumeFilterH

Always read the documentation.
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:
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[2016-04-06 02:22:28]
User502947 - Posts: 7
Hi,

I am trying to apply the same method and it appears this like "this will filter the volume from trades that have a volume that is less than or equal to the specified value". Although, I think that the original post and myself are looking for a way to filter volume for how many 100 lot contracts are sold/bought. I would only like to see volume highlighted for those contracts. For all other contracts traded, I would like to see them in a different color.

Thank you.
[2016-04-06 04:08:32]
Sierra Chart Engineering - Posts: 104368
Refer to:
https://www.sierrachart.com/index.php?page=doc/doc_ChartDataFiles.html#LargeVolumeTrades

The Numbers Bars study does not do anything like this at all.

And we do not know what is special about 100 contract trades which are not detectable to begin with, at least with the Sierra Chart Exchange Data Feed.
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: 2016-05-23 01:13:30
[2016-05-23 00:35:16]
User167108 - Posts: 49
Sierra Chart Suppor,

Please see attached chart using Markrtdelta . They are filtering number bar caluclated values like Delta using lot sizes ... Useful method to evaluate retail traders vs big lot traders


Bottom pane has 4 boxes

Lots traded in size >99
Lots traded in size >49
Lots traded in size >24

This will help understand one piece of puzzle ( who is aggressive or who is controlling the price action at that moment ).

SC charts has great feature and it should be possible if MD is doing it in my general assumption. Please see you can help us having this feature
Date Time Of Last Edit: 2016-05-23 00:40:20
imageimage-48.png / V - Attached On 2016-05-23 00:32:17 UTC - Size: 78.08 KB - 661 views
[2016-05-23 18:34:56]
Sierra Chart Engineering - Posts: 104368
Respectfully, this is faulty analysis and cannot be reliably done with IQ Feed which we see is being used in that screenshot.

And also Sierra Chart does have a volume filter as well:
http://www.sierrachart.com/index.php?page=doc/doc_ChartSettings.html#VolumeFilterH


What you want to do we hope to support with the Sierra Chart Exchange Data Feed sometime before the end of the year though.
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
[2016-05-23 18:36:37]
Sierra Chart Engineering - Posts: 104368
Also, if this is what you are after:

This will help understand one piece of puzzle ( who is aggressive or who is controlling the price action at that moment ).

Then looking at large volume trades is definitely not the way to do it. You need to look at something like Cumulative Delta Bars or Numbers Bars. And use a data feed which properly identifies the aggressor in the trade which the Sierra Chart Exchange Data Feed currently does:
http://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php
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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