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Date/Time: Sun, 28 Apr 2024 20:00:20 +0000



[User Discussion] - Study for Bar Range-Time-Volume

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[2016-06-12 21:42:33]
User94740 - Posts: 333
is there an existing study for this combination of factors
[2016-06-12 22:00:21]
Sierra Chart Engineering - Posts: 104368
What kind of a question is this? Is this meant for Sierra Chart Support?

Range, time, volume? What is all this about? It is next to meaningless.
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
[2016-06-12 22:59:03]
User94740 - Posts: 333
certainly. It would be likened to volatility or path of least resistance. I was only wondering if there is a single study containing all three elements or if i probably had to manufacture my own. You know your software and its contents better than anyone else, so I asked, but it is hard to understand this kind of response and by all means I respect the people working for sc to make it the best trading and charting software it can be. Thank u anyway and hope all is well.
[2016-06-13 05:21:22]
Sierra Chart Engineering - Posts: 104368
This is still too vague for us.

The best we can suggest is the Volume by Price 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
[2016-06-15 14:06:49]
User13668 - Posts: 291
User 94740:

I can see why SC have found your post/ vauge. But I suspect you may be a member of Futures.io forum and have been following the threads that look at 'speed of bar/trades/volume' as a point of possible trade initiation.

I am aware of those threads so I think I can glean what you were asking of SC.

As SC responded there is the Volume by Price study but that does not include a Time element. There is also the Bar Duration study, but that does not include either a price or volume (depending on bar type used) element.

There is a User Contributed study (that is NOT in the UC package supplied by SC) that is called Speed of Trades (SoT) it provides a measure of how many Trades occur per second, so if it is applied to a Range or Renko chart it will tell you how many Trades per Second occurred in that bar. This gives you an indication of speed relative to time/trades in a price bar.

Note: the usage of the word Trade is deliberate ie the study looks at Trades not Volume and there is no option to change this and I do not believe the source code has been posted.

You will find the study here at post #7 (read the whole thread): Trade Intensity/Pace of Tape indicator for SierraChart?

This study was written a while ago and @ganz says that they were still waiting for some database changes to be made by SC.

Maybe Sierra Chart Engineers could add/replicate this study as standard, or could reach out to @ganz for you (I don't think we can contact other SC posters directly) to verify if his study is still valid and possibly get the source code and /or add an option to have Speed of Volume in addition to Speed of Trades. I believe @ganz is still an active member here.
Date Time Of Last Edit: 2016-06-15 14:08:47
[2016-06-15 14:39:26]
User94740 - Posts: 333
thank u user 13668. It was quite informative and certainly interesting. I will look further into it.

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