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Direct MessagesDate/Time: Mon, 29 Apr 2024 13:25:04 +0000
Cumulative Time and Sales Filtered
View Count: 1189
| [2017-06-12 13:33:27] |
| User312162 - Posts: 40 |
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Is there a way to chart a substudy for time and sales that tracks the cumulative amount of trade based on a specific trade size. Ex: all trades on the ask from time and sales under 10 lots is accumulated throughout the trading session. Same for bid make the filter size for trading lots configurable to change. This would help to know if larger traders are active in the market. |
| [2017-06-12 20:20:25] |
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This can be done by using this particular study: http://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=127#Bid_Volume_vs_Ask_Volume And enabling Volume Filtering: http://www.sierrachart.com/index.php?page=doc/ChartSettings.html#VolumeFilter And setting the Intraday chart bars to 1 Day per bar: http://www.sierrachart.com/index.php?page=doc/SessionTimes.php#CreatingDailyBarsCustomSessionTimes Also refer to: http://www.sierrachart.com/index.php?page=doc/ChartDataFiles.html#LargeVolumeTrades 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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