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Direct MessagesDate/Time: Sun, 05 May 2024 02:08:29 +0000
Found an issue with numbers bars calculated values!!!
View Count: 1308
| [2017-10-06 20:53:08] |
| Devil_On_WallStreet - Posts: 67 |
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The Low Bid Vol % SG45 & High Ask Vol % SG46 don't calculate properly with Range bars!!! With Range bars they usually fire off a few contracts in the direction of the close beyond the "set range" So it really skews the results of this study giving much lower outputs than it should :( I'm trying to solve it on my own right now by making a custom indicator... but I can't for the life of me find a good ASCIL example of taking info from only the top or bottom (range) of the bar.
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| [2017-10-07 10:41:02] |
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We do not think there is any problem with it working as it is documented: Numbers Bars: Numbers Bars Calculated Values Subgraph Descriptions 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 |
| [2017-10-07 20:07:57] |
| Devil_On_WallStreet - Posts: 67 |
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OK, I misunderstood... thought it was actually looking at the H/L of the bar... Being able to graph the Bid volume at the Low and Ask Volume at the high would be SOOOOOO USEFUL!!! As what happens in the middle doesn't really matter as much!!! I've seen the alert formula for that am wondering if there is any way to have the alert formula calculate an average? For example... I'd like to make an alert based on the average Ask Volume at the top 1/3rd of the bar being exceeded by "x%" on a single bar? Something like that provides great information about order flow momentum...
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| [2017-10-08 01:24:22] |
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Something more advanced like this will require the use of ACSIL: Advanced Custom Study Interface and Language (ACSIL) And the Volume at Price data: ACSIL Interface Members - Variables and Arrays: sc.VolumeAtPriceForBars 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 |
| [2017-10-08 20:11:22] |
| Devil_On_WallStreet - Posts: 67 |
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Thank you!!! Do you know of any examples of ACSIL code in which VAP is used within a specified range within the bar? (H-3 Ticks or H-30%)...
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| [2017-10-08 20:56:13] |
| ganz - Posts: 1048 |
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Clayton G http://www.sierrachart.com/supportboard/showthread.php?t=37616 |
| [2017-10-09 16:53:21] |
| Devil_On_WallStreet - Posts: 67 |
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Thanks Ganz Not quite what I'm looking for... What my thoughts are.. Creating a graph of values... Basically the "Bid Voume" and "Ask Volume" Studies modified to only look at top/bottom % of a bar. With that information a moving average could be applied and an alert made to show high or low spikes above/below the average which would be a really great way to see if there is either absorption or exhaustion happening on a pin bar... I just for the life of me can't seem to get the code right for making it look at only part of the bar to gather information for the graph |
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