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Date/Time: Fri, 22 Mar 2019 17:33:19 +0000



Visualise large limit orders in the chart

Support Request:
[2019-01-10 15:06:24]
JanS - Posts: 38
Is it possible to visualise limit orders, for instance, upwards of a certain number contracts in the chart? I don't mean the regular DOM bars on the right. If there is an order with 15 or more contracts (as an example), then a dot is displayed in the chart at the price of the limit order and at the time/chart bar when this order was active. Is there a study which can be used to achieve this?
[2019-01-10 19:05:34]
Sierra Chart Engineering - Posts: 70084
We do not understand this. Are you referring to limit orders that you submit?

Otherwise, have a look at the Market Depth Historical Graph study:
https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375&Name=Market_Depth_Historical_Graph
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-01-11 10:29:33]
JanS - Posts: 38
This question relates to limit orders by general market participants as shown in the DOM graph.

The DOM graph shows current limit order quantities at the various price levels.

A study could filter for a certain quantity (i.e. everything above 20 contracts) and then place a dot above or below the current price in the chart at the price level at which limit orders of that quantity were placed.

This dot stays in the chart whether the orders were executed or not. The trader can thus easily see price levels of high-quantity limit orders. These usually act as support or resistance.

I take it that this is not possible with the studies currently available, correct?
[2019-01-11 18:42:32]
Sierra Chart Engineering - Posts: 70084
This is supported with the Market Depth Historical Graph study:

https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375&Name=Market_Depth_Historical_Graph

And you will want to use this input:
https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375&Name=Market_Depth_Historical_Graph#StudyInputs_GraphOnlyQuantitiesGreaterOrEqualTo
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

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