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Date/Time: Fri, 19 Jul 2024 17:26:39 +0000



Vol/sec data under Number Bar Calculated values

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[2019-04-04 15:36:05]
User657944 - Posts: 173
Hi Team, I 'm trying to use the Vol/sec data under Number Bars calculated values, but doing some analisys I found strange values. I mean since a vol/sec should be a costant data flow: I count the vol per second that I receive as input seconds by seconds, while if I change the timeframe of the bars or the volume per bar the results as you can see in the attached charts are competely different. Can you explain how it is calculated or at least if you can't show that why it is not a costant value?
thx
Alberto
Attachment Deleted.
Private File
Private File
[2019-04-04 18:11:30]
John - SC Support - Posts: 33154
We are not sure exactly what you think is not correct, but the calculations are very simple. It is just the Total Volume of a bar divided by the Duration of the bar in seconds.

You can easily look at the values and the calculations by turning on the Total Volume, Bar Duration, and Volume per Second subgraphs for the study. Just divide the Total Volume by the Bar Duration (in seconds) and you will get the same number as is displayed in the Volume per Second.

You will find the information on how these items are calculated in this section of the documentation:
Numbers Bars: Numbers Bars Calculated Values Subgraph Descriptions
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2019-04-04 18:49:13]
User657944 - Posts: 173
OK John thx for answering I will check if and How I can use this input into my Algo. Regards Alberto
[2024-04-02 11:24:06]
User217676 - Posts: 9
Hi,

I use the NBCV Vol/s study to have a simple vol/s meter (as shown in the screenshot).
I use a dedicated chart for this with 10sec bar period.
But each 10sec, the vol/s meter reset itself to zero since it creates another bar.

Is there a way to have a study that continuously calculate the vol/s without resetting itself at each period ?

Regards,
S.

‚Äč
imageScreenshot 2024-04-02 131705.png / V - Attached On 2024-04-02 11:23:39 UTC - Size: 4.34 KB - 62 views
[2024-04-03 15:31:25]
John - SC Support - Posts: 33154
The Numbers Bars Calculated Values studies give you the information per bar. Therefore the "Volume per Second" resetting with each bar is perfectly normal and expected.

If you are wanting a longer calculation, then you would either need to change your bar period, or use a different method to determine the Volume per Second (you would have to combine a few studies to get this, or use the Spreadsheet Study).
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-04-03 16:47:33]
User217676 - Posts: 9
Thanks John,

If anyone is interested, I found a solution to build a vol/s meter the way I wanted :
- Create a new chart with a 1sec bar period
- use a "Volume" study and display it as main price graph.
- use a "moving average" study. As Input data select "Volume". As length, select the averaging duration in seconds you want for your vol/s meter.
- Use the "Text display for study from chart" study and select the moving average as source.
- Done.
[2024-05-25 02:52:35]
n8trading - Posts: 26
@User217676

Do you do anything to make the text color match the current candle or price direction at that moment? It looks like you were coloring it somehow according to your screenshot.
[2024-05-25 08:49:42]
User217676 - Posts: 9
Do you do anything to make the text color match the current candle or price direction at that moment? It looks like you were coloring it somehow according to your screenshot.

The screenshot was based on the Numberbar Calculated values studies which allow proportional coloring of the vol/s value.
Unfortunately I couldn't find a way to replicate the same thing with the method explained in post #6.
[2024-05-29 14:52:57]
n8trading - Posts: 26
When you get a chance, would you mind sharing your NBCV study settings from post #4?
[2024-06-01 14:08:12]
User217676 - Posts: 9
Hi,
You'll find in attached files the chart for the NBCV vol/s study.
attachmentVol-S.Cht - Attached On 2024-06-01 14:05:24 UTC - Size: 3.93 KB - 93 views

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