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Date/Time: Fri, 03 May 2024 20:56:27 +0000



[Programming Help] - Zig Zag: Retrieval of Delta accumulated volume

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[2019-04-07 01:07:32]
Gustavo - Posts: 72
The delta accumulated volume for each zig zag rotation can be displayed as shown in the attached screenshot. The question is: How can I retrieve that value? The SG5, accumulated volume tracks the volume at every bar, so that is not what I'm looking for. Obviously that data is kept somewhere because it does print when selecting it, again, as shown oh the attached screenshot. Thanks in advance for you response.
Date Time Of Last Edit: 2019-04-09 06:07:26
imageZIG ZAG.png / V - Attached On 2019-04-07 01:06:15 UTC - Size: 9.59 KB - 959 views
[2019-04-09 06:07:23]
Sierra Chart Engineering - Posts: 104368
SG5 in the Zig Zag study is the correct Subgraph to use. You just have to determine how to use it the way you want. You may need to use a combination of information, such as the Zig Zag Oscillator to determine the point where the Zig Zag turn occurs.
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
[2019-04-09 12:36:23]
Gustavo - Posts: 72
Thank for the response. A follow up question, and please refer to the attached image. Let's say I wanted to create an alert referencing the three circled zig zag lows. I can't seem to figure how to do that simply by using the zig zag value for the candle and oscillator. I can do it for a single candle, yes, but not for the group comprising the zig zag moves. Am I missing something? I would greatly appreciate any feedback. Thanks.
imageZIG ZAG-2.png / V - Attached On 2019-04-09 12:36:03 UTC - Size: 33.18 KB - 794 views
[2019-04-11 17:25:43]
John - SC Support - Posts: 31360
It sounds like your question is really how to get an alert across all the bars in the chart, and not just at the most recent bar. To do this, use the Color Bar Based on Alert Condition study. This study takes an alert and will test it across the number of bars specified in the study (default is 2000). By default, the study is set to color the bar a different color if it is true, but you can change that to something else if you like. Refer to the documentation for the study here:
Color Bar Based on Alert Condition
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2019-04-11 18:00:50]
Sawtooth - Posts: 3993
The delta accumulated volume for each zig zag rotation can be displayed as shown in the attached screenshot. The question is: How can I retrieve that value?
You will need to create a persistent variable of each ZZ value so that you can create an alert based on them.
This can be done with the Spreadsheet System/Alert study.

If you would like an example of how to do it, post again
Date Time Of Last Edit: 2019-04-12 00:19:30
[2019-04-12 16:15:11]
Sawtooth - Posts: 3993
This can also be done with multiple instances of the Spreadsheet Formula study, which uses Simple Alert syntax.
[2019-04-12 16:27:09]
Gustavo - Posts: 72
Hi tomgib... yes, if you don't mind, I would appreciate an example. Thanks so much!
[2019-04-12 17:06:41]
Sawtooth - Posts: 3993
Add the Spreadsheet System/Alert study, give it a name in the Spreadsheet Name field.
On the spreadsheet, enter these formulas:
Cell O3:
=IF(ID1.SG3@3>0,ID1.SG5@3,O4)
Cell P3:
=IF(ID1.SG3@3>0,O4,P4)
Cell Q3:
=IF(ID1.SG3@3>0,P4,Q4)
-where ID1 is the Zigzag study; edit as needed.

Row 3 is the current bar, so cell O3 will contain the most recent ZZ accumulate volume.
Cell P3 will contain the second most recent ZZ accumulate volume.
Cell Q3 will contain the third most recent ZZ accumulate volume.
You can use additional Formula Columns to continue this daisy chain reference for additional previous values.

Now, use formulas in K3 to N3 for your alert conditions, referencing cells O3, P3, Q3.

If you only want the Lows, you could use every other column's value.
Or you could use a more detailed formula referencing SG2 for only the LL and/or HL:
LH = 1
HH = 2
HL = 3
LL = 4
[2019-04-12 19:18:38]
Gustavo - Posts: 72
thanks so much tomgilb!!!!!!!! thumbs up
[2021-12-03 22:24:18]
Mario Escalante - Posts: 21
In regards to message #8.

thank you for these examples, my problem is that I've filtered the up and down values, so I have a column with delta values and zeros irregularly scattered in between the values. in other words, the values are not in consecutive rows.

Any idea of the functions that would allow me to perform the desired comparison for at least the (2) most current values? eg. rising delta, declining delta.

anything would help.thx
[2021-12-06 21:46:31]
Sawtooth - Posts: 3993
If you only want the values at each leg, then the example in post #8 should work.

What are you expecting to see that you are not seeing?

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