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Date/Time: Sat, 04 Apr 2020 05:22:39 +0000



number of price levels per bar

[2019-05-30 20:34:49]
User884307 - Posts: 167 | Ending Date: 2020-04-30
Hi, is there a way of counting the number of price levels in a bar (regardless of timebar/volume bar/P&F etc etc).

So for example a 15 minute bar on e-mini trades from say 2785 to 2787 meaning that there are 8 prices that the bar moves through until bar completion i.e. 2785.00 - 2785.25 - 2785.50 - 2785.75 etc ...


Hope this makes sense.

thanks
[2019-05-31 14:14:43]
User884307 - Posts: 167 | Ending Date: 2020-04-30
Any feedback or just a plain NO will suffice

Cheers
[2019-05-31 14:18:57]
Sierra Chart Engineering - Posts: 83107 | Ending Date: 2020-06-09
We are just checking on the most efficient way of doing this.
Sierra Chart Support - Engineering Level

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[2019-05-31 14:21:18]
Sierra Chart Engineering - Posts: 83107 | Ending Date: 2020-06-09
One method is using the following studies:
Bar Difference to calculate the range.
Study Subgraph in Ticks to determine the range in ticks.
Study Subgraph Add to add an additional tick to get the actual number of price increments.
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.
Date Time Of Last Edit: 2019-05-31 16:04:30
[2019-05-31 14:34:00]
John - SC Support - Posts: 1691 | Ending Date: 2020-04-29
There are a number of ways to do this, as noted it is a question of efficiency and ease of implementation.

Another option, for example, would be to use the Bar Difference study along with the Spreadsheet Formula study.

In the Spreadsheet Formula study you would use a formula like the following =ID1.SG1/TICKSIZE + 1. Where ID1 is the Bar Difference study and SG1 is the Bar Difference Subgraph. The TICKSIZE comes from the setting in Chart >> Chart Setttings, and the +1 is to take into account that the price levels are inclusive of both ends (for example, a price move from 2700 - 2701 with a tick size of 0.25 is 5 price points - 2700.00, 2700.25, 2700.50, 2700.75, and 2701.00).

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