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Date/Time: Sat, 20 Apr 2024 05:56:48 +0000



Hang Seng Index Advancing / Declining issues and volume

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[2019-06-25 05:00:44]
User834905 - Posts: 35
What would be the easiest way to calculate market statistics for a index of stocks (in this case the 50 stocks in the Hang Seng index):

Advancing Issues, Declining Issues, Advancing Volume, Declining Volume, Total Volume

I need to display as a line on close, and the volume as a histogram.

The data feed would be thru Interactive Brokers.
[2019-06-26 02:59:36]
Sierra Chart Engineering - Posts: 104368
This is quite involved to do this properly. It really is outside the scope of our support.
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:
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[2019-06-26 03:10:08]
User834905 - Posts: 35
OK I understand.

I am porting it from investor / RT and am in no immediate rush.

Without going into great detail would it be possible to give a pointer in the direction I should follow.

e.g. Import the symbols into some form of watch list?, then I would need to code in ACSIL?
[2019-06-28 14:07:33]
Sierra Chart Engineering - Posts: 104368
You definitely need to use ACSIL for this, and these particular functions and variables would be the way to do this:
ACSIL Programming Concepts: Accessing Current Symbol Data for Other Symbols
ACSIL Interface Members - Variables and Arrays: sc.UpdateAlways
sc.RelayTradeUpdate()

You just need to create an ACSIL study that updates always and accesses the data from all of the different symbols and generates trades for a custom symbol.
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
[2019-06-28 16:22:04]
User834905 - Posts: 35
Thanks for the information that is helpful for the eventual solution.
However, I will progress to ACSIL solution over time as just now I am not competent in using it.

I was considering using the study 'Add Additional Symbol' to include the 50 index symbols hidden in the chart, then use the spreadsheet study to do the calculations and sending the result back to the chart.
Not sure if a solution along these lines is feasible?
I am not sure if the data is sent to the spreadsheet every tick or on bar close (guess it must tick)?
I am also not sure how I would access volume information for the symbols other than the main chart symbol (not sure if possible)?
[2019-07-01 22:47:37]
Sierra Chart Engineering - Posts: 104368
This is still pending. We do have an answer we are preparing for this.
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
[2019-07-02 04:29:27]
Sierra Chart Engineering - Posts: 104368
With what you want to do, what we recommend is the proper way to do this.

You can use the Spreadsheet Study like you describe and see how that goes for you.

You can add the Volume study also to the chart and base it on one of the Add Additional Symbol studies and you will be able to access the volume but this is going to require the latest prerelease (1945) because there was a problem with this which we have corrected.
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
Date Time Of Last Edit: 2019-07-02 04:31:21
[2019-07-03 06:31:27]
User834905 - Posts: 35
Thanks.
I will try it with the spreadsheet study.
The formula is relatively simple and is along the lines given below:

Advancing / Declining Issues
(Symbol1 LAST > Symbol1 Previous LAST)+(Symbol2 LAST > Symbol2 Previous LAST)+...…
(Symbol1 LAST < Symbol1 Previous LAST)+(Symbol2 LAST < Symbol2 Previous LAST)+...…


Advancing / Declining Volume
((Symbol1 LAST > Symbol1 Previous LAST) * Symbol1 Volume) + ((Symbol2 LAST > Symbol2 Previous LAST) * Symbol2 Volume) +...…
((Symbol1 LAST < Symbol1 Previous LAST) * Symbol1 Volume) + ((Symbol2 LAST < Symbol2 Previous LAST) * Symbol2 Volume) +...…
[2019-07-03 16:25:38]
Sierra Chart Engineering - Posts: 104368
Currently version 1945 is not directly available. You have to specify it through the installer as explained here:
Software Download: Software Rollback Procedure
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
Date Time Of Last Edit: 2019-07-03 16:27:13

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