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Direct MessagesDate/Time: Tue, 23 Apr 2024 07:50:46 +0000
Rolling Cumulative Relative Volume Over Last 'n' Bars
View Count: 998
| [2019-07-01 11:03:15] |
| User462086 - Posts: 188 |
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Hi, before getting started on a new coding project, I thought I'd first check for a native solution. The "Cumulative Volume Ratio" from the "Relative Volume" study gets out of wack when a period earlier in the session was more active than usual. To work around this and to keep better track of activity throughout the session, I'd like to accumulate the volume over a rolling window rather than from the session start. Let's say over the last 60 1-minute bars. The extents of this rolling window would also be used for previous days (of course). Many thanks!! Date Time Of Last Edit: 2019-07-02 15:09:08
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| [2019-07-02 14:11:08] |
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We are going to add a new study which will perform a cumulative sum over the specified number of bars. This will be out in the next release.
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 14:11:26
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| [2019-07-02 15:06:19] |
| User462086 - Posts: 188 |
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That'll be a big help!! Sounds like the next step will be for me to track down logic for accessing this rolling window on each day used in the calculation of the average. There must be something close to this in the Relative Volume study. Many thanks!!
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| [2019-07-02 15:43:58] |
| User462086 - Posts: 188 |
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Hi again, will the new study have an "Intermediate Study Function" that can be called from ACSIL? It would be very convenient in this case.
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| [2019-07-02 19:28:21] |
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No but it is so simple to implement that anyway. You will find the source code for it in studies2.cpp.
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 |
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