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Direct MessagesDate/Time: Fri, 03 May 2024 02:40:50 +0000
Market depth Pulling/Stacking
View Count: 8171
| [2020-03-13 16:46:18] |
| ertrader - Posts: 645 |
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Does anyone know what SC study displays the Market depth pulling/stacking data that shows in the chart DOM columns? Ideally, this data would be available in one of the Numbers bars calculated values studies. However, I've not been able to find it. Date Time Of Last Edit: 2020-03-13 16:47:33
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| [2020-03-14 07:31:17] |
| ertrader - Posts: 645 |
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Support... do you have any input?
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| [2020-03-15 23:03:59] |
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There are ACSIL functions to access this data: https://www.sierrachart.com/index.php?page=doc/ACSIL_Members_Functions.html#scGetAskMarketDepthStackPullValueAtPrice 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: 2020-03-15 23:04:06
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| [2020-03-16 00:48:09] |
| ertrader - Posts: 645 |
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Thanks... could this be added to the numbers bars calculated values...Either the "Numbers bars calculated values" or "number bars calculated value 2" study?
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| [2020-03-16 00:51:43] |
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What would be the method of calculation though? A total value for the pulling and stacking for the bid side and ask side respectively? We can add that.
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 |
| [2020-03-16 15:28:33] |
| ertrader - Posts: 645 |
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Three measures would be perfect: 1) Sum of Bid pulling and stacking 2) Sum of Ask pulling and stacking 3) Sum of Ask pulling and stacking - Sum of Bid pulling and stacking |
| [2020-03-19 03:14:03] |
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These will be added. But understand when the chart is reloaded or recalculated only the most recent column will show these values. Prior columns will automatically clear.
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: 2020-03-19 03:14:29
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| [2020-03-19 23:50:31] |
| ertrader - Posts: 645 |
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I understand...thank you, this is very helpful.
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| [2020-03-22 22:07:17] |
| ertrader - Posts: 645 |
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Just updated to V2068 and do see them added in "numbers bar values 2" study. However, in real-time, there is nothing being updated at all... just zeros even in the current cell and pullback cell (prior to the recent halt).
Date Time Of Last Edit: 2020-03-22 22:09:27
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| [2020-03-22 23:40:35] |
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This is because they are not implemented. Sometimes we start a task, and it takes time to finish because only the senior developer or developers handle certain elements of things.
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: 2020-03-22 23:40:47
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| [2020-03-31 13:55:00] |
| ertrader - Posts: 645 |
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Looks like 2072 is the same so just guessing no time yet to get it updated
Date Time Of Last Edit: 2020-03-31 13:55:09
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| [2020-04-02 00:47:50] |
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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 |
| [2020-04-06 17:27:00] |
| User215984 - Posts: 24 |
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Has this feature been added to the 2078 release?
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| [2020-04-06 18:26:46] |
| ertrader - Posts: 645 |
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Yes.. I tested it today.
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| [2020-04-14 19:55:02] |
| User447052 - Posts: 6 |
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hi everybody, i have a question what is the name of the studie?
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| [2020-04-14 20:02:30] |
| ertrader - Posts: 645 |
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Numbers bar calculated values 2. Note, you will need to make visible in subgraphs whichever values you are looking for Sum bid pull/stack, sum ask pull/stack or sum bid/ask pull/stack sum diff. |
| [2020-04-14 21:00:45] |
| Infinite - Posts: 134 |
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All I know about SC pulling/stacking is that it is the most wonderful and powerful trading tool I have ever used in the certain market I trade.
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| [2020-04-15 00:17:58] |
| User215984 - Posts: 24 |
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Support, any chance adding the pulling / stacking to the DOM Graph of the Advance Settings 2 options?
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| [2020-04-15 23:11:25] |
| zippyzip - Posts: 293 |
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the sum calculation is incorrect as its adding neg and positive and giving a neg total of both example bid stack 10 and offer pull -4 shouldnt say -14 , should be 6
Date Time Of Last Edit: 2020-04-15 23:12:22
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| [2020-04-23 23:21:13] |
| User215984 - Posts: 24 |
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Hi Support, any status?
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| [2020-05-25 03:03:07] |
| onegreencandle - Posts: 3 |
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Hi Support, Any status on correcting the calculation on this? Is the source code for Numbers bar calculated values 2 available to review?
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| [2020-05-25 18:50:04] |
| Woodzy - Posts: 30 |
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The calculation is correct. In the above example from User322949, if the bid is 10 and Ask -4 then the overall difference would be -14 calculated from the Ask side, because the Ask is down -4 (pulled) and the Bid has increased by 10 (stacked). It would not be 6 because Bid has stacked +10 and Ask side has pulled -4 which are the same action you add together. If the Ask side had stacked +4 then you would take that way from the Bid 10 to make 6 because the stacking on both sides would counter each other out. Example if the Bid was 10 and Ask 10, then both sides have stacked 10 the overall difference would be 0, but if the Bid was 10 and Ask -10 then the Bid side has stacked 10 and the Ask side pulled 10 so the overall difference -20. I think confusion on this is because the calculation is taken from the Ask side so what would usually be seen as bullish appears as a negative number, for example if the Bid side was +150 and the Ask side -80 it calculates as -230. If Sierra gave us the option to calculate from the Bid side this would be 230 which would visually feel better because it would match the bullish movement. |
| [2020-05-25 22:47:13] |
| zippyzip - Posts: 293 |
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yes u are correct but im reffering to diff calculation not from net zero , which in my 8 yrs of trading pull stack holds lot more weight . no logic to this calculation .
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| [2021-06-27 22:54:01] |
| ertrader - Posts: 645 |
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SC Support...Pulling and stacking in Numbers Bars calculated Values 2 has been working well and as programmed. Thank you! Would it be possible to add a number of levels selection? For instance, currently the sum is for the total of number of depth levels set in Symbol Setting. Let's say 30. Can it be added that only a subset can be set? For instance..a selection of 5 levels? It seems fairly straightforward to add a filter option for number of levels to calculate (as long as the level is less than the number set in Symbol settings). Also, I do understand the filter would impact any other calculated values selected for display..... not just Pulling and Stacking. Date Time Of Last Edit: 2021-06-27 23:16:16
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