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Direct MessagesDate/Time: Sun, 28 Apr 2024 14:04:26 +0000
Calculating averages
View Count: 1143
| [2020-06-03 15:35:44] |
| user2837 - Posts: 76 |
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Suppose I want to calculate the average volume of ES (continuous contract) 7:30 pm 10 minute candles over a specified period of time. Is there a scripting or programming framework to do such a thing?
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| [2020-06-03 16:02:26] |
| user2837 - Posts: 76 |
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Let me modify my question. The easiest would be if I can get minute by minute data in csv format for a certain period of time. I can then write the program to find the averages in any language.
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| [2020-06-03 16:08:18] |
| Ackin - Posts: 1865 |
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Try this: Moving Average - Time Period Moving Average - Time Period If you only want part of the day (I'm not sure what do you mean by "over a specified period of time.") a filter would have to be made in Spreadsheet or Acsil ... Date Time Of Last Edit: 2020-06-03 16:27:19
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| [2020-06-03 16:31:10] |
| user2837 - Posts: 76 |
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Thanks. I would like data really over months and if possible over years. With the data, I can compute averages any way I want to.
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| [2020-06-03 17:09:12] |
| user2837 - Posts: 76 |
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This link seems to do it for downloading data: Exporting and Importing Intraday Data Files
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| [2020-06-03 17:55:17] |
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Suppose I want to calculate the average volume of ES (continuous contract) 7:30 pm 10 minute candles over a specified period of time. Is there a scripting or programming framework to do such a thing? You can use the Moving Average-Simple study:Moving Average - Simple Also have a look at the Relative Volume study: Relative Volume 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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