Login Page - Create Account

Support Board


Date/Time: Sun, 26 Jun 2022 23:40:37 +0000



Numbers Bars Calculated Values - Ticks & Avg Vol/Trade ( When Filtered by Volume)

View Count: 970

[2014-01-27 03:34:40]
User GDAC - Posts: 62
Regarding the above, I have a Numbers Bar chart set up which is unfiltered (volume). For this I have a Numbers Bar Calculated Values (NBCV) graph below. I have then got a second chart, filtered by volume (e.g. exclude <10) with a NBCV graph below. I have copied the filtered chart NBCV graph via the 'Study/Price Overlay' indicator to the unfiltered chart. All the values that show up are correct, other than the 'Ticks' and by consequence the 'Avg vol/trade' values.

I assume that when the volume filter is used in the chart settings, it excludes the trades of a certain size above/below the selected figure (e.g. < 10) however it does not exclude the Ticks that caused those trades - is this correct?

Chart with example of the NBCV graphs uploaded below. You will notice that the 'Ticks'line is the same in both the Filtered & Unfiltered NBCV graphs and thus the Ávg Vol/Trade' line in the Filtered graph is unable to compute - leaving al '0's.

http://www.sierrachart.com/image.php?l=1390793555277.png


Thanks as always.
[2014-01-28 20:55:05]
User GDAC - Posts: 62
bump.....
[2014-01-28 21:00:44]
Sierra Chart Engineering - Posts: 103469

I assume that when the volume filter is used in the chart settings, it excludes the trades of a certain size above/below the selected figure (e.g. < 10) however it does not exclude the Ticks that caused those trades - is this correct?
Yes. This is correct.
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
[2014-01-28 21:02:35]
User GDAC - Posts: 62
Ok - thanks. Is there no way to also exclude the ticks so that the numbers bar calculations reflect accurate Tick data for filtered charts?
[2014-01-28 21:15:44]
Sierra Chart Engineering - Posts: 103469
There is no way right now.
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
[2014-01-28 21:17:47]
User GDAC - Posts: 62
Cheers.
[2014-01-28 21:28:41]
ejtrader - Posts: 686
Gregory - Very nice color combination you got in the image. Very pleasing to the eye :)
[2014-01-28 21:35:05]
User GDAC - Posts: 62
EjTrader - thank you! A constant work in progress! :-)

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account