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Date/Time: Thu, 28 Mar 2024 12:24:43 +0000



[User Discussion] - Showing High/Low values for Indicators in Chart Values Box

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[2014-02-13 18:47:12]
The Stealthy Trader - Posts: 155
So, I find the crosshair/ChartValues box widget to be indispensable.

That being said, is there a way to see additional metrics on certain indicators like what is the High or Low for the Day.

Presently, most of my indicators in my subcharts only show what the latest value is.

So, it might say 45,000 or -22,000.

It would be huge to be able to see that before it was 45,000, earlier in the day it was 100,000(which would be indicated in the CV box like so H: 100k or 100,000.

The only fields I see in the box for most indicators are the present readings.

Looking forward to your response.

J.
[2014-02-14 15:21:15]
The Stealthy Trader - Posts: 155
Or perhaps is there a way to "snap" the results at various intervals in the day.

So, in other words, capture to excel or wherever, the indicator level every 30 minutes throughout the day.

This way I can see the results for each period and not just the indicator level when I happen to look at it.

Please advise..

J.
[2014-02-14 16:52:49]
vegasfoster - Posts: 444
In a spreadsheet you can capture the highest and lowest value at the close of each bar, but if the indicator stretched higher or lower during the bar, this will be lost. Is that acceptable? If not, I can try to do it in ascil, but be warned my coding efforts often fail. I know how to do it in theory, but unfortunately I'm pretty crap so that may not be enough, and also unfortunately I'm only one you got ;-) I can probably do a proof of concept this weekend and let you know.
[2014-02-15 23:58:43]
The Stealthy Trader - Posts: 155
Hey Vegas, thanks so much for responding.

So, going over your description I was a bit confused as you mention capturing the highest and lowest value at the close of each bar.

Then you mention that if the indicator stretched higher or lower during the bar, this will be lost.

What I'd like to clarify is how can something stretch above the High/Low and not now be the new High/Low?

Just a bit confused about that.

So, if Indicator A has a High/Low of 50/20 5 minutes into the trading day, I'd like to know, an hour later when it's 40/20 or 30/20, that at some point it was 50/20.

Follow?

Either way, I appreciate your efforts.

J.
[2014-02-17 18:38:31]
vegasfoster - Posts: 444
I think I understand. My concept is to create a study that will calculate high/low or whatever else you want from another study on the time frame you are using. Then you can either just look at it plotted on the study, and/or you could overlay the study on a bigger time frame and set the study to display as the main price graph, which will give you a snapshot of the lower time frame every x minutes.

A couple things. First, are you only using minute charts and/or always using the same charts? Reason I ask is because it is a little simpler if I can use a bar input parameter vs. time input parameter, e.g. 6 bars if you want to see 5 minute chart on a 30 minute chart. But if you are changing time frames frequently or using other types of charts then it would be better to use time. Second, is there anything else you want to see beside the high/low?

Final thought, if you want to plot on the higher time frame chart and are frequently changing the higher time chart, e.g. from 30 to 60 to 240 minutes, etc. then I may be able to use the value of the higher time frame chart as an input the for lower time frame calculation so it would automatically change the lookback period on the lower time frame chart to be viewed on the higher time frame chart. For example, if you are using a 5 minute base chart and you change the higher chart from 30 to 60 minutes, then the lookback period on the 5 minute chart would automatically change from 30 to 60 minutes as well. I've never done it so I am not sure if that is possible or not, but if it's desireable, then I can try to do it. Let me know.
[2014-02-17 19:35:44]
vegasfoster - Posts: 444
I got the time part coded, I think in general it will give you the most flexibility, so forget about that and just let me know if you want anything besides high/low and/or want to use a higher time frame as input for lower time frame.
[2014-02-18 20:07:12]
The Stealthy Trader - Posts: 155
Awesome..

So, this is primarily for me to reference the "Difference" line for an indicator that has both + & - inputs.

Let me know if necessary and I'll send you the exact indicator via a private method.

As I'm relatively new to Sierra, I don't even know how that would be accomplished.

Anyway, interday time periods(5, 15, 30, hour..etc) aren't as important as I can just look back and kind of interpolate it..although it's a pain to do that.

What I primarily want to use this for is on the Daily time frame because the indicator only tells me what the value is at the present moment of viewing. And especially important for me is to get detail right off the open based on the Daily Frame. Presently all I see is changes like this: 13,000, 19,000, 45,000, 38,000.

But what I'd really like to know is did it go to -11,000 in-between the 13-19,000? or did it go to 70,000 inbetween what I'm presently seeing. This is very important to me.

It would be great if perhaps there were high & low "water markers" on the Y axis so I can analyze like so; hmm, it's at 48,000 right now but the high was 94,000 earlier in the day..perhaps it's losing it's strength!

Let me know if I can contribute anything else..

Appreciate your help!

J.


Date Time Of Last Edit: 2014-02-18 20:13:44
[2014-02-19 18:04:55]
vegasfoster - Posts: 444
Ok, you seem to be getting back to what I was saying earlier, if you want to determine the high/low of the day using a daily chart as the input period, then that changes things completely because that information is not retained by Sierra Chart by default, I would have to capture it myself, and I am not sure if I can do that or not because I have never done it before. I'm pretty sure it can be done, just maybe not by me :-)

But tell me this, does the indicator calculate the same values regardless of the time frame used as the input? If so, then I can do it as I had originally planned, i.e. use a smaller time-frame chart to easily capture the high/low values at the close on the smaller time frame chart and plot those values on the higher time-frame chart. If not, then I will have to look into it. Also, the plus/minus is not an issue for me.

Let me know ASAP!




Just kidding, any time is fine :-p
Date Time Of Last Edit: 2014-02-19 18:07:23
[2014-02-20 19:10:39]
The Stealthy Trader - Posts: 155
..lol..

"But tell me this, does the indicator calculate the same values regardless of the time frame used as the input? If so, then I can do it as I had originally planned, i.e. use a smaller time-frame chart to easily capture the high/low values at the close on the smaller time frame chart and plot those values on the higher time-frame chart. If not, then I will have to look into it. Also, the plus/minus is not an issue for me."

That sounds like it might work but I think you might have to use a 1 minute chart as the smaller time frame so as to reduce the risk that the closing value doesn't reflect any extremes that took place during the period.

J.

[2014-02-20 23:40:21]
vegasfoster - Posts: 444
Ok, I will start out and do it that way and you can tell me if we are close or not. Probably tomorrow or Saturday at the latest. You can go as small as a 1 Renko chart if you want to give the highest resolution.
[2014-02-21 15:28:50]
The Stealthy Trader - Posts: 155
So, here's an attachment of the study. I've added the blue lines on the Y axis.

As per the reason for this is I'd ideally like to be able to gauge the rate of change of this indicator on the Daily time frame.

All I can ascertain now is where it is presently.

I could study the 10min or 1 min time frame and try and figure that out.

But I'd like to know how fast the yellow "Difference" line is moving in either in a more positive or negative direction.

I've attached a screenshot and used the Private setting..have no idea if that worked..let me know.

Let me know if this helps..

J.
Private File
Attachment Deleted.
[2014-02-22 16:17:18]
vegasfoster - Posts: 444
I can't see your private file, but I have attached a chartbook of what I think you are trying to accomplish. You will need to change the symbols and go to the 1 renko chart and replace the macd with your study and change the settings of the high low snapshot study to your study. After you look at it, let me know which way you want to go with it.

I do have one issue where the function I am using to identify the index of the bar X minutes ago is not searching before the current session, it is stopping at the first bar of the session. So, for example, if you have the session times set to 9:30 to 14:00 and you start trading at 9:30, then the study won't work correctly in the first 30 minutes. If you have the session times set at 00:00 to 23:59 and you trade from 9:30 to 14:00, then there is no problem because the study will calculate correctly starting at 00:30. Let me know how you have your sessions times set. If it's a problem, then I will have to get help because I can't think of another way to do it.
attachmentHighLowSnapshot.cht - Attached On 2014-02-22 16:17:08 UTC - Size: 76.18 KB - 403 views
[2014-02-24 16:24:33]
The Stealthy Trader - Posts: 155
Hey, so I opened the .cht file but am not sure what I should be looking for.

I also discovered that a private attachment is only viewable by Sierra staff so I'll try sending it via the Public option. Let me know if received.

Also, so as to best discuss the attachment you sent me and future discussions for that matter, would there be another way for us to communicate?..phone?

Let me know,

J.


imageBid_Ask Vol Daily for Vegas.jpg / V - Attached On 2014-02-24 16:22:41 UTC - Size: 183.42 KB - 389 views
[2014-02-25 16:01:39]
vegasfoster - Posts: 444
I see your pic, it shouldn't have any problem working with that study. When you open the chartbook, do you see two charts?
[2014-02-26 20:26:57]
The Stealthy Trader - Posts: 155
Could you resend charts as I messed around with them and now they don't resemble what you had sent........

I also think the Renko Boxes will prevent this from being applicable to my use..no?

J.
[2014-02-27 21:56:07]
vegasfoster - Posts: 444
The renko bars give you the highest resolution on the smaller time frame. You can change it to minutes or whatever you want. Just save your chartbook as a different name and re-download the one posted above.
[2014-02-28 02:45:49]
The Stealthy Trader - Posts: 155
So, I did that and when I open the chartbook and swapped out my study for the MACD, as the screenshot I'm sending back shows, I still don't see anything unusual or new.

Just a chart at the top, something called a Custom DLL Study in the middle space which is empty and my study at the bottom which looks like it always does.

What am I missing?

J.

imagescreenshot for Vegas.jpg / V - Attached On 2014-02-28 02:44:49 UTC - Size: 71.07 KB - 383 views
[2014-02-28 22:16:15]
vegasfoster - Posts: 444
You don't have the study, sorry.
attachmentHighLowSnapshot.dll - Attached On 2014-02-28 22:16:05 UTC - Size: 15 KB - 395 views
[2014-03-03 03:28:53]
The Stealthy Trader - Posts: 155
Okay, so what do I do with this .dll file?

I saved it to my desktop and just dragged it into my the folder that has all my chartbooks...

Was that correct?

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