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Direct MessagesDate/Time: Thu, 25 Apr 2024 17:18:54 +0000
Volume By Price study calculation, export?
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| [2021-06-03 06:40:16] |
| User893505 - Posts: 5 |
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Hello, I would like to ask you for a help with VolumeByPrice indicator - I try to figure out how the data is processed to show the horizontal lines, is it that each value change (NQ100 market) is counted from the perspective of volume (number of trades) and then displayed in the horizontal zones? Is there a way how to export VbP per each price for certain time period? I'd like to use automatic system and need to access this historical data to test this system if it works and counts the zones properly. Right now, I exported .txt intraday data file and I took the value from "Volume" column per each second and aggregate it to get the same values I can see in Sierra when looking at VolumeByPrice. Is this correct? |
| [2021-06-04 05:01:52] |
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Refer to the documentation for the Volume by Price study here: Volume By Price Study To access this data programmatically, refer to: sc.GetVolumeAtPriceDataForStudyProfile() 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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