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Volume By Price access to data

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[2021-09-16 21:48:49] #1 [Go To First Post]
ertrader - Posts: 648
What is the best way to get access to the Volume by Price (not volume at price) for the VpB study? The information I'm looking for is from the Chart values Window and the image is attached. Ideally, it would be available similar to how Numbers bars calculated values performs. I did look through study ACSIL but only found Volume at price which is bar by bar.


Screenshot from 2021-09-16 17-38-07.png / V - Attached On 2021-09-16 21:48:30 UTC - Size: 44.79 KB - 162 views

[2021-09-16 23:27:43] #2 [Go To First Post]
John - SC Support - Posts: 31659
Refer to the following: Volume By Price Study: Accessing Volume by Price Calculated Values For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-09-17 01:33:08] #3 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This information can be accessed through ACSIL. Refer to this function: sc.GetStudyProfileInformation 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: 2021-09-17 01:33:21

[2021-09-19 21:34:36] #4 [Go To First Post]
ertrader - Posts: 648
Success at last.... this version compiles and retains correct values. SC, can you please indicate if this is how you are expecting this function to be properly coded? #include "sierrachart.h" SCDLLName("VBPData") SCSFExport scsf_VolumeByPriceData(SCStudyInterfaceRef sc) { SCSubgraphRef Subgraph_Volume = sc.Subgraph[0]; SCSubgraphRef Subgraph_BidVolume = sc.Subgraph[1]; SCSubgraphRef Subgraph_AskVolume = sc.Subgraph[2]; SCInputRef INStudyID = sc.Input[0]; SCInputRef INProfileIndex = sc.Input[1]; if (sc.SetDefaults) { // Set the configuration and defaults sc.GraphName = "Volume By Price Data"; sc.StudyDescription = "This obtains data from Volume By Price"; sc.AutoLoop = true; sc.MaintainVolumeAtPriceData = 1; // true Subgraph_Volume.Name = "Volume"; Subgraph_Volume.DrawStyle = DRAWSTYLE_IGNORE; Subgraph_Volume.LineWidth = 2; Subgraph_BidVolume.Name = "Bid Volume"; Subgraph_BidVolume.DrawStyle = DRAWSTYLE_IGNORE; Subgraph_BidVolume.LineWidth = 2; Subgraph_AskVolume.Name = "Ask Volume"; Subgraph_AskVolume.DrawStyle = DRAWSTYLE_IGNORE; Subgraph_AskVolume.LineWidth = 2; INStudyID.Name="Study ID"; INStudyID.SetInt(0); INStudyID.SetIntLimits(0,10000); INProfileIndex.Name="Profile Index"; INProfileIndex.SetInt(0); INProfileIndex.SetIntLimits(0,10000); return; } // Do data processing const int StudyID = INStudyID.GetInt(); const int ProfileIndex = INProfileIndex.GetInt(); int Volume, BidVolume, AskVolume; n_ACSIL::s_StudyProfileInformation StudyProfileInformation; if(sc.GetStudyProfileInformation(StudyID, ProfileIndex, StudyProfileInformation)) { Volume = StudyProfileInformation.m_Volume; BidVolume = StudyProfileInformation.m_BidVolume; AskVolume = StudyProfileInformation.m_AskVolume; Subgraph_Volume[sc.Index] = Volume; Subgraph_BidVolume[sc.Index] = BidVolume; Subgraph_AskVolume[sc.Index] = AskVolume; } } Date Time Of Last Edit: 2021-09-19 21:40:42

[2021-09-19 22:13:57] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We definitely would not recommend using automatic looping in this case. Use manual looping. Refer to: Working with ACSIL Arrays and Understanding Looping: Manual Looping/Iterating It makes no sense to be calling this function repetitively, with the same parameters: sc.GetStudyProfileInformation 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: 2021-09-19 22:14:26

[2021-09-19 22:38:15] #6 [Go To First Post]
ertrader - Posts: 648
Oddly, manual looping had significantly worse performance. I will continue to do trial and error tests. Code available in one of the study.cpp files would be helpful. Date Time Of Last Edit: 2021-09-19 22:44:59

[2021-09-19 23:06:14] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
manual looping had significantly worse performance. You must not be using it correctly. It is completely impossible to have worse performance. This call must be outside of the loop in the manual loop function: sc.GetStudyProfileInformation It should only be called, when the study parameters, the first two, change. 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: 2021-09-19 23:06:38

[2021-09-20 00:58:23] #8 [Go To First Post]
ertrader - Posts: 648
Manual looping: #include "sierrachart.h" SCDLLName("VBPData") SCSFExport scsf_VolumeByPriceData(SCStudyInterfaceRef sc) { SCSubgraphRef Subgraph_Volume = sc.Subgraph[0]; SCSubgraphRef Subgraph_BidVolume = sc.Subgraph[1]; SCSubgraphRef Subgraph_AskVolume = sc.Subgraph[2]; SCSubgraphRef Subgraph_DeltaVolume = sc.Subgraph[3]; SCInputRef INStudyID = sc.Input[0]; SCInputRef INProfileIndex = sc.Input[1]; if (sc.SetDefaults) { // Set the configuration and defaults sc.GraphName = "Volume By Price Data"; sc.StudyDescription = "This obtains data from Volume By Price"; sc.AutoLoop = false; sc.MaintainVolumeAtPriceData = 1; // true Subgraph_Volume.Name = "Volume"; Subgraph_Volume.DrawStyle = DRAWSTYLE_IGNORE; Subgraph_Volume.LineWidth = 2; Subgraph_BidVolume.Name = "Bid Volume"; Subgraph_BidVolume.DrawStyle = DRAWSTYLE_IGNORE; Subgraph_BidVolume.LineWidth = 2; Subgraph_AskVolume.Name = "Ask Volume"; Subgraph_AskVolume.DrawStyle = DRAWSTYLE_IGNORE; Subgraph_AskVolume.LineWidth = 2; Subgraph_DeltaVolume.Name = "Delta Ask-Bid Volume"; Subgraph_DeltaVolume.DrawStyle = DRAWSTYLE_IGNORE; Subgraph_DeltaVolume.LineWidth = 2; INStudyID.Name="Study ID"; INStudyID.SetInt(0); INStudyID.SetIntLimits(0,10000); INProfileIndex.Name="Profile Index"; INProfileIndex.SetInt(0); INProfileIndex.SetIntLimits(0,10000); return; } // Do data processing const int StudyID = INStudyID.GetInt(); const int ProfileIndex = INProfileIndex.GetInt(); int Volume, BidVolume, AskVolume; n_ACSIL::s_StudyProfileInformation StudyProfileInformation; if(sc.GetStudyProfileInformation(StudyID, ProfileIndex, StudyProfileInformation)) { Volume = StudyProfileInformation.m_Volume; BidVolume = StudyProfileInformation.m_BidVolume; AskVolume = StudyProfileInformation.m_AskVolume; } for (int Index = sc.UpdateStartIndex; Index < sc.ArraySize; ++Index) { Subgraph_Volume[Index] = Volume; Subgraph_BidVolume[Index] = BidVolume; Subgraph_AskVolume[Index] = AskVolume; Subgraph_DeltaVolume[Index] = Subgraph_AskVolume[Index]-Subgraph_BidVolume[Index]; } }


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[2021-09-20 00:59:35] #9 [Go To First Post]
ertrader - Posts: 648
Auto looping #include "sierrachart.h" SCDLLName("VBPData") SCSFExport scsf_VolumeByPriceData(SCStudyInterfaceRef sc) { SCSubgraphRef Subgraph_Volume = sc.Subgraph[0]; SCSubgraphRef Subgraph_BidVolume = sc.Subgraph[1]; SCSubgraphRef Subgraph_AskVolume = sc.Subgraph[2]; SCSubgraphRef Subgraph_DeltaVolume = sc.Subgraph[3]; SCInputRef INStudyID = sc.Input[0]; SCInputRef INProfileIndex = sc.Input[1]; if (sc.SetDefaults) { // Set the configuration and defaults sc.GraphName = "Volume By Price Data"; sc.StudyDescription = "This obtains data from Volume By Price"; sc.AutoLoop = true; sc.MaintainVolumeAtPriceData = 1; // true Subgraph_Volume.Name = "Volume"; Subgraph_Volume.DrawStyle = DRAWSTYLE_IGNORE; Subgraph_Volume.LineWidth = 2; Subgraph_BidVolume.Name = "Bid Volume"; Subgraph_BidVolume.DrawStyle = DRAWSTYLE_IGNORE; Subgraph_BidVolume.LineWidth = 2; Subgraph_AskVolume.Name = "Ask Volume"; Subgraph_AskVolume.DrawStyle = DRAWSTYLE_IGNORE; Subgraph_AskVolume.LineWidth = 2; Subgraph_DeltaVolume.Name = "Delta Ask-Bid Volume"; Subgraph_DeltaVolume.DrawStyle = DRAWSTYLE_IGNORE; Subgraph_DeltaVolume.LineWidth = 2; INStudyID.Name="Study ID"; INStudyID.SetInt(0); INStudyID.SetIntLimits(0,10000); INProfileIndex.Name="Profile Index"; INProfileIndex.SetInt(0); INProfileIndex.SetIntLimits(0,10000); return; } // Do data processing const int StudyID = INStudyID.GetInt(); const int ProfileIndex = INProfileIndex.GetInt(); int Volume, BidVolume, AskVolume; n_ACSIL::s_StudyProfileInformation StudyProfileInformation; if(sc.GetStudyProfileInformation(StudyID, ProfileIndex, StudyProfileInformation)) { Volume = StudyProfileInformation.m_Volume; BidVolume = StudyProfileInformation.m_BidVolume; AskVolume = StudyProfileInformation.m_AskVolume; } // for (int Index = sc.UpdateStartIndex; Index < sc.ArraySize; ++Index) // { Subgraph_Volume[sc.Index] = Volume; Subgraph_BidVolume[sc.Index] = BidVolume; Subgraph_AskVolume[sc.Index] = AskVolume; Subgraph_DeltaVolume[sc.Index] = Subgraph_AskVolume[sc.Index]-Subgraph_BidVolume[sc.Index]; // } } Date Time Of Last Edit: 2021-09-20 01:01:32


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[2021-09-20 01:00:21] #10 [Go To First Post]
ertrader - Posts: 648
0 MS auto looping 12 MS Manual looping Yes, I agree..this is odd! In either case, I have it working as best I can so it's no problem. Date Time Of Last Edit: 2021-09-20 01:03:03

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