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Direct MessagesDate/Time: Fri, 19 Apr 2024 19:58:49 +0000
Number Bars Volume Imbalance
View Count: 4054
| [2014-03-28 12:20:02] |
| market logik - Posts: 6 |
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Is this possible to do with Sierra? "The new Volume Imbalance uses a variation and compares the bid traded volume of one price to the ask traded volume of the price located directly above. It then employs an algorithm built into the Footprint that compares the ratio of volume between the two." Link to full explanation: http://www.marketdelta.com/blog/2013/07/footprint-chart/new-footprint-type-delta-imbalance/ Thx |
 delta-imbalance-compare.png / V - Attached On 2014-03-28 12:19:46 UTC - Size: 11.21 KB - 777 views |
| [2014-03-28 16:54:03] |
| Profile Trader - Posts: 167 |
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Yes this is possible. Please see this thread volume imbalance charts Doug |
| [2014-03-28 18:16:12] |
| market logik - Posts: 6 |
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Thank you very much. Did a search before posting without positive results. That's why I asked Thx |
| [2014-03-28 18:31:15] |
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We will get back to you on this. This is supported but we want to do a review of the documentation first for this feature.
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: 2014-03-28 18:31:30
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| [2014-03-30 03:25:42] |
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We have reviewed the Market Delta documentation. This capability is fully supported in Sierra Chart and is known as a Numbers Bars Diagonal Dominant Side coloring. "Diagonal" will be the new term to describe it since it is a very intuitive way to understand rather than the term "auction". Here are the step-by-step instructions to use this feature: https://www.sierrachart.com/index.php?l=doc/doc_NumbersBars.php#DiagonalComparison The documentation refers to version 1114 terminology. Update Sierra Chart by selecting Help >> Download Prerelease. 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: 2014-03-30 03:53:53
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| [2014-03-30 03:53:41] |
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The link we gave in the prior post was not correct. Here is the correct link: https://www.sierrachart.com/index.php?l=doc/doc_NumbersBars.php#DiagonalComparison 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 |
| [2014-03-30 15:36:23] |
| Profile Trader - Posts: 167 |
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SC Engineering, Has any logic or programming changed on this new 1114 release? Or is it just a change from Auction to Diagonal in the text from the chosen field? Thanks, Doug |
| [2014-03-30 20:10:11] |
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We did previously answer this question for you in another thread. No logic changes. Only a name change from "Dominant Side Auction" to "Diagonal Dominant Side".
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 |
| [2014-04-13 16:47:03] |
| cmet - Posts: 534 |
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For the volume imbalance, is it possible to specify the thresholds? For example: In the study settings and inputs you can specify: 0-25% 26-50% ...etc Is it possible to change these percentages? In Market Delta for instance, you can specify what percentage difference to use before the coloring is triggered. Say...300% more on one side. |
| [2014-04-13 19:49:10] |
| Zosimus - Posts: 345 |
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Yes Sierra Chart can do this. It's a bit complicated to explain textually so I created a short video (Excuse my English). Here is the link to the video : http://screencast.com/t/ayO2QDzRy Good luck. |
| [2014-04-13 20:17:57] |
| cmet - Posts: 534 |
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Thanks. That was nice of you to put that together.
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| [2014-04-13 21:14:31] |
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We assume that by "volume imbalance" you are referring to diagonal comparisons. You can do comparisons which are 100% and greater with dominant side and diagonal dominant side comparisons. The percentages are all configurable. This is explained in the documentation here: https://www.sierrachart.com/index.php?l=doc/doc_NumbersBars.php#DiagonalComparison 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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