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Direct MessagesDate/Time: Fri, 19 Apr 2024 18:39:03 +0000
[User Discussion] - Coding VWAP
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| [2013-04-27 01:09:15] |
| joshtrader - Posts: 439 |
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From this link: http://www.sierrachart.com/index.php?l=doc/doc_ACSILRefOtherTimeFrames.php#DirectReferencing It seems that the recommended way to access another timeframe is to have a separate chart. I'm curious, however, if there is some way I can get access to a 1-tick timeframe without doing this. The VWAP study sorely needs some options such as end date/time, "moving vwap" option (like a moving average, which will calculate the last X bars, instead of cumulative from the beginning), and if I can incorporate mouse events, a "Draw VWAP" that functions much like "Draw Volume Profile." Additionally, from the above code samples it looks like perhaps if I'm referencing a smaller time frame (say, referencing a 1-tick chart from a 3000 V chart), then I am only able to get the nearest match, not every tick, but I have not checked this yet. So, is it possible to access each individual trade without using another chart? |
| [2013-04-28 20:51:51] |
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You do have to reference a separate 1 Tick chart. However, the current study does not do that, it uses the sc.VolumeAtPriceForBars ACSIL member to access the data that it needs.
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