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Direct MessagesDate/Time: Sat, 04 May 2024 14:36:01 +0000
[User Discussion] - Alert question
View Count: 994
| [2014-05-14 19:05:27] |
| User626121 - Posts: 82 |
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Hi, I want to make an alert when the last traded price moves > x ticks in the last 30 seconds. The formula should be: = LASTTRADE - LASTTRADE[30 seconds ago] > x But my problem is I don't know how to express the "30 seconds ago". Thanks in advance Edit: Ok, I see it's a bit more complicated. I have to choose the Low of the last traded price over the last 30 seconds instead of just the last traded price 30 seconds ago. Is it possible to create this formula? Date Time Of Last Edit: 2014-05-14 19:09:02
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| [2014-05-15 01:09:57] |
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This is inherently complicated, even for us, and we would recommend using ACSIL for this: http://www.sierrachart.com/index.php?l=doc/doc_CreatingDLLs.html It seems like the only reliable way to do this assuming you want to be able to support this no matter what the timeframe of the chart bars is, would be to use the Time and Sales data: http://www.sierrachart.com/index.php?l=doc/doc_ACSIL_Members_Functions.html#scGetTimeAndSales 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 |
| [2014-05-16 17:14:05] |
| User626121 - Posts: 82 |
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Ok, in a first step I tried the following: I opened a 1 sec Chart which includes columns with no data (to account for the fact that there could be no trades in a 1 second interval). Then I set an alert: =H[-30] - L > 0.0300 to give an alert if price moves down more than 3 ticks from the bar 30 seconds ago. But something is wrong: The alert goes on only sometimes, but not always, if price moves > 3 ticks down from 30 sec ago. I'm confused. Date Time Of Last Edit: 2014-05-16 17:14:50
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| [2014-05-16 22:46:56] |
| vegasfoster - Posts: 444 |
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I think you want the high and low during the last 30 bars, not the high from 30 bars ago. Maybe try putting a 30 period donchian on your chart and taking the difference between the upper and lower subgraphs when greater than .03 and see if that isn't closer to what you are looking for.
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