Login Page - Create Account

Support Board

Date/Time: Fri, 03 Feb 2023 22:23:43 +0000

VBP Formula

View Count: 79

[2022-11-22 14:28:14]
Ben A - Posts: 111

Is there any way that I can use formula against VBP in say the spreadsheet formula study?

I want to work out the average price of all VBP above a certain threshold, for example all instances where VBP>1000.

Thanks you,
[2022-11-22 17:50:53]
John - SC Support - Posts: 21943
There is a way to do this, but you will have to work with relatively raw volume data.

On the Spreadsheet Study there is an option for Output Volume at Price Data. Set this to Yes to get the Volume at Price data for each bar in the chart. You can then sift through this data to get what you are wanting. Refer to the information here:
Spreadsheet Study Inputs: Output Volume at Price Data
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

To post a message in this thread, you need to log in with your Sierra Chart account:


Login Page - Create Account