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Direct MessagesDate/Time: Fri, 26 Apr 2024 10:04:11 +0000
Having studies calculated from both the micro and mini versions of futures contracts.
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| [2023-01-09 17:05:49] |
| User259664 - Posts: 1 |
|
Hi, Is it possible to have studies such as volume, cumulative volume delta and number bars be calculated (additively) from the volume of both MES and ES (or any other micro/mini futures pair)? |
| [2023-01-09 21:27:50] |
| John - SC Support - Posts: 31131 |
|
You would have to put together the studies to do this. Depending on what you need, you may be able to get away with a single chart and the Add Additional Symbol - if you just want total Volume - or you may need two charts one for MES and another for ES and then have the necessary studies for each - such as Cumulative Delta. Then you would either add the necessary items, or use the Study/Price Overlay first and then add the items together. For example, for Volume - on an ES chart, use the Add Additional Study to the chart. Then use the Study Subgraphs Add study to add together the Volume from the ES and the Volume from the MES. If you want to display the volume as bars - like in the standard Volume study - then change the Draw Style for the Study Subgraphs Add to Bar. The Cumulative Delta gets more complex, and you would probably need to use the Spreadsheet Formula (Bar) to add together the 4 items (Open/High/Low/Close) and have a bar display. Give it a try and if you have trouble putting it together then request help on this forum. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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