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Direct MessagesDate/Time: Fri, 03 May 2024 18:38:45 +0000
Bar Period request
View Count: 1696
| [2014-07-14 12:17:24] |
| joshtrader - Posts: 439 |
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As a regular reader of Dr. Brett Steenbarger's blog, I was compelled to explore his recent examination of bars built around a price change. It is very simple: for an N-period Price Change bar, begin a new bar after N price changes. Same idea as Trades per bar, or Volume per bar, only this is price changes per bar. Example tape from the first print of the day: 48.66 (1st change, as it's the first print of day) 48.66 48.67 (2nd change) 48.66 (3rd change) 48.63 (4th change) 48.63 48.63 48.64 (5th change) 48.64 This would be 5 price changes (first print of the day would count as a price change). I constructed my own version in a spreadsheet using SC's 1-tick data, but I can't do any real-time exam of this or use studies on it as I would be able to in SC. It seems that it would fit in well with your existing framework of bar types and would add even more value to the product. Thanks for your consideration SC. |
| [2014-07-15 18:47:28] |
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We will look into adding this.
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 |
| [2014-07-15 18:57:35] |
| Sawtooth - Posts: 3992 |
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+1
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| [2014-08-23 15:45:24] |
| Al SC Developer - Posts: 434 |
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Price Change Bars will be in ver 1177.
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