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Direct MessagesDate/Time: Thu, 25 Apr 2024 22:51:00 +0000
Can Time and Sales data be plotted on the chart?
View Count: 3120
| [2013-05-03 18:13:29] |
| pe1111112 - Posts: 35 |
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With a size filter, so for example if you wanted to show on your chart where ES orders larger than 200 contracts were filled, you could get some sort of graphic or text display that shows this. Since the Time and Sales isn't standardized to a specific unit like various charts are (eg. time, volume), it would have to somehow take note of the timestamp of the Time and Sales record and apply it to the appropriate candle. I assume this would only work in real time and couldn't backfill data. I know SierraChart has a few studies that use this but they seem to kind of move along at their own speed rather than staying synced with the candles. |
| [2013-05-03 23:02:31] |
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What we recommend doing is setting the chart bars to Number of Trades per Bar = 1 and setting up Volume Filtering. These settings are documented here: http://www.sierrachart.com/index.php?l=doc/doc_ChartSettings.html 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 |
| [2013-05-04 00:14:51] |
| pe1111112 - Posts: 35 |
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I don't seem to be getting that to work correctly. I did 1 trade per bar, Volume Filter Exclude <= 99 (so it should show only those that are 100 or more). The result was a bunch of bars with volume 0 and some that have volume from 1-10. I would expect to only see bars of trades with volume >= 100. I thought maybe the volume filters got reversed so I tried the other one set to >= 99 and I saw a different result that was also the wrong thing. See attachments. The first 2 are the settings and the 3rd is the result (many bars showing less than 10 volume even though the filter is set to exclude <= 99). Assuming I get this chart to work, is there a way to import this onto another chart, such as a 10,000 volume ES chart, so I can see where on the 10,000 volume candles the big trades are taking place? That's my end goal. |
 chart settings 1.png / V - Attached On 2013-05-04 00:13:26 UTC - Size: 69.83 KB - 741 views chart settings 2.png / V - Attached On 2013-05-04 00:13:32 UTC - Size: 63.71 KB - 718 views |
| [2013-05-04 00:41:10] |
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The documentation says you must have tick by tick data. Clearly you do not. Please follow the documentation here: http://www.sierrachart.com/index.php?l=doc/doc_TickbyTickDataConfiguration.php 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 |
| [2013-05-04 01:10:02] |
| pe1111112 - Posts: 35 |
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Is there any reason not to use tick by tick data for everything besides slower loading times? It's now showing a lot of empty bars and some which have the specified volume (see screenshot). Can this data be imported to another chart? I'd like to have something that looks like the photoshopped image where the red bars represent trades over a certain volume. |
| 100 or greater volume.png / V - Attached On 2013-05-04 01:03:53 UTC - Size: 20.19 KB - 765 views photoshopped image.gif / V - Attached On 2013-05-04 01:09:48 UTC - Size: 40.33 KB - 820 views |
| [2013-05-04 02:13:58] |
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To overlay one chart with a different timeframe per bar on to another, use the Study/Price Overlay study: http://www.sierrachart.com/index.php?l=doc/helpdetails28.html Not sure though if this is what you are looking for. There is no problem with using tick by tick data for everything else. The problem is that the filtering does not actually filter the trades, only the volume numbers themselves. 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 |
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