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[User Discussion] [Locked] - Study Numbers Bars Old: Alert only, if the volume at certain price (Bid or Ask) exceeds value

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[2014-07-22 19:16:26] #1 [Go To First Post]
User82828 - Posts: 44
For the Study Numbers Bars Old : Is it possible to set an alert, if the volume (Bid or Ask) at a certain price level exceeds a value. For example: If the DAX exceeds at the price level of exactly 9000 a volume of more than 100 traded contracts (bid or ask)then I would like to get a sound alert. Is this possible and if yes how can this be done? I already tried it with the formula "=OR(BV>=100,AV>=100) but here I only get an alert, if the sum of the traded contract for the entire bar exceeds 100, which is useless for my purposes. Thanks for fast feedback

[2014-07-22 20:09:42] #2 [Go To First Post]
ganz - Posts: 1048
User82828 http://www.sierrachart.com/supportboard/showthread.php?t=37616

[2014-07-22 22:37:42] #3 [Go To First Post]
User82828 - Posts: 44
Thank you Ganz for the link. What I need is an alert if the number of traded contracts (this should be a variable defined by the user) at a price level within a developing bar is exceeded. I need this alert immediately, when for the first time a defined number of contracts are traded on the bid or ask within a developing bar. I don't need the alert at the end of the bar, when the bar is already finished. So I am not 100% sure, wether this is possible with the tools you have described in your link. I would aprecaite if you could clarify that. Date Time Of Last Edit: 2014-07-22 22:37:56

[2014-07-23 02:20:35] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
What we will do is add support to access the volume at price data for Simple Alerts. This will be an example: VAP [100] [0] This will access the volume at price 100, if it exists, for the bar being processed. 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

[2014-07-24 23:18:21] #5 [Go To First Post]
User82828 - Posts: 44
I am pleased to hear that support will be added to the volume alert at a certain price. Very important is, that 2 alarms can be set: one for the bid and one for the ask volume . So I understand your example "VAP [100] [0]" as a Volume Alert on Price (one for the bid and one for the ask), if a bid volume of 100 is reached. The "[0]" indicates, that there is no alarm set for the ask price. My example "VAP [100] [150]" would therefore mean, that an alarm is given, as soon as a bid volume of 100 OR an ask volume of 150 (at one certain Price level e.g. 9000) is reached. Did I explain all details corectly? Can you tell us, how long it would take, until this alarm is available in the numbers bars old study? Will it be written here in this section?

[2014-07-25 19:10:16] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
These following new identifiers can be used in Simple Alert Formulas in the next release: VAP[][] = The Volume at the specified price level at the specified relative bar index. The first set of square brackets specifies the price. The second set of square brackets specifies the relative bar index. For example, VAP[1000.5][0] gets the Volume for the 1000.5 price at the chart bar index being evaluated. VAP[1000.5][-1] will return the Volume for the the prior chart bar from the one being evaluated. Both sets of square brackets are required. BVAP[][] = The Bid Volume at the specified price level at the specified relative bar index. The first set of square brackets specifies the price. The second set of square brackets specifies the relative bar index. For example, VAP[1000.5][0] gets the Bid Volume for the 1000.5 price at the chart bar index being evaluated. Both sets of square brackets are required. AVAP[][] = The Ask Volume at the specified price level at the specified relative bar index. The first set of square brackets specifies the price. The second set of square brackets specifies the relative bar index. For example, VAP[1000.5][0] gets the Ask Volume for the 1000.5 price at the chart bar index being evaluated. Both sets of square brackets are required. To be able to use a separate alert for bid volume and ask volume would require you to put one alert formula on the Numbers Bar study and another one through the main chart through Chart >> Chart Settings >> Alerts. 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 Date Time Of Last Edit: 2014-07-25 19:10:35

[2014-07-25 19:20:51] #7 [Go To First Post]
ejtrader - Posts: 688
SC Team - Thank you for adding this option. Assuming these functions(direct access) are going to be available through ACSIL as well. If it is not too difficult - Would it be possible to add - Total #of Trades/Bid Trades/Ask Trades ( just replacing the volume with # of trades ). Though the same can be done using regular ACSIL - some coding can be avoided if this is going to be available directly. Thanks Date Time Of Last Edit: 2014-07-25 19:22:46

[2014-07-25 22:08:48] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This data can already be accessed through ACSIL very easily through this ACSIL interface member: http://www.sierrachart.com/index.php?page=doc/doc_ACSIL_Members_Variables_And_Arrays.html#scVolumeAtPriceForBars 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

[2014-07-28 09:38:32] #9 [Go To First Post]
User82828 - Posts: 44
SC Team: Please ensure, that this alert is also implemented in study "numbers bars -old". Great and thank you for implementing this kind of alert already in the next release! Date Time Of Last Edit: 2014-07-28 09:41:10

[2014-07-28 09:50:50] #10 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Numbers Bars-Old has been removed. Please migrate over to the new Numbers Bars study as soon as you can. Here is the documentation: https://www.sierrachart.com/index.php?page=doc/doc_NumbersBars.php The new Simple Alert VAP identifiers can be used with any study or on the main price graph. 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

[2014-10-20 09:12:35] #11 [Go To First Post]
User82828 - Posts: 44
So again my question for a very simple alert within the numbers bars study: I would like to have a very simple sound alert within the bar numbers study, if the number of traded contracts for one price at the bid OR at the ask is exceeded. So I would like to have an alert as soon as more than e.g. 100 contracts are traded on the bid OR on the ask (not the sum of bid and ask) within the current developing bar. I am not interested in the price where it happens, I am only interested in the fact, that it happens in the current bar on the bid or ask. It would be nice if the sound of the alert could be selected by the user. Can you establish such an easy alert within the numbers bars study?

[2014-10-22 06:26:32] #12 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This can be done but it has to be programmed using ACSIL. It cannot be done using Simple Alerts. The sound of an alert can easily be selected by the user. From what we know user "ganz" may have created a custom study that does 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

[2014-10-22 07:40:42] #13 [Go To First Post]
User82828 - Posts: 44
Due to the fact, that we also trade via SC and of course for saftey reasons, we would prefer a verified and reliable offical solution by Scierra Chart. The alert should be initiated as soon as more than e.g. 100 contracts are traded on the bid OR on the ask (not the sum of bid and ask) at ONE price level within the current developing bar. I am not interested in the price where it happens, I am only interested in the fact, that it happens in the current bar at ONE price level on the bid OR the ask. For clarification please have a look at the attached example of a screenshot from this morning. So my question is: Can this simple "volume-exceeding-alert" within the numbers bars study be programmed by the Sierra Chart Support Team and if yes when will it be available? Date Time Of Last Edit: 2014-10-22 07:41:35


example_numbers_bars_volume_alert.png / V - Attached On 2014-10-22 07:39:32 UTC - Size: 176.22 KB - 514 views

[2014-10-23 07:45:48] #14 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will look into this. This can be done. 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

[2014-10-23 09:58:39] #15 [Go To First Post]
User82828 - Posts: 44
Thank you for your fast feedback. What do you think, when will this simple numbers bars volume alert be available? A lot of colleagues would appreciate it very much.

[2014-10-24 03:38:57] #16 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
A study to do this will be out next week. We will make a notice on the What is New page. 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

[2014-10-26 05:53:48] #17 [Go To First Post]
Shane - Posts: 31
Are the BVAP and AVAP identifiers available for use in a Color Bar Based on Alert Condition study? I keep getting an error. Even a very simple formula: =AVAP[H][0] >0 (The ask volume at high of bar: should be true for every bar) returns an error: #SYNTAX! \| Formula: =AVAP[H][0] >0 Regards, shane

[2014-10-27 17:45:30] #18 [Go To First Post]
Shane - Posts: 31
Further investigation reveals that if you hard code a price, instead of using the "H" identifier, the system will not generate an error. However, it does not trigger the alert condition to color the bar either. So, I see two problems: First, Identifiers are not evaluated within the square bracket where the price is defined. Second, the Color Bar by Alert Condition study itself does not work even if you hard code a price. Please let me know if these are user error on my part, or issues that SC needs to resolve. regards, shane

[2014-10-28 03:37:15] #19 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We tested this and we do not see a problem. We will see about supporting the price identifiers with the VAP Simple Alert arrays. What is the symbol of the chart and give us the specific formula you are using. 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 Date Time Of Last Edit: 2014-10-28 03:37:51

[2014-10-30 05:00:12] #20 [Go To First Post]
Shane - Posts: 31
Thank you for the prompt response. Please see the attached image and chartbook. VAP[price][0] works correctly for the price 81.92 (coloring the bar magenta), but a separate study hard-coding 82.08 fails to color the bar (should be orange). Please note that accessing the ask, bid and total volume at a price level within the bar is an incredibly useful feature. However, having to hard-code prices makes it's difficult to use in any kind of real time application. Resolving the other identifies (e.g., H, L, C, O) within the first bracket makes it very useful in lots of interesting ways. Even better, though more difficult, would be to, within the first bracket, index the price level relative to the high or low of the bar, thus allowing access to every price level within the bar. Admittedly, this may be better used within ACSIL. Appreciate your time and attention. regards, shane Date Time Of Last Edit: 2014-10-31 22:50:24


Screen Shot 2014-10-29 at 9.48.25 PM.png / V - Attached On 2014-10-30 04:53:02 UTC - Size: 255.86 KB - 460 views

[2014-10-31 22:50:06] #21 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We discovered the source of the problem and we are fixing it. Resolving the other identifies (e.g., H, L, C, O) within the first bracket makes it very useful in lots of interesting ways. This will be supported in the next release. 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 Date Time Of Last Edit: 2014-10-31 22:50:40

[2014-11-04 04:39:50] #22 [Go To First Post]
Shane - Posts: 31
Truly awesome support. Thank you. regards, shane

[2014-11-11 06:35:18] #23 [Go To First Post]
Shane - Posts: 31
SC support: I have tested the VAP with a hard-coded price and find it to work as expected. I have also tested the use of other identifies (High, Low, etc) in the first bracket of the VAP, AVAP and BVAP and find that it is resolving as expected. I thank you again for your excellent support, not the least of which is how quickly you responded to this request. Kind Regards, Shane Handy

[2014-11-11 07:20:42] #24 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
OK. 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

[2014-11-11 10:46:04] #25 [Go To First Post]
User82828 - Posts: 44
Hello, with respect to the postings Nr. 11 til Nr. 16 again my polite question, when the simple alert in the numbers bars study will be available in Sierra Chart? A lot of traders are loogking forward to it...

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