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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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[2014-11-11 10:46:04]
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...
[2014-11-11 18:30:32]
Sierra Chart Engineering - Posts: 104368
This has already been added. Here is the documentation for the study:
http://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s351 (Volume at Price Threshold Alert)
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

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[2014-11-11 21:58:16]
Shane - Posts: 31
SC support;

Thank you again for adding support to resolve the high, low, open and close in the VAP, AVAP and BVAP studies. Is this other request being considered?

"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."

Kind Regards,
Shane
[2014-11-11 23:42:56]
Sierra Chart Engineering - Posts: 104368
We thought about this and this capability exists now.

For example you could do:
VAP[ H- (TICKSIZE*1)] [0]
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: 2014-11-11 23:43:27
[2014-11-12 00:15:21]
Shane - Posts: 31
Thank you. I was just looking at the documentation and noted that you did add support for it. I will test it and respond if there are any issues.

Once again, many thanks for the excellent support.

regards,
shane
[2014-11-12 03:04:48]
Shane - Posts: 31
I get a syntax error when I try this. I'm using version 1211. Please see attached graphic. It shows both the (very simple) test formula and the error in the log.

regards,
shane
imageAVAPerror.png / V - Attached On 2014-11-12 03:03:31 UTC - Size: 88.72 KB - 455 views
[2014-11-12 03:27:40]
Sierra Chart Engineering - Posts: 104368
We will fix 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
[2014-11-12 15:55:33]
User82828 - Posts: 44
Thank you for providing the "Volume at Price Threshold Alert" study. Me and my colleagues like it very much.

I think in the study "Volume at Price Threshold Alert" the graphical markers do not work 100% perfect.

For example: In the study "Volume at Price Threshold Alert" I have set the threshold to the value 70 for the bid, shown by a yellow "Square Offset Left Body" (see enclosed screen shot). As one can see in the screen shot, not all 70 threshold values are marked, but only one is marked within one bar. Could you please change that, so that all threshold values are marked within a bar.

Furthermore it would be ideal, if it is possible in the future, that all threshold values are highlighted within a bar by transparent and colored background so that you can still read the values. Could you please also implement this?
Date Time Of Last Edit: 2014-11-12 15:55:56
imagegraphical_markers_in_the_Volume_at_Price_Threshold_Alert__st.png / V - Attached On 2014-11-12 15:55:27 UTC - Size: 114.58 KB - 486 views
[2014-11-12 19:21:55]
Sierra Chart Engineering - Posts: 104368
The Study Subgraphs with the Volume at Price Threshold Alert study were not meant to be set to anything other than "Ignore". You are using it in an unsupported way.

Therefore, this cannot be done:
Could you please change that, so that all threshold values are marked within a bar.

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: 2014-11-12 19:23:23
[2014-11-12 22:42:06]
User82828 - Posts: 44
Ok I understand now, that the Study Subgraphs with the Volume at Price Threshold Alert study were not meant to be set to anything other than "Ignore" despite the fact that one threshold-volume can already be marked or highlighted within a bar.

However, it makes a lot of sense to also mark or highlight ALL threshold-volumes within in bar for trading purposes and for an "after trade analysis".

So could you please transfer the Study Subgraphs with the Volume at Price Threshold Alert study in a supported status and could you please enable the graphical highlighting of threshold-volumes as described in posting '32.

Thank you very much in advance.
Date Time Of Last Edit: 2014-11-12 22:43:26
[2014-11-12 23:30:25]
Sierra Chart Engineering - Posts: 104368
However, it makes a lot of sense to also mark or highlight ALL threshold-volumes within in bar for trading purposes and for an "after trade analysis".

So could you please transfer the Study Subgraphs with the Volume at Price Threshold Alert study in a supported status and could you please enable the graphical highlighting of threshold-volumes as described in posting '32.

This is not possible with that study. What you are requesting is very complex.
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
[2014-11-13 22:21:46]
ganz - Posts: 1048
User82828

Hey. In case you are interested in.
This is one of my old study in order to scan some values.
This will work when a bar has closed. It points up to 60 markers per a bar.

RT-version is under development now.

:)
attachmentscanABVDT_b4.dll - Attached On 2014-11-13 22:20:11 UTC - Size: 24.5 KB - 397 views
attachmentscanABVDT_b4.cpp - Attached On 2014-11-13 22:20:42 UTC - Size: 4.14 KB - 522 views
[2014-11-14 00:04:53]
ganz - Posts: 1048
User82828

RT-version is under development now.

Feel free to test it. It's open source and for free. :)

scanABVDT in real time
[2014-11-14 05:32:32]
Shane - Posts: 31
In addition to this issue noted in #30, there is another problem. The syntax for BVAP is followed by two brackets where the first bracket is the price and the second bracket is the bar offset. The second bracket bar offset does not appear to work for anything except the current bar. In other words, it doesn't look back to the previous bars correctly.

Please see the attached graphic which demonstrates the issue in detail.

regards,
shane
imageBVAP.png / V - Attached On 2014-11-14 05:32:26 UTC - Size: 133.84 KB - 468 views
[2014-11-15 10:42:01]
Sierra Chart Engineering - Posts: 104368
We will check on 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
[2014-11-18 09:27:26]
Sierra Chart Engineering - Posts: 104368
We looked into this and this is what we determined:

When using a subgraph identifier together with an offset, such as in BVAP[L][-1], the offset does not affect how the subgraph identifier is evaluated. BVAP[L][-1] will get the bid volume of the prior bar at the low price of the current bar. To get the bid volume of the prior bar at the low price of the prior bar, that would be BVAP[L[-1]][-1].

The documentation has been updated.

If you have any other questions start a new thread. This thread is now locked.
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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