Support Board
Date/Time: Sat, 10 May 2025 21:10:53 +0000
How to Show Volume Delta Based on Lot Size - Like Futures Trader 71
View Count: 271
| [2024-09-10 16:54:48] |
| User708541 - Posts: 135 |
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Futures Trader 71 has his Cumulative Delta broken down by lot size. Small Lots, Medium Lots, and Large Lots with a histogram of all data showing combined. How can I emulate this with Sierra Charts? I would like a numerical input for lot size that I choose. See attached image
Date Time Of Last Edit: 2024-09-10 17:06:40
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 Cum Vol Delta-FT_71.png / V - Attached On 2024-09-10 16:54:23 UTC - Size: 245.13 KB - 84 views |
| [2024-09-10 17:57:57] |
| John - SC Support - Posts: 39699 |
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We really do not have enough information to give an absolute statement, but if the Cumulative Delta is broken down based on the quantities of the trades, then there is not a native study within Sierra Chart that would do this. It would have to be done through a Custom Study. Refer to the following: Advanced Custom Study Interface and Language (ACSIL) https://www.sierrachart.com/index.php?page=doc/SierraChartStudyAndSystemProgrammers.php For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-09-10 18:59:09] |
| User708541 - Posts: 135 |
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Let me add some clarity to what I'm looking for as I have no skill with custom studies. I'm looking for something very similar to how a Time and Sales is filtered based on trade size. So, I'd want Sierra to plot the Ask Volume - Bid Volume with a filter for a specific trade size. Say 20 lots or greater. Filtered in the same way Time and Sales is filtered. Is something like this possible? |
| [2024-09-10 19:41:03] |
| User431178 - Posts: 670 |
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Example attached of how you might do this using multiple referencec chart with volume filtering applied and study/price overlay to bring data to main chart. Chart Settings: Volume Filter (Chart >> Chart Settings >> Data Limiting >> Volume Filter Settings menu) Study/Price Overlay Study |
 cdv_filtered.Cht - Attached On 2024-09-10 19:40:37 UTC - Size: 15.92 KB - 248 views |
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