Support Board
Date/Time: Sun, 01 Jun 2025 01:44:06 +0000
[Programming Help] - Assistance with Retrieving VWAP and Market Profile (TPO) Values via API Dear Sierra Chart
View Count: 65
| [2025-05-05 15:59:56] |
| User167296 - Posts: 9 |
|
I hope this message finds you well. I am currently developing a custom study in Sierra Chart and need assistance with retrieving specific values for VWAP and Market Profile (TPO) studies from external charts. Here are the details of my setup: I am working with multiple chart instances: Chart #1 (Instance 1): Market Profile Globex (TPO). Chart #2 (Instance 1): Market Profile Cash (TPO). Chart #23 (Instance 3): VWAP Yearly. Chart #8 (Instance 3): VWAP Quarterly (540,000 volume bars). Chart #16 (Instance 3): VWAP Monthly (250,000 volume bars). Chart #21 (Instance 3): VWAP Weekly (30,000 volume bars). Chart #26 (Instance 5): VWAP Daily (3,000 volume bars). My custom study is applied on Chart #2 (ESM25_FUT_CME, Renko 5 ticks, Instance 2). I am trying to retrieve the following values: Market Profile (TPO) Values: From Chart #1 and Chart #2, I need to retrieve the VAH (Value Area High), VAL (Value Area Low), and POC (Point of Control). In the TPO study settings, I have configured: Chart Value 1: TPO VA HIGH (Input 115). Chart Value 2: TPO POC (Input 116). Chart Value 3: TPO VA LOW (Input 117). I am currently using sc.GetStudyArrayFromChartUsingID with subgraph indices (VAH_SUBGRAPH=0, POC_SUBGRAPH=1, VAL_SUBGRAPH=2), but the retrieved values do not match the expected ones (e.g., expected Globex VAH=5684.25, but getting incorrect values). VWAP Values: From Charts #23, #8, #16, #21, and #26, I need to retrieve the VWAP value and its standard deviations (SD0.5, SD1, SD1.5, SD2, both positive and negative). I am using sc.GetStudyArrayFromChartUsingID with subgraph indices (e.g., VWAP_SUBGRAPH=1, SD05_POS_SUBGRAPH=2, SD05_NEG_SUBGRAPH=3, etc.), but I would like to confirm if these indices are correct for retrieving these values. Could you please provide guidance on the following: What are the correct subgraph indices to retrieve VAH, VAL, and POC from the TPO study when using Chart Values (Inputs 115, 116, 117)? What are the correct subgraph indices to retrieve VWAP and its standard deviations (SD0.5, SD1, SD1.5, SD2) from the VWAP studies on the specified charts? Are there any specific considerations (e.g., session settings, chart type differences) I should be aware of when retrieving these values across different charts and instances? I would greatly appreciate any example code or documentation references that could help me retrieve these values accurately. Thank you for your assistance! Best regards, Armand |
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