Support Board
Date/Time: Mon, 16 Jun 2025 01:03:15 +0000
[Programming Help] - Assistance Request – Retrieving VWAP and Market Profile Values from External Charts in Sie
View Count: 326
| [2025-05-12 17:31:39] |
| User167296 - Posts: 9 |
|
Hello, I hope this message finds you well. I’m currently developing a custom study in Sierra Chart, and I need assistance with accurately retrieving specific values from VWAP and Market Profile (TPO) studies located on external charts. System Setup: I’m working with several chart instances, as outlined below: Chart #1 (Instance 1): Market Profile Globex (TPO) Chart #2 (Instance 1): Market Profile Cash (TPO) Chart #23 (Instance 3): Yearly VWAP Chart #8 (Instance 3): Quarterly VWAP (XXX XXX volume bars) Chart #16 (Instance 3): Monthly VWAP (XXX XXX volume bars) Chart #21 (Instance 3): Weekly VWAP (XX XXX volume bars) Chart #26 (Instance 5): Daily VWAP (X XXX volume bars) My custom study is applied on Chart #2 (Instance 2), which is a 5-tick Renko chart for ESM25_FUT_CME. Objective: I need to retrieve the following data: 1. Market Profile (TPO) Values From Charts #1 and #2, I’m trying to retrieve: VAH (Value Area High) VAL (Value Area Low) POC (Point of Control) In the TPO study settings, I’ve configured the following Chart Values: Chart Value 1: TPO VA HIGH (Input 115) Chart Value 2: TPO POC (Input 116) Chart Value 3: TPO VA LOW (Input 117) I’m currently using the sc.GetStudyArrayFromChartUsingID function with the following subgraph indices: VAH_SUBGRAPH = 0 POC_SUBGRAPH = 1 VAL_SUBGRAPH = 2 However, the retrieved values don’t match the expected ones. For instance, the expected VAH from the Globex session is 5684.25, but the returned value is incorrect. 2. VWAP and Standard Deviation Values From Charts #23, #8, #16, #21, and #26, I need to retrieve: The VWAP value Standard deviation bands: SD0.5, SD1, SD1.5, and SD2 (both positive and negative) I’m also using sc.GetStudyArrayFromChartUsingID with the following subgraph indices: VWAP_SUBGRAPH = 1 SD05_POS_SUBGRAPH = 2, SD05_NEG_SUBGRAPH = 3, etc. I would like to confirm that these subgraph indices are correct. Questions: What are the correct subgraph indices for retrieving VAH, VAL, and POC from the TPO study using Chart Value Inputs 115, 116, and 117? What are the correct subgraph indices for retrieving VWAP and its standard deviation bands from the various VWAP studies? Are there any specific considerations (e.g., chart type, session settings, different instances) I should be aware of when retrieving these values across different charts and instances? I would also greatly appreciate any sample ACSIL code or technical documentation that can help me extract these values reliably. Thank you very much for your support. Best regards, Armand |
| [2025-05-14 18:47:01] |
| 2garin - Posts: 188 |
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I will try to help with advice in creating some kind of trading system. Your question is very chaotic. It would be good to see the details of the question (screenshots), with notes. My variant of creating a trading system: Open a chart, add (table) Spreadsheet System for Trading, add the indicators you need to the chart (indicator values appear in the table). Analyze indicator values in the table (syntax is similar to Exile). From the same table you can send trade orders (open close positions, set stop orders, etc.). It is easy to analyze the values of VAH, VAL, POC in the table. Tip: When using tables for making trading decisions, use reliable data sources. From personal experience not Ritmik. |
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