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Search: Posts Made By: Trembling Hand
Forum: Sierra Chart February 18th, 2021, 08:22 AM
Replies: 64
Views: 10,856
Posted By Trembling Hand
I had the chart on a fast refresh rate but now...

I had the chart on a fast refresh rate but now think a slower one makes sense.

May work better by slowing it down to a 1000 ms. I haven't tried it yet but suspect that it can loop through the...
Forum: Sierra Chart February 17th, 2021, 07:16 PM
Replies: 64
Views: 10,856
Posted By Trembling Hand
I wouldn't worry about my code. I don't think...

I wouldn't worry about my code. I don't think that implementation is looping through all T&S when it moves fast. Needs more work that I haven't got time to do at the moment. But SC has a built in...
Forum: Sierra Chart February 17th, 2021, 06:46 AM
Replies: 64
Views: 10,856
Posted By Trembling Hand
liboro now that I have figured out how the...

liboro now that I have figured out how the Advance Chart Setting > volume filter works why not just use that set to filter out the vol you don't want and the standard SC VAP study?

details here ...
Forum: Sierra Chart February 16th, 2021, 06:04 PM
Replies: 64
Views: 10,856
Posted By Trembling Hand
Ok I'm going to dump what I have done on this....

Ok I'm going to dump what I have done on this. Its very much a test of concept rather than end product but here it its,


https://nexusfi.com/attachment.php?attachmentid=309445

Now a couple of...
Forum: Sierra Chart February 16th, 2021, 03:25 AM
Replies: 64
Views: 10,856
Posted By Trembling Hand
It is from T&S. I'm building my own VAP. ...

It is from T&S.

I'm building my own VAP.

If the trade is above the threshold it goes into the VAP container. If its below it doesn't.
Forum: Sierra Chart February 16th, 2021, 01:10 AM
Replies: 64
Views: 10,856
Posted By Trembling Hand
So a VERY rough play around and it seems to be...

So a VERY rough play around and it seems to be working better than expected for a first try at saving to a map.



https://nexusfi.com/attachment.php?attachmentid=309390
Forum: Sierra Chart February 15th, 2021, 07:58 PM
Replies: 64
Views: 10,856
Posted By Trembling Hand
Yeah thats probably right but its not a easy way...

Yeah thats probably right but its not a easy way to store values as you have to dynamically create and name them then store the name to recall them. Far easier containers to use like C++ map
Forum: Sierra Chart February 15th, 2021, 07:00 PM
Replies: 64
Views: 10,856
Posted By Trembling Hand
Yeah I understand. You want to only include...

Yeah I understand. You want to only include trades where the volume is greater than X amount



You need a structure to hold the collected data, in this case each trade above a threshold at every...
Forum: Sierra Chart February 15th, 2021, 04:41 PM
Replies: 64
Views: 10,856
Posted By Trembling Hand
:clap2: Yep that looks like what I think liboro...

:clap2: Yep that looks like what I think liboro wants. Where did that pic come from?
Forum: Sierra Chart February 15th, 2021, 06:50 AM
Replies: 64
Views: 10,856
Posted By Trembling Hand
Funny thing is at the end of it all I now have a...

Funny thing is at the end of it all I now have a understanding of what's liboro wants.

A custom Filtered Volume at Price based on threshold trade volume.

It cannot be done with standard...
Forum: Sierra Chart February 14th, 2021, 07:21 AM
Replies: 64
Views: 10,856
Posted By Trembling Hand
I'll leave you to it. Good luck.

I'll leave you to it. Good luck.
Forum: Sierra Chart February 14th, 2021, 07:08 AM
Replies: 64
Views: 10,856
Posted By Trembling Hand
OMG!!!!!!! You cannot be serious? ...

OMG!!!!!!!

You cannot be serious?

THAT'S WHAT THE CODE IN POST 6 DOES!
Forum: Sierra Chart February 14th, 2021, 06:49 AM
Replies: 64
Views: 10,856
Posted By Trembling Hand
Mate this is like pulling teeth.... but more...

Mate this is like pulling teeth.... but more painful!

After 37 posts you still haven't clearly explained what you are trying to do!

I'm sure it can be coded it's just some sort of vol at price...
Forum: Sierra Chart February 14th, 2021, 06:25 AM
Replies: 64
Views: 10,856
Posted By Trembling Hand
That won't work. You are assigning volume to a...

That won't work. You are assigning volume to a subgraph bar index using a float price variable. There is no subgraph for a Time and Sales prices. Does that even compile? If for example you price is...
Forum: Sierra Chart February 14th, 2021, 04:41 AM
Replies: 64
Views: 10,856
Posted By Trembling Hand
Unless you can write out some pseudo code or t&s...

Unless you can write out some pseudo code or t&s data from one bar showing what you want done with it I'm lost as to any further action.
Forum: Sierra Chart February 14th, 2021, 01:00 AM
Replies: 64
Views: 10,856
Posted By Trembling Hand
And this study will mark the price/tick level...

And this study will mark the price/tick level where highest combined bid/ask volume occurs for each bar. And will work with historical as well as live.


2021-02-14 16_56_39-Window...
Forum: Sierra Chart February 14th, 2021, 12:02 AM
Replies: 64
Views: 10,856
Posted By Trembling Hand
Because I like banging my head against a wall.......

Because I like banging my head against a wall.... :becky:


2021-02-14 15_48_55-Window
https://nexusfi.com/attachment.php?attachmentid=309301

Here is an example code that will mark on each bar...
Forum: Sierra Chart February 13th, 2021, 07:52 PM
Replies: 64
Views: 10,856
Posted By Trembling Hand
I'll give it one more shot to figure out what you...

I'll give it one more shot to figure out what you are trying to do here.

Can I have an picture of a chart well annotated with what data/subgraphs/etc you want from what data. Use data like this...
Forum: Sierra Chart February 13th, 2021, 07:48 PM
Replies: 64
Views: 10,856
Posted By Trembling Hand
Mate I think you are lost here! This is the code...

Mate I think you are lost here! This is the code that identifies the trade at bid or ask,

int TradeType = TimeSales[TSIndex].Type; // at bid or ask
This is the code that identifies the price for...
Forum: Sierra Chart February 13th, 2021, 05:15 PM
Replies: 64
Views: 10,856
Posted By Trembling Hand
LOL!! :pcguru: So back to my code at #12 all...

LOL!! :pcguru:

So back to my code at #12 all you have to do is decide how you want to represent that on the chart rather than save to txt
Forum: Sierra Chart February 13th, 2021, 08:02 AM
Replies: 64
Views: 10,856
Posted By Trembling Hand
Firstly that's not what my post at 4 and yours at...

Firstly that's not what my post at 4 and yours at #17 is asking to do but rather break down ask/bid volume.

But
Filter order size by what? A threshold amount? A descending/ascending amount?

...
Forum: Sierra Chart February 13th, 2021, 07:40 AM
Replies: 64
Views: 10,856
Posted By Trembling Hand
Yes. But as your details of exactly what you want...

Yes. But as your details of exactly what you want are missing or confusing we are going in circles.

For example my post at #4 and yours at #17 are the same thing.
Forum: Sierra Chart February 13th, 2021, 06:43 AM
Replies: 64
Views: 10,856
Posted By Trembling Hand
I think you have a fundamental misunderstanding...

I think you have a fundamental misunderstanding of what is going on here.

TS data is not a different data set from "other" data.

Could you explain why you think it is? Where does it come from?
Forum: Sierra Chart February 13th, 2021, 06:27 AM
Replies: 64
Views: 10,856
Posted By Trembling Hand
That's what the first study I wrote did in post...

That's what the first study I wrote did in post #6!
Forum: Sierra Chart February 13th, 2021, 06:08 AM
Replies: 64
Views: 10,856
Posted By Trembling Hand
What? I'm not sure what else you would need. If...

What? I'm not sure what else you would need. If you are not able to use the above code samples then I guess you actually need to explain exactly what you are trying to do and maybe someone can do it...
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