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Search: Posts Made By: Nicolas11

Forum: Sierra Chart

March 30th, 2014, 02:11 PM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

mkruss , Sorry, this is not a question of...

mkruss ,

Sorry, this is not a question of money.

If you want to hire a programmer, you can ask in this section of the forum: https://nexusfi.com/hire-consultant-programmer/

Nicolas

Forum: Sierra Chart

March 30th, 2014, 01:39 PM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

mkruss , I see. Sorry, but, due to...

mkruss ,

I see. Sorry, but, due to time-consuming other projects, I am not in position to provide programming help :(

Nicolas

Forum: Sierra Chart

March 30th, 2014, 01:28 PM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

Hi mkruss , If no mistake, I have released...

Hi mkruss ,

If no mistake, I have released the source code of all my works. Feel free to adapt it to your own needs. :)

Nicolas

Forum: Sierra Chart

August 16th, 2012, 08:33 AM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

One remark... sc.GetTimeAndSales() gives...

One remark...

sc.GetTimeAndSales() gives access to the T&S, but also to the ever-changing first bid and ask levels of the DOM between actual trades.

I mean...

Of course, sc.GetTimeAndSales()...

Forum: Sierra Chart

August 13th, 2012, 02:20 PM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

Example B: emulation of the pullback column...

Example B: emulation of the pullback column :boxing: by using the real-time information in SC's Time & Sales (obtained by sc.GetTimeAndSales())

We are not going to emulate the whole pullback...

Forum: Sierra Chart

August 13th, 2012, 02:11 PM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

Example A: emulation of the volume of the bar by...

Example A: emulation of the volume of the bar by using the real-time information in SC's Time & Sales (obtained by sc.GetTimeAndSales())

The tricky part is to identify the first trade of the bar...

Forum: Sierra Chart

August 13th, 2012, 02:01 PM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

In the next 2 messages, we will give 2 examples...

In the next 2 messages, we will give 2 examples of use in real-time of SC's Time & Sales obtained by sc.GetTimeAndSales():

emulation of the volume of the bar ...from the trades provided by the...

Forum: Sierra Chart

August 13th, 2012, 01:31 PM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

Tip: how to know the DateTime of a trade...

Tip: how to know the DateTime of a trade belonging to the T&S?

This is not straight-forward.
An example is given in studies.cpp

Let's suppose that TSArray contains the T&S:...

Forum: Sierra Chart

August 13th, 2012, 01:31 PM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

The next 4 messages will be related to yonatan's...

The next 4 messages will be related to yonatan's original question: use in real-time of SC's Time & Sales information obtained by sc.GetTimeAndSales() ;)

Forum: Sierra Chart

August 12th, 2012, 05:30 PM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

Conclusion 1. To obtain T&S information in...

Conclusion

1. To obtain T&S information in real-time from ACSIL: GetTimeAndSales()

2. To access to the T&S information within a bar historically from ACSIL:

- GetTimeAndSales() is not...

Forum: Sierra Chart

August 12th, 2012, 05:21 PM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

Example 2: emulation of SC's footprint We...

Example 2: emulation of SC's footprint

We are not going to emulate the whole footprint, but only the ask volume of the highest price of the bar. The code can very easily be adapted for any other...

Forum: Sierra Chart

August 12th, 2012, 05:08 PM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

Example 1: emulation of the volume of each bar ...

Example 1: emulation of the volume of each bar

At each bar, by using sc.GetNearestMatchForDateTimeIndex, the study identifies the ticks of the secondary 1-tick chart which belong to the bar (not...

Forum: Sierra Chart

August 12th, 2012, 04:57 PM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

Don't worry... this message and the 3 following...

Don't worry... this message and the 3 following ones are probably the last of the series! :egg:

Reminder: we want to access to the T&S information within a bar.
- GetTimeAndSales() cannot be used...

Forum: Sierra Chart

August 12th, 2012, 12:45 PM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

This message is more "for the record"... In...

This message is more "for the record"...

In the above spirit, I have tried to make simple correspondence between a main chart (here: 15-second chart) and a 1-tick chart.

I have renounced to...

Forum: Sierra Chart

August 12th, 2012, 10:47 AM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

yonatan, You have probably already seen...

yonatan,

You have probably already seen them, but you can also run built-in studies:

Time and Sales AskSize
Time and Sales Bid&Ask
Time and Sales BidSize
Time and Sales Price
Time and...

Forum: Sierra Chart

August 12th, 2012, 05:43 AM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

yonatan, At this stage, I would like to...

yonatan,

At this stage, I would like to clarify something because I have perhaps mixed too much your initial question and my own needs. And it could be time to wrap things up.

We both want to...

Forum: Sierra Chart

August 12th, 2012, 05:31 AM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

Thanks Big Mike, Actually, it was because...

Thanks Big Mike,

Actually, it was because there were other things in the .cpp not relevant for this thread. So I have copy/pasted the relevant parts in the .txt
Next time, I will make a clean...

Forum: Sierra Chart

August 12th, 2012, 03:41 AM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

Thanks Jolew :) I agree with you, and as...

Thanks Jolew :)

I agree with you, and as said above (https://nexusfi.com/sierra-chart-programming/21254-acsil-working-time-sales-data.html), this parameter could me modified in Global Settings >>...

Forum: Sierra Chart

August 12th, 2012, 03:07 AM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

Here-above...

Here-above (https://nexusfi.com/sierra-chart-programming/21254-acsil-working-time-sales-data-2.html#post249568), I said that overlay could not be used to know precisely which tick are within a 2-min...

Forum: Sierra Chart

August 12th, 2012, 03:00 AM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

Thanks ejtrader ! :) I didn't know that. ...

Thanks ejtrader ! :)
I didn't know that.

For reference, extract of the documentation: (red color added)

Source: Sierra Chart - Chart Settings...

Forum: Sierra Chart

August 11th, 2012, 04:22 PM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

Goal: access to all the individual trades (ticks)...

Goal: access to all the individual trades (ticks) within a bar of the chart.

Some solutions have previously been excluded:

GetTimeAndSales(), since it only gives access to the most recent T&S...

Forum: Sierra Chart

August 11th, 2012, 02:53 PM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

I found a workaround. And I would not say it...

I found a workaround.
And I would not say it was easy. :(
It now seems to work with nearly all kinds of charts.
More on this later. I need to clear things up... :stickyman:

Forum: Sierra Chart

August 11th, 2012, 11:22 AM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

I am facing a serious difficulty for...

I am facing a serious difficulty for non-time-based charts.

I do not succeed in making a tick-by-tick correspondence between, let's say, a 6-range chart, and a 1-tick chart.

Even between a...

Forum: Sierra Chart

August 11th, 2012, 08:57 AM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

One futures.io (formerly BMT) member asked me the...

One futures.io (formerly BMT) member asked me the code via PM.
So here it is... scsf_Volume_Emulated_for_TimeCharts (v1)

Reminders:
- it only works for time charts (no range-chart, volume-chart,...

Forum: Sierra Chart

August 11th, 2012, 07:43 AM

Replies: 47

ACSIL: working with time and sales data

Views: 20,230

Posted By Nicolas11

Well... it seems to work! :becky: As a...

Well... it seems to work! :becky:

As a reminder, GetTimeAndSales() only gives access to the most recent T&S (typically: last 2,000 trades), so is not very suitable on historical data.

It exists...

Showing results 1 to 25 of 31

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