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I need a code for Sierra Chart which is based on Time Sales data. The code would put ask/bid values on the relevant prices. The very same as volume at price, but based on TS. Only part of the code or help would be enough for me.
Anyone can help?
Can you help answer these questions from other members on NexusFi?
Thank you, but these studies are examples of VAP. I am trying to work with Time and Sales data in the way as VAP - put ASK/BID volume on the price levels in the current bar.
So just to be clear what you are wanting is for example a bar that has a high of 105 and low of 100 you want to know how many bid trades at,
100,101,102,103,104,105
if (TimeSales.Size() == 0)
return; // No Time and Sales data available for the symbol
// Loop through the Time and Sales
int OutputArrayIndex = sc.ArraySize;
for (int TSIndex = BeginIndex; TSIndex <= EndIndex; ++TSIndex)
{
//Adjust timestamps to Sierra Chart TimeZone
SCDateTime AdjustedDateTime = TimeSales[TSIndex].DateTime;
AdjustedDateTime += sc.TimeScaleAdjustment;
}
But with no success.
And do you believe that I can achieve TS data for price levels in the bar
with these two functions?