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Help with Cumulative Sum please!


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  #1 (permalink)
 deejaynv 
london
 
Experience: Intermediate
Platform: ninjatrader
Trading: YM
Posts: 10 since Jul 2016
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Hi Community!!

I wonder if you could help me.

I am trying to replicate the cumulative sum study @Big Mike used to use on his Sierra Chart setup to get Cumulative TICK for the week. I have asked him he said he no longer uses Sierra Chart so asking here. Was also told to tag @aslan

I know to get ctick / cumulative tick on a daily basis I use the Cumulative Sum of Study and set the option to Reset at Start of Trading Day to "Yes". All good.

I can't seem to find anything that would "Reset at Start of Trading Week" so it starts summing from 0 every Sunday night or whenever the week opens. I know it is possible as @Big Mike had cum tick starting at zero on his chart every start of week. It would sum till end of week then start at 0 again at the new week.

Anyone that can guide me much appreciated (I have asked Sierra but going round in circles a bit there).

Have a great week!


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  #2 (permalink)
 Trembling Hand 
Melbourne, Land of Oz
 
Experience: Advanced
Platform: Sierra Chart, CQG
Broker: CQG
Trading: HSI
Posts: 249 since Jun 2011
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SC has a is weekend method for a date time value. So assuming that your instrument opens on Sunday and does not trades on Saturday this should work.
https://www.sierrachart.com/index.php?page=doc/SCDateTime.html

 
Code
float& SumValue= sc.GetPersistentFloat(0);


if (sc.BaseDateTimeIn[sc.Index].IsSunday() && !sc.BaseDateTimeIn[sc.Index-1].IsSunday())
{
    SumValue = 0;
}

// do your cumulative calculation here to SumValue. Note you will probably want to do this on bar close.


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  #3 (permalink)
 Sawtooth 
Prescott AZ USA
 
Experience: Advanced
Platform: SierraChart
Broker: EdgeClear, FCM:Phillip, Data:Denali, Routing:Teton
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Quoting 
I can't seem to find anything that would "Reset at Start of Trading Week" so it starts summing from 0 every Sunday night or whenever the week opens.

You could do it with the Spreadsheet Formula study, with a formula like this in its Formula field:
=IF(AND(WEEKDAY(BARDATE)=1,HOUR(BARTIME)=18),ID1.SG1,ID1.SG1+ID9.SG1[-1])
where ID1.SG1 is the study and subgraph to cumulatively sum, and ID9 is this Spreadsheet Formula study.

This will begin the cumulative summation every Sunday at 18:00.

https://www.sierrachart.com/index.php?page=doc/SpreadsheetFunctions.html


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  #4 (permalink)
 deejaynv 
london
 
Experience: Intermediate
Platform: ninjatrader
Trading: YM
Posts: 10 since Jul 2016
Thanks Given: 1
Thanks Received: 4

Thanks so much for all your help!


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Last Updated on December 22, 2024


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