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Need help with SC data collection


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Need help with SC data collection

  #1 (permalink)
 ballybunion 
orlando, fl
 
Experience: Intermediate
Platform: TOS,SC
Trading: ES, YM,ZN,ZS
Posts: 15 since Oct 2015
Thanks Given: 11
Thanks Received: 10

I keep a separate chart with various stats and data for ES RTH only. This is an intraday only chart based on a 405 min bar period which constitutes the 0930-1615 RTH session for the ES. I have applied the write bar and study data study to capture this data. This data is then linked to a Google spreadsheet to generate a daily trading plan. Everything works fine except that the data from the previous day does not update until the start of the current bar at 0930. Thus, I am unable to generate the plan until the current session starts. I utilize the SC data feed with a Gain account via Stage 5. I just need the EOD data for things such as ATR, VPOC, VWAP, VAH, VAL, volume etc. Is there any way to capture this data via the write bar data study before the start of the next days sessions. Perhaps, changing the bar period or just using a historical chart. Any suggestions from SC or other users would be appreciated.
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  #2 (permalink)
 
LittleFinger's Avatar
 LittleFinger 
Denver Colorado/USA
 
Experience: Intermediate
Platform: SierraChart
Broker: AMP
Trading: ES
Posts: 116 since May 2017
Thanks Given: 132
Thanks Received: 145

I want to try your method now. I've been using the spreadsheet study to get indicator values for every bar. That might work if you don't mind an extra step to copy to google docs.

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  #3 (permalink)
 Sawtooth 
Prescott AZ USA
 
Experience: Advanced
Platform: SierraChart
Broker: Stage5, FCM:Dorman, Data:Denali, Routing:Teton
Trading: YM ES NQ
Posts: 474 since Nov 2009
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Quoting 
I just need the EOD data for things such as ATR, VPOC, VWAP, VAH, VAL, volume etc. Is there any way to capture this data via the write bar data study before the start of the next days sessions.

Since the bar's timestamp is at the open, Sierra Chart doesn't know the closing data until the following bar is created, even with time-based bars.
https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=182&Name=Write_Bar_Data_to_File

Try this:
Use a bar period setting of 0-405-0 with session times of 09:30:00 and 16:30:00

This will produce 2 bars each day, one 405 min and one 15 min. Now the Write Bar Data To File study has the closing data of the 405 min bar at the EOD.

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  #4 (permalink)
 ballybunion 
orlando, fl
 
Experience: Intermediate
Platform: TOS,SC
Trading: ES, YM,ZN,ZS
Posts: 15 since Oct 2015
Thanks Given: 11
Thanks Received: 10

Thanks so much . Will give it a try.

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Last Updated on March 26, 2019


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