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As far as I am aware limit 1000 keys for persistent variables is valid only for fast persistent variables. For each data type, up to 50000 persistent variables are supported.
But I am not a programmer, just hit my eyes in SC documentation.
Thank you.
Can you help answer these questions from other members on NexusFi?
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
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,
Now a couple of things,
Being T&S data it only works on live connection or replay
If you change settings etc the plotted data will be lost
In a fast market like the open of the ES there are just far too many trades to process using sc.GetTimeAndSales(), anything over 100ish trades per second seems unreliable
Given the above point I would actually look at using either sc.ReadIntradayFileRecordAtIndex() and reading the scid file directly or I suspect the best way would be sc.GetChartArray() set to Number of Trades Per Bar 1 as per SC Here and then it would work on historical data as well.
To get the best performance for a fast high vol instrument I had to use Chart Settings>Advanced Settings 2>Volume Filter Exclude set to same as threshold and tick Filter Trade Completely then overlay another chart using OverlayBar see pic
But any way there it is for now. And again test of concept rather than end product
@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?
I am in the middle of the testing and I am getting weird numbers of volume.
See attachment - threshold is set to 0 (if I do understand it right, in this case it should plot all a/b volume on the price levels).
On the top of the bar you can see delta of the bar - so numbers on the price levels should be definetely bigger.
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 solutions that works perfectly. Try this .cht file. Its exactly the solution I'd use.