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Search: Posts Made By: liboro
Forum: Sierra Chart February 18th, 2021, 04:52 PM
Replies: 64
Views: 10,797
Posted By liboro
The best way is to use...

The best way is to use FileRecordIndexOfLastDataRecordInChart as mentioned earlier. I am pretty sure now. If you put Large Volume Indicator from SC to the chart you can see that it is reading scid...
Forum: Sierra Chart February 18th, 2021, 07:36 AM
Replies: 64
Views: 10,797
Posted By liboro
Great idea, thank you indeed! Are you going...

Great idea, thank you indeed!

Are you going to explore more the way based on TS? I went through your code yesterday and I couldnt find any reason to cause unreability. Everything makes sense...
Forum: Sierra Chart February 17th, 2021, 10:40 AM
Replies: 64
Views: 10,797
Posted By liboro
I am in the middle of the testing and I am...

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...
Forum: Sierra Chart February 17th, 2021, 08:00 AM
Replies: 64
Views: 10,797
Posted By liboro
First of all: great work!!! I am really impressed...

First of all: great work!!! I am really impressed by your attitude and your knowledge.

I will test it and let you know.

Why there is unreability of high speed frequency of trades per seconds?...
Forum: Sierra Chart February 16th, 2021, 02:34 AM
Replies: 64
Views: 10,797
Posted By liboro
Looks great! Sorry I am curious, from where do...

Looks great! Sorry I am curious, from where do you take data and filter them if it is not from TS?
Forum: Sierra Chart February 15th, 2021, 07:20 PM
Replies: 64
Views: 10,797
Posted By liboro
Ok, thank you. As far as I am aware limit...

Ok, thank you.

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...
Forum: Sierra Chart February 15th, 2021, 06:06 PM
Replies: 64
Views: 10,797
Posted By liboro
Anyway, what kind of limitation you see that...

Anyway, what kind of limitation you see that there is only way to code it i C++?

Thank you!
Forum: Sierra Chart February 15th, 2021, 05:53 PM
Replies: 64
Views: 10,797
Posted By liboro
Yeah. But what I see on the pic, the threshold...

Yeah. But what I see on the pic, the threshold here is based on the total ask+bid volume on the price levels. IMO there is no order size filtering. I like the way of plotting/charting, it is a great...
Forum: Sierra Chart February 15th, 2021, 06:38 AM
Replies: 64
Views: 10,797
Posted By liboro
Hi Bob, thank your reply, you are completely...

Hi Bob,

thank your reply, you are completely right.
It is a valueable lesson for me for the next time.

Thank you!
Forum: Sierra Chart February 14th, 2021, 07:27 AM
Replies: 64
Views: 10,797
Posted By liboro
Ok, thank you for your effort.

Ok, thank you for your effort.
Forum: Sierra Chart February 14th, 2021, 07:11 AM
Replies: 64
Views: 10,797
Posted By liboro
Code in post 6 do it based on VAP, but not...

Code in post 6 do it based on VAP,
but not based od Time And Sales data.

Thats why I metioned Large Volume Trade Indicator as example,
filtering orders by order size.

YOU CANNOT DO THAT BY...
Forum: Sierra Chart February 14th, 2021, 07:04 AM
Replies: 64
Views: 10,797
Posted By liboro
Actually, I do not understand what is not clear...

Actually, I do not understand what is not clear about that.

You post me a code that reads the tape, sequence by sequence.

Your code shows only one trade, the biggest in the bar.
But there...
Forum: Sierra Chart February 14th, 2021, 06:27 AM
Replies: 64
Views: 10,797
Posted By liboro
No, it cant be compiled, there is an error. ...

No, it cant be compiled, there is an error.

Do you have any idea how to code it?
Forum: Sierra Chart February 14th, 2021, 04:54 AM
Replies: 64
Views: 10,797
Posted By liboro
Ok, understand. This is what I trying to...

Ok, understand.

This is what I trying to solve - assign TS volume on relevant prices and add volume if there is a new volume entries on the price.

Hope it is clear now.



for (int...
Forum: Sierra Chart February 14th, 2021, 03:25 AM
Replies: 64
Views: 10,797
Posted By liboro
Great, I think we are getting forward, thank you....

Great, I think we are getting forward, thank you.

This code is the way.

I will try on this describe what I am looking for.

Now we have these:

HigestAskVol = Vol;
...
Forum: Sierra Chart February 13th, 2021, 05:23 PM
Replies: 64
Views: 10,797
Posted By liboro
In this code I do not see any part which assign...

In this code I do not see any part which assign Ask/Bid volume to the prices.

In my opinion it is only the tape, trade by trade.

The crucial thing how to sum all ask/bid volume on the relevant...
Forum: Sierra Chart February 13th, 2021, 09:02 AM
Replies: 64
Views: 10,797
Posted By liboro
Here is my post #1: I need a code for Sierra...

Here is my post #1:
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....
Forum: Sierra Chart February 13th, 2021, 07:45 AM
Replies: 64
Views: 10,797
Posted By liboro
Ok, could you please share with me how achieve...

Ok, could you please share with me how achieve filtering orders by their size in VAP?

I dont think that we are in the circles, maybe it is my fault that I wrongly assumed that I
cant filter order...
Forum: Sierra Chart February 13th, 2021, 06:47 AM
Replies: 64
Views: 10,797
Posted By liboro
Could you build Large Volume Trade Indicator...

Could you build Large Volume Trade Indicator based on VAP function?

I do not think so and this is the reason why I am trying to do this.
Forum: Sierra Chart February 13th, 2021, 06:31 AM
Replies: 64
Views: 10,797
Posted By liboro
I do understand the code in post #6, but as I...

I do understand the code in post #6, but as I mentioned, these data are from VAP function,
this is not the same as data in Time Sales data structure.

I believe there is no way how to use VAP for...
Forum: Sierra Chart February 13th, 2021, 06:17 AM
Replies: 64
Views: 10,797
Posted By liboro
PRICE 69.60 AV (from TS) = XY, BV (from TS) = XY ...

PRICE 69.60 AV (from TS) = XY, BV (from TS) = XY
PRICE 69.61 AV (from TS) = XY, BV (from TS) = XY
PRICE 69.62 AV (from TS) = XY, BV (from TS) = XY
PRICE 69.63 AV (from TS) = XY, BV (from TS) = XY...
Forum: Sierra Chart February 13th, 2021, 04:16 AM
Replies: 64
Views: 10,797
Posted By liboro
Thank you for the codes and other help. I...

Thank you for the codes and other help.

I understand the basics of the TS, but the crucial thing is how to work with the TS data within price leves in the bars - how these arrays would be...
Forum: Sierra Chart February 12th, 2021, 07:37 AM
Replies: 64
Views: 10,797
Posted By liboro
Ok, thank you. I will be happy if you will let me...

Ok, thank you. I will be happy if you will let me know.
Forum: Sierra Chart February 12th, 2021, 07:32 AM
Replies: 64
Views: 10,797
Posted By liboro
Thank you. Do you have any idea how ...

Thank you.

Do you have any idea how
scGetTimeSalesArrayIndexesForBarIndex
works or for which purposes I should use it?

I tried to work with - limit "for loop" only for the "begin" and "end"...
Forum: Sierra Chart February 12th, 2021, 02:44 AM
Replies: 64
Views: 10,797
Posted By liboro
This is great, thank you. But I need the...

This is great, thank you.

But I need the same system but data from TS as I mentioned earlier - I would like to code something like Large Volume Trade Indicator.

Do you think it is possible?
Showing results 1 to 25 of 28
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