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ACSIL: a function that returns the price with the highest volume within a bar
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ACSIL: a function that returns the price with the highest volume within a bar

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Haifa Israel
 
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ACSIL: a function that returns the price with the highest volume within a bar

I am looking for a function that returns the price with the highest volume within a bar. I am trying to figure out away to get this using the sc.VolumeAtPriceForBars member but any idea will be appreciated.

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I have not done it before in SC, but there is a number of bars since highest/lowest function, so you may try

int NumBars = sc.NumberOfBarsSinceHighestValue(sc.BaseDataIn[SC_VOLUME], PERIOD);

or

int NumBars = sc.NumberOfBarsSinceLowestValue(sc.BaseDataIn[SC_VOLUME], PERIOD);

to determine the bar index then use sc.High[sc.Index - NumBars]. You may have to adjust by +/-1 bar, not for certain.

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Thanks vegasfoster. I will look into it.

I'm taking my first steps with ACSIL and C++ so I will probably have to break my teeth with some new terms before I understand the sc.NumberOfBarsSinceLowestValue() function.

I am very happy that I found this Sierra programming section here at futures.io (formerly BMT) and I am hoping to see more action here.

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yonatan View Post
I am hoping to see more action here.

You and me both, unfortunately, it's hard to compete with free.

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You and me both, unfortunately, it's hard to compete with free.


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yonatan View Post
I am very happy that I found this Sierra programming section here at futures.io (formerly BMT) and I am hoping to see more action here.

The more you guys contribute, the more likely we will attract additional coders. So please help

Mike

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The more you guys contribute, the more likely we will attract additional coders. So please help

Mike

absolutely :-)

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yonatan View Post
I am looking for a function that returns the price with the highest volume within a bar. I am trying to figure out away to get this using the sc.VolumeAtPriceForBars member but any idea will be appreciated.

I uploaded a study that should do what you want (source provided). Let me know if I misinterpreted and you need something different.

https://futures.io/download/sierra_chart/1195-download.html?view

Note that I cross compile from Linux using GCC so let me know if it doesn't work using the SC compiler.


Last edited by Ymmv; May 21st, 2012 at 12:19 PM.
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Ymmv View Post
I uploaded a study that should do what you want (source provided). Let me know if I misinterpreted and you need something different.

https://futures.io/download/sierra_chart/1195-download.html?view

This is Great Ymmv much thanks.

What I need is just the value of the price with the highest volume within a bar and I can now get it from your code (MaxVolume = p_VolumeAtPriceAtIndex->Volume;).

Your code will also help me get a better understanding of the sc.VolumeAtPriceForBars.

Great and thanks again.

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