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Sierra Chart feature requests
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Sierra Chart feature requests

  #211 (permalink)
Just a boy
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dBassFour View Post
Hi guys,

I've been trying to find a Cumulative Volume Chart based on Time of Day. Similiar to what @DionysusToast / Jigsaw is using for Sierra. Relative Volume does this for a particular Candle, but not for accumulation of the day vs 30 days previous.

So if we usually (30 day avg) have 100K traded at 10am on ES, and we are at 150k then it would show 50K positive.

Has anyone seen or heard of anything like this? Or any ideas of where to look? I am not talking about Relative Volume Study in Sierra. That doesn't do accumulation.

Thanks so much!


Actually it does do accumulation:


Quoting 
Cumulative Volume Ratio Calculation
For each bar in the chart, the following calculation is done:

For each of the prior days being referenced as specified by the Period Input, the volume from the open for the day determined by the Session Times is added together for each chart bar up to and including to particular time being compared to on the current day. This value is called PriorDayCumulativeVolumeToTime and there is one for each day of the Period.

Each of these PriorDayCumulativeVolumeToTime values is averaged together. The result is: PriorDayAverageCumulativeVolumeToTime.

For the current day, the volume for each chart bar is added together from the open for the day as determined by the Session Times to the particular bar time being compared to. This is called CurrentDayCumulativeVolumeToTime.

The Cumulative Volume Ratio is calculated as: CurrentDayCumulativeVolumeToTime / PriorDayAverageCumulativeVolumeToTime

Technical Studies Reference - Sierra Chart

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  #212 (permalink)
Elite Member
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dBassFour View Post
Hi guys,

I've been trying to find a Cumulative Volume Chart based on Time of Day. Similiar to what @DionysusToast / Jigsaw is using for Sierra. Relative Volume does this for a particular Candle, but not for accumulation of the day vs 30 days previous.

So if we usually (30 day avg) have 100K traded at 10am on ES, and we are at 150k then it would show 50K positive.

Has anyone seen or heard of anything like this? Or any ideas of where to look? I am not talking about Relative Volume Study in Sierra. That doesn't do accumulation.

Thanks so much!


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Just use the relative volume study and calculate the difference between Average Volume(SG4) vs Volume from a traditional volume study.

you could do this using "study subgraphs difference."

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