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How to get high volume trades visual alert plotted on a range chart?
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Created: by Rui S Attachments:94

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How to get high volume trades visual alert plotted on a range chart?

  #51 (permalink)
Elite Member
Portland, OR
 
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@RuiS - Not a problem.

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  #52 (permalink)
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@ejtrader

I hope you are doing well.


I am very sorry to have to disturb you with this again...


I am using the new SC data feed now and because of that I had to upgrade to SC 1051 version (I was using version 1043 until Friday).


After installing this latest 1051 version, the Volume Threshold3 Study that you kindly created for me stopped working.


Although very insecure I renamed the .cpp file to "VolumeThreshold4" and tried to rebuild it, but not surprisingly I couldn't do it. I just got this message:


"-- Starting build of Custom Studies Source files: VolumeThreshold4.cpp. -- 11:42:02

"C:\SierraChart\CPPCompiler\bin\g++.exe" "C:\SierraChart Euro\ACS_Source\VolumeThreshold4.cpp" -march=i686 -mtune=i686 -O2 -shared -static -static-libgcc -static-libstdc++ -s -fno-rtti -fno-exceptions -o "C:\Users\RAS\Documents\Sierra Chart Euro\VolumeThreshold4.dll"

C:\SierraChart Euro\ACS_Source\VolumeThreshold4.cpp: In function 'void scsf_VolumeThreshold(SCStudyInterfaceRef)':
C:\SierraChart Euro\ACS_Source\VolumeThreshold4.cpp:93:67: error: 'const struct s_TimeAndSales' has no member named 'Date'
SCDateTime TradeDateTime = COMBINE_DATE_TIME(TimeSales[TSIndex].Date, HMS_TIME(TimeSales[TSIndex].Hour, TimeSales[TSIndex].Minute, TimeSales[TSIndex].Second));
^
C:\SierraChart Euro\ACS_Source\VolumeThreshold4.cpp:93:101: error: 'const struct s_TimeAndSales' has no member named 'Hour'
SCDateTime TradeDateTime = COMBINE_DATE_TIME(TimeSales[TSIndex].Date, HMS_TIME(TimeSales[TSIndex].Hour, TimeSales[TSIndex].Minute, TimeSales[TSIndex].Second));
^
C:\SierraChart Euro\ACS_Source\VolumeThreshold4.cpp:93:126: error: 'const struct s_TimeAndSales' has no member named 'Minute'
SCDateTime TradeDateTime = COMBINE_DATE_TIME(TimeSales[TSIndex].Date, HMS_TIME(TimeSales[TSIndex].Hour, TimeSales[TSIndex].Minute, TimeSales[TSIndex].Second));
^
C:\SierraChart Euro\ACS_Source\VolumeThreshold4.cpp:93:153: error: 'const struct s_TimeAndSales' has no member named 'Second'
SCDateTime TradeDateTime = COMBINE_DATE_TIME(TimeSales[TSIndex].Date, HMS_TIME(TimeSales[TSIndex].Hour, TimeSales[TSIndex].Minute, TimeSales[TSIndex].Second));"





As I have no idea what to do now, here I am again, asking for your help...


Would you please fix it for me?


Thank you.

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  #53 (permalink)
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@ejtrader

I was thinking about this issue and I had this thought - now, with SC 1051 version, every trade in SC T&S windows shows milliseconds (in both SC data feed and IB data feed); is it possible that the problem is coming from there?

When the study was created we had just seconds...

Thanks.

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  #54 (permalink)
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@ejtrader


I guess you haven't been around as you didn't reply yet.


Meanwhile I was reading the new SC release notes and found this, related to version 1047:


"The Time and Sales data structure, s_TimeAndSales has changed. There is now a single DateTime member of a SCDateTime type for the Date-Time and not individual members for the Date, Hour, Minute, Second. An ACSIL study that uses the Time and Sales data must be recompiled and be updated to use the new s_TimeAndSales:: DateTime member, for it to be used on this version or higher."


The problem with the Volume Threshold study is definitely related with the change of the T&S time stamping, isn't it?


Unfortunately I don't know how to fix it anyway.


I will be waiting for your reply and praying that you find some time and patience to do it for me.


I am looking forward for having some news from you.


Thank you.


Last edited by Rui S; November 26th, 2013 at 12:08 PM.
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  #55 (permalink)
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@Rui S - Just happened to read this thread. Would review and see if I could get this fixed this week.

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  #56 (permalink)
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ejtrader View Post
@Rui S - Just happened to read this thread. Would review and see if I could get this fixed this week.

@ejtrader

Thank you for your reply. I hope you had a great Thanksgiving day / weekend.

You can't imagine how relieved I am now that I know you have read my message.

I am still stuck with SC 1043 because of this SC "change". I wish I would know how to fix it without having to disturb you...

Anyway, take all the time you need, I will wait patiently.

Thank you very much.

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  #57 (permalink)
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@Rui S - Here is a draft version that you can test it out:

- Please note that though there is an option "AggregateTS" available - I have taken out that actual function for now. Would put this back later this week.

For now - please see if this works for you.

Thanks

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Register to download File Type: cpp VolumeThreshold4.cpp (2.4 KB, 7 views)
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  #58 (permalink)
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Posts: 124 since May 2012
Thanks: 140 given, 49 received


ejtrader View Post
@Rui S - Here is a draft version that you can test it out:

- Please note that though there is an option "AggregateTS" available - I have taken out that actual function for now. Would put this back later this week.

For now - please see if this works for you.

Thanks


@ejtrader

Thank you very much for the updated study.


I have been testing and observing it closely for a few hours now. It is working now but not the way it was before.


I am not sure if you remember that problem with the previous versions - plotting the signaled trades in the wrong bar and/or price when the price moves with impulses.


Now, with this new version, the problem has changed its characteristics - when the price is moving with impulses, instead of misplacing the plotting, the study skips some of the signaled trades (doesn't color any bar nor plot the number of contracts of the trade). I can clearly see those trades in the T&S window (I have it filtered to catch them) and also in the volume study but the Volume Threshold study simply doesn't plot them in the chart.


This is happening frequently - every time the price moves faster or with impulses.


On the other hand, all the trades plotted by the study are now all in the right bar and price.



Sorry to ask - can you think on something or do anything about it? Will this issue be caused by SC way of processing data too?

Thank you.

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  #59 (permalink)
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@Rui S - This version was a draft version using the new structure. Should be able to take care of the issues you have described. Would post the newer version later this week.

Thanks

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  #60 (permalink)
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@ejtrader

That's great.

As I said before take all the time you need, I will wait patiently.

Thank you very much.

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