NexusFi: Find Your Edge


Home Menu

 





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


Discussion in Sierra Chart

Updated
      Top Posters
    1. looks_one Rui S with 68 posts (17 thanks)
    2. looks_two ejtrader with 60 posts (54 thanks)
    3. looks_3 Sawtooth with 4 posts (5 thanks)
    4. looks_4 vegasfoster with 1 posts (0 thanks)
      Best Posters
    1. looks_one Sawtooth with 1.3 thanks per post
    2. looks_two futuretrader with 1 thanks per post
    3. looks_3 ejtrader with 0.9 thanks per post
    4. looks_4 Rui S with 0.3 thanks per post
    1. trending_up 29,310 views
    2. thumb_up 78 thanks given
    3. group 12 followers
    1. forum 131 posts
    2. attach_file 90 attachments




 
Search this Thread

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

  #11 (permalink)
 
Rui S's Avatar
 Rui S 
Lisbon, Portugal
 
Experience: Intermediate
Platform: TWS and Sierra Charts
Broker: IB, Stage 5 / Dorman (Teton)
Trading: Stocks and E-minis
Posts: 140 since May 2012
Thanks Given: 189
Thanks Received: 55


tomgilb View Post
There is a way to do this with the Spreadsheet Study study, but it has 2 limitations that render it unusable:
1) It requires the use of the max number of spreadsheet rows (100000) and this will cause high CPU usage.
2) Even with 100000 rows (100000 bars of the 1 tick chart), the historical color bars on the range chart only go back about 50 bars or so, depending on the size of the range bar.

As far as I know, there is no way to do what you want, except possibly a custom ACSIL study.

Now that I posted, I see that @ejtrader came to the rescue.


That's ok, sometimes we can't have what we wish...

I will try the ejtrader method, if he is patient enough to give me some instructions on how to install it.

Thank you for trying to help.

PS: BTW, I have a question for you, if you don't mind to answer: I can understand that you are a SC user for quite some time now. Have you experienced any kind of system crashes or problems (BSOD) when using SC? Because since I installed and started using SC my system started having some BSODs. I updated, tested and retested everything I could imagine but still have problems...

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
REcommedations for programming help
Sierra Chart
MC PL editor upgrade
MultiCharts
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
How to apply profiles
Traders Hideout
Cheap historycal L1 data for stocks
Stocks and ETFs
 
  #12 (permalink)
 ejtrader 
Portland, OR
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES
Posts: 269 since Jan 2011
Thanks Given: 327
Thanks Received: 180

Rui S - Do this:

- You only need dll file to check it out ( cpp is the source code - if you are interested in having a look at it )
- copy the dll file to c:\sierrachart\data - folder
- connect to data feed
- open a new chart
- insert the Custom study -> "Color Bar High Volume"
- It has 2 inputs - VolumeThreshold & color for the candle if it holds true

Please note that this is a very quick draft version that is prepared and might need to go through couple of iterations to get it right.. but wanted to see if this is what you are looking for before spending more time on this.

Thanks

Reply With Quote
Thanked by:
  #13 (permalink)
 Sawtooth 
Prescott AZ USA
 
Experience: Advanced
Platform: SierraChart
Broker: Stage5, FCM:Dorman, Data:Denali, Routing:Teton
Trading: YM ES NQ
Posts: 474 since Nov 2009
Thanks Given: 219
Thanks Received: 603



Rui S View Post
PS: BTW, I have a question for you, if you don't mind to answer: I can understand that you are a SC user for quite some time now. Have you experienced any kind of system crashes or problems (BSOD) when using SC? Because since I installed and started using SC my system started having some BSODs. I updated, tested and retested everything I could imagine but still have problems...

No BSOD's here. Sierra is extremely stable for me. Have you tried a memory test from a bootable CD?

Reply With Quote
Thanked by:
  #14 (permalink)
 
Rui S's Avatar
 Rui S 
Lisbon, Portugal
 
Experience: Intermediate
Platform: TWS and Sierra Charts
Broker: IB, Stage 5 / Dorman (Teton)
Trading: Stocks and E-minis
Posts: 140 since May 2012
Thanks Given: 189
Thanks Received: 55


ejtrader View Post
Rui S - Do this:

- You only need dll file to check it out ( cpp is the source code - if you are interested in having a look at it )
- copy the dll file to c:\sierrachart\data - folder
- connect to data feed
- open a new chart
- insert the Custom study -> "Color Bar High Volume"
- It has 2 inputs - VolumeThreshold & color for the candle if it holds true

Please note that this is a very quick draft version that is prepared and might need to go through couple of iterations to get it right.. but wanted to see if this is what you are looking for before spending more time on this.

Thanks

Sorry, I did exactly as you instructed but I can't find the indicator in the custom studies...

Started this thread Reply With Quote
  #15 (permalink)
 
Rui S's Avatar
 Rui S 
Lisbon, Portugal
 
Experience: Intermediate
Platform: TWS and Sierra Charts
Broker: IB, Stage 5 / Dorman (Teton)
Trading: Stocks and E-minis
Posts: 140 since May 2012
Thanks Given: 189
Thanks Received: 55


tomgilb View Post
No BSOD's here. Sierra is extremely stable for me. Have you tried a memory test from a bootable CD?


Yes, I have tried memtest86 several times and several other procedures too. It is driving me crazy.

I guess it's time to get a new computer...

Thanks

Started this thread Reply With Quote
  #16 (permalink)
 
Rui S's Avatar
 Rui S 
Lisbon, Portugal
 
Experience: Intermediate
Platform: TWS and Sierra Charts
Broker: IB, Stage 5 / Dorman (Teton)
Trading: Stocks and E-minis
Posts: 140 since May 2012
Thanks Given: 189
Thanks Received: 55


ejtrader View Post
Rui S - Do this:

- You only need dll file to check it out ( cpp is the source code - if you are interested in having a look at it )
- copy the dll file to c:\sierrachart\data - folder
- connect to data feed
- open a new chart
- insert the Custom study -> "Color Bar High Volume"
- It has 2 inputs - VolumeThreshold & color for the candle if it holds true

Please note that this is a very quick draft version that is prepared and might need to go through couple of iterations to get it right.. but wanted to see if this is what you are looking for before spending more time on this.

Thanks


Ok, I figured it out. I have two data folders, one in drive C and another in drive D. But I can't open it anyway because it was made for version 939 and I'm still running version 919 because of the position average price calculation.

You can see the reason here:



I don't want to give you any more trouble, so just forget it for now.

Thank you very much for your support.

Started this thread Reply With Quote
  #17 (permalink)
 ejtrader 
Portland, OR
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES
Posts: 269 since Jan 2011
Thanks Given: 327
Thanks Received: 180

Rui S - Do one thing in that case:

- Copy .cpp file to c:\sierrachart\ACS_SOURCE
- From SC -> Analysis -> Build Advanced Custom Studies Dll -> select the file you have copied.
- This step would build required DLL file for you.

From Here on you can go with insert Custom Study route..

Reply With Quote
Thanked by:
  #18 (permalink)
 ejtrader 
Portland, OR
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES
Posts: 269 since Jan 2011
Thanks Given: 327
Thanks Received: 180

Rui S - Noticed couple of issues with this study ( this study is based on T&S ) - Which has certain limitations. Would try to create another study - that should provide historical information as well.

Sometime back "@Nicolas11" Did wonderful job in this space to access historical information. Would create something based on that work.

Thanks

Reply With Quote
Thanked by:
  #19 (permalink)
 ejtrader 
Portland, OR
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES
Posts: 269 since Jan 2011
Thanks Given: 327
Thanks Received: 180

Updated with slightly modified version(One of the bugs is addressed) and also study name is changed to "VolumeThreshold".

Please try it and reply if you notice any issues.

Thanks.

Reply With Quote
Thanked by:
  #20 (permalink)
 
Rui S's Avatar
 Rui S 
Lisbon, Portugal
 
Experience: Intermediate
Platform: TWS and Sierra Charts
Broker: IB, Stage 5 / Dorman (Teton)
Trading: Stocks and E-minis
Posts: 140 since May 2012
Thanks Given: 189
Thanks Received: 55



ejtrader View Post
Updated with slightly modified version(One of the bugs is addressed) and also study name is changed to "VolumeThreshold".

Please try it and reply if you notice any issues.

Thanks.


Hello ejtrader,

I will try it later, as soon as I find some time available.

Thanks.

Started this thread Reply With Quote




Last Updated on January 20, 2016


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts