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 28,893 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?

  #101 (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

Thank you for versions 17 and 18. They are now running side by side with version 15.

I will report to you as soon as I have any conclusions.

Thanks.

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
The space time continuum and the dynamics of a financial …
Emini and Emicro Index
Deepmoney LLM
Elite Quantitative GenAI/LLM
Futures True Range Report
The Elite Circle
My NT8 Volume Profile Split by Asian/Euro/Open
NinjaTrader
Exit Strategy
NinjaTrader
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Get funded firms 2023/2024 - Any recommendations or word …
59 thanks
Funded Trader platforms
37 thanks
NexusFi site changelog and issues/problem reporting
23 thanks
GFIs1 1 DAX trade per day journal
22 thanks
The Program
19 thanks
  #102 (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

Here is today's report.

Versions 17 and 18 are both behaving completely the same way to one another.

Unfortunately, they are both (17 and 18) missing trades. Mostly under price thrusts.

Version 15 is of course still "sliding" some trades to the next bar but not missing them. So version 15 is still my elected version.

I am attaching T&S and charts screenshots of two "situations" with annotations for you to see. I also have the respective bar tags screenshots but I am not attaching them in this post; just let me know if you want me to.



Now a very important thing:

I am very grateful to you for everything you have been doing to put this study to work accurately. You have been very helpful and nice for all this time.

However, I can't ask for more from you. You have already spent too much of your time with this issue.

Anyway, I think I can now manage and use version 15 as it is. It is certainly much better than what I had before you have created this study and perfected it...

But, by all means, please don't get this in the wrong way. I am not lying here - I surely would like to have this study working with 100% accuracy. And I guess you would too.

But sometimes things don't go the way we would like and, as you mentioned before, what we are trying to achieve with this study might probably be too tricky.

So please feel free to stop working on this issue and just get back to concentrate on your work and life. It will not reduce a bit all my gratitude for everything you have done for me. I really mean it, ok?

Sorry, I didn't mean to be lame


Again, thank you.


PS: I am not sure if "lame" is a proper word...

Attached Thumbnails
Click image for larger version

Name:	TS.png
Views:	196
Size:	9.1 KB
ID:	131052   Click image for larger version

Name:	Version 15.png
Views:	213
Size:	45.5 KB
ID:	131053   Click image for larger version

Name:	Versions 17_18.png
Views:	267
Size:	55.9 KB
ID:	131054  
Started this thread Reply With Quote
Thanked by:
  #103 (permalink)
 ejtrader 
Portland, OR
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES
Posts: 269 since Jan 2011
Thanks Given: 327
Thanks Received: 180


@Rui S - Thanks for the update and appreciation.

As you have mentioned v15 seems to be working fine for you (except occasional millisecond bar slide issue) please continue to use it.

Would get back to this at a later time to see if this can be addressed as well ( might or might not get to it ).

Thanks

Reply With Quote
Thanked by:
  #104 (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 - Thanks for the update and appreciation.

As you have mentioned v15 seems to be working fine for you (except occasional millisecond bar slide issue) please continue to use it.

Would get back to this at a later time to see if this can be addressed as well ( might or might not get to it ).

Thanks


@ejtrader

That's ok, I will stick with version 15 and I think I will be fine.


One last thing now: what can I do to compensate you for your time?

I understand that you didn't do it for money, but it wouldn't be unfair if I would pay you some amount to at least partially compensate you for all this hassle. So please let me know what I can do.

And besides that, if you decide to come to South Portugal, the invitation to my home is still up (including your little fellows ).

Thanks.

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

@Rui S - Thanks for your message. Here is another version, if you would like to test it out (and have energy to do so )

Thanks

Attached Files
Elite Membership required to download: VolumeThreshold19.cpp
Reply With Quote
Thanked by:
  #106 (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 - Thanks for your message. Here is another version, if you would like to test it out (and have energy to do so )

Thanks


@ejtrader

Of course I would like to test it out - Version 19 now running and waiting for market to pick up.

You have a point, it's not easy to keep up with your pace. But I am taking some vitamins and will test everything you attach here...

I will let you know as soon as I have any conclusions about version 19.

Thanks.

Started this thread Reply With Quote
  #107 (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

Unfortunately version 19 is showing the same behavior as versions 18 and 19 - missing some trades when there are price thrusts.

Version 15 is still the best.

I am attaching some screenshots for you to see one example.


I will also attach the bars tags in the next post, in case you want to take a look.


Thanks.

Attached Thumbnails
Click image for larger version

Name:	TS.png
Views:	231
Size:	8.5 KB
ID:	131149   Click image for larger version

Name:	Version 15.png
Views:	199
Size:	29.9 KB
ID:	131150   Click image for larger version

Name:	Version 19.png
Views:	213
Size:	47.8 KB
ID:	131151  
Started this thread Reply With Quote
  #108 (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

Here are the bars tags screenshots as referred in my previous post.

Thanks.

Attached Thumbnails
Click image for larger version

Name:	Tag 1.png
Views:	221
Size:	39.6 KB
ID:	131153   Click image for larger version

Name:	Tag 2.png
Views:	225
Size:	39.9 KB
ID:	131154   Click image for larger version

Name:	Tag 3.png
Views:	231
Size:	40.0 KB
ID:	131155   Click image for larger version

Name:	Tag 4.png
Views:	194
Size:	39.9 KB
ID:	131156   Click image for larger version

Name:	Tag 5.png
Views:	179
Size:	40.1 KB
ID:	131157  
Started this thread Reply With Quote
Thanked by:
  #109 (permalink)
 ejtrader 
Portland, OR
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES
Posts: 269 since Jan 2011
Thanks Given: 327
Thanks Received: 180

@Rui S - Here is one more. Please see if it works No need to provide any further screenshots.. Just let me know if the issue still present or not.

Thanks

Attached Files
Elite Membership required to download: VolumeThreshold20.cpp
Reply With Quote
Thanked by:
  #110 (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

The issue has changed characteristics with version 20. It is now Duplicating and Sliding to the next bar.

Version 15 still leading...

Just two screenshots, I thought you would like to see it.

Thanks.

Attached Thumbnails
Click image for larger version

Name:	Version 20.png
Views:	208
Size:	41.7 KB
ID:	131195   Click image for larger version

Name:	TS.png
Views:	212
Size:	7.8 KB
ID:	131196  
Started this thread Reply With Quote
Thanked by:




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