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?

  #111 (permalink)
 ejtrader 
Portland, OR
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES
Posts: 269 since Jan 2011
Thanks Given: 327
Thanks Received: 180

@Rui S - With V20 sliding issue could be due to someother issue. Anyway - would you please check this version and let me know?

Thanks

Attached Files
Elite Membership required to download: VolumeThreshold21.cpp
Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
Futures True Range Report
The Elite Circle
Are there any eval firms that allow you to sink to your …
Traders Hideout
ZombieSqueeze
Platforms and Indicators
New Micros: Ultra 10-Year & Ultra T-Bond -- Live Now
Treasury Notes and Bonds
Deepmoney LLM
Elite Quantitative GenAI/LLM
 
  #112 (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

Since I installed version 21 the price action wasn't good for testing the studies. Neither of them (versions 15 and 21) showed the problem.

I will have to wait until Monday to test it out properly.

I will let you know as soon as I have any conclusion.

Have a nice weekend.

Thanks.

Started this thread Reply With Quote
Thanked by:
  #113 (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

I hope you had a great weekend.


Here I am again, to report my testing regarding version 21 vs version 15:

In short, when version 15 "misplaces" trades (they slip to the next bar), version 21 misses (doesn't plot) those same trades.

I did not see any misplace or repetition with version 21, it apparently just doesn't plot those trades that version 15 misplaces.


So it seems that version 15 is still ahead.


I attached just three screenshots for you to take a look.


Thanks.

Attached Thumbnails
Click image for larger version

Name:	Version 15.png
Views:	255
Size:	32.8 KB
ID:	131356   Click image for larger version

Name:	Version 21.png
Views:	267
Size:	32.3 KB
ID:	131357   Click image for larger version

Name:	TS.png
Views:	205
Size:	6.0 KB
ID:	131358  
Started this thread Reply With Quote
Thanked by:
  #114 (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 another version for you to try.

Thanks

Attached Files
Elite Membership required to download: VolumeThreshold22.cpp
Reply With Quote
Thanked by:
  #115 (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

Version 22 running and being tested but the price action is not helping.

Regular trading hours session has just finished and what I could see was not conclusive.

So, I will have to wait for tomorrow's session to test it properly.

As usual, I will let you know as soon as I have any conclusions.

Thanks.

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

@Rui S - Also - Would you please try this version(v23) as well along with v22?

Thanks

Attached Files
Elite Membership required to download: VolumeThreshold23.cpp
Reply With Quote
Thanked by:
  #117 (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 I am with versions 22 and 23 testing report.

In short:

Version 22 is missing the trades that version 15 misplaces on the next bar - meaning that version 22 is behaving the same way as its previous versions. I also witnessed a few trades where versions 15 and 23 plotted those trades correctly but version 22 missed them.


Version 23 is replicating version 15 exact behavior - misplacing some trades / plotting on the next bar.


I know you said it wouldn't be necessary but I am attaching some more screenshots in two posts - I think it is the only way I can explain to you what I am seeing in these tests.


Thanks.

Attached Thumbnails
Click image for larger version

Name:	Comparison 1.png
Views:	219
Size:	63.0 KB
ID:	131467   Click image for larger version

Name:	CTV 1.png
Views:	234
Size:	26.5 KB
ID:	131468   Click image for larger version

Name:	CTV 2.png
Views:	197
Size:	26.7 KB
ID:	131469   Click image for larger version

Name:	CTV 3.png
Views:	187
Size:	26.9 KB
ID:	131470   Click image for larger version

Name:	CTV 4.png
Views:	215
Size:	25.8 KB
ID:	131471  
Started this thread Reply With Quote
  #118 (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

Two more screenshots attached with examples.



Now, as I mentioned before, I am concerned about you spending more of your time with this issue.

You have done more than enough and "rescued" me after that SC upgrade, when version 3 stopped working.

Believe me, I can manage with version 15 because I am able now to recognize when and how it fails.


Anyway, I will be with you for whatever you decide to do.


Thank you.

Attached Thumbnails
Click image for larger version

Name:	Comparison 2.png
Views:	257
Size:	56.3 KB
ID:	131473   Click image for larger version

Name:	Comparison 3.png
Views:	234
Size:	82.1 KB
ID:	131474  
Started this thread Reply With Quote
Thanked by:
  #119 (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

Hello @ejtrader,

I hope everything is going well with you.

First of all I want to apologize for bothering you again with the Volume Threshold study. I am really sorry but you are the person who best knows how to work with it - you are the genius who invented it, right?


Now to the problem: I live in Portugal and the time zone here is GMT (same as London), with Daylight Savings Time. As you now the time has now advanced 1 hour due to the DST.


After this 1 hour advance in time the study stopped working. I thought the problem should be related with the time change so I delayed SC Time Zone 1 hour to test the study and this way it started working well again.


After this first test I run some more tests and concluded that if I delay SC for different time zones (1 to 5 hours) the study always works well. However, if I advance SC Time Zone to more than GMT (including +1 hour DST) the study stops working.


Thus, here I am again humbly asking you if you could please take a look at the code and put the study working well with the GMT / DST Time Zone, if it is not too much trouble...


If somehow you can not do it I will have to work with my charts and studies 1 hour delayed in order to have the Volume Threshold study working again. It would not be my preferred solution as you can imagine.


I am attaching the Volume Threshold 15 cpp file that I am using in case you don't have it anymore.

Sorry to trouble you again.

I look forward for your reply.


Thanks.

Rui

Attached Files
Elite Membership required to download: VolumeThreshold15.cpp
Started this thread Reply With Quote
  #120 (permalink)
 ejtrader 
Portland, OR
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES
Posts: 269 since Jan 2011
Thanks Given: 327
Thanks Received: 180


@Rui S - Sorry took sometime to get back to you on this as I haven't checked futures.io (formerly BMT) for few days.

Attached is the corrected version ( no functional changes ). Please give it a try and let me know.

Thanks.

Attached Files
Elite Membership required to download: VolumeThreshold15.cpp
Elite Membership required to download: VolumeThreshold15.dll
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