Volume at Price Threshold Alert

September 29th, 2015, 04:58 AM

The last I saw where this was addressed was here

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

Hello,

I have been trying to figure out a way to have a range (Range in Ticks - Standard") chart bar plotted with different color every time there is one trade above a certain number of contracts.

I tried to get this done using the Time & Sales …

APR14 2014.

It appears to be a custom study request that perhaps Sierra Chart has now included (?)

The thread progressed using cpp upgrades added to dll.

I do not know how to add cpp to dll (guessing spreadsheet) and the last dll does not work.

I use this study on an M1 /CL chart to show bid/ ask/ volume activity at price levels

Typically it is bid/ ask 50, volume 75 before 8amET and 100, 150 through pit close.

What I look for is price action at bottom of the candle for continued selling interest (bid) and same (ask) at the top of the candle. Works esp well with "Standard Deviation Moves."

It is also useful on Numbers Bars for easily drawing your attention to activity at price levels that can be missed because of the plethora of information within those bars

SC has a wealth of built in studies that seem to go unnoticed/ documented/ commented

-William

September 29th, 2015, 06:15 PM

Here's the documentation on how to compile a .cpp into a .dll
It is not related to spreadsheets.

Basically these are the steps:
1) Put the .cpp in the Sierra Chart \ACS_Source folder
2) Go to Analysis >> Build Custom Studies DLL and select the file
3) If the compiler is not installed, click on Install Compiler and repeat #1&2
4) If the compile is successful, go to Analysis >> Studies >> Add Custom Study and select it.

November 4th, 2015, 04:54 PM

@tomgilb

Thank you for those instructions

Never thought I would use it

-William

Volume at Price Threshold Alert

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Volume at Price Threshold Alert