ACSIL: a function that returns the price with the highest volume within a bar

May 16th, 2012, 05:40 AM

I am looking for a function that returns the price with the highest volume within a bar. I am trying to figure out away to get this using the sc.VolumeAtPriceForBars member but any idea will be appreciated.

May 16th, 2012, 08:24 AM

I have not done it before in SC, but there is a number of bars since highest/lowest function, so you may try

int NumBars = sc.NumberOfBarsSinceHighestValue(sc.BaseDataIn[SC_VOLUME], PERIOD);

or

int NumBars = sc.NumberOfBarsSinceLowestValue(sc.BaseDataIn[SC_VOLUME], PERIOD);

to determine the bar index then use sc.High[sc.Index - NumBars]. You may have to adjust by +/-1 bar, not for certain.

May 16th, 2012, 08:46 AM

Thanks vegasfoster. I will look into it.

I'm taking my first steps with ACSIL and C++ so I will probably have to break my teeth with some new terms before I understand the sc.NumberOfBarsSinceLowestValue() function.

I am very happy that I found this Sierra programming section here at futures.io (formerly BMT) and I am hoping to see more action here.

May 16th, 2012, 08:51 AM

yonatan

I am hoping to see more action here.

You and me both, unfortunately, it's hard to compete with free.

May 16th, 2012, 08:57 AM

vegasfoster

You and me both, unfortunately, it's hard to compete with free.

May 17th, 2012, 04:28 AM

yonatan

I am very happy that I found this Sierra programming section here at futures.io (formerly BMT) and I am hoping to see more action here.

The more you guys contribute, the more likely we will attract additional coders. So please help

Mike

May 17th, 2012, 02:58 PM

Big Mike

The more you guys contribute, the more likely we will attract additional coders. So please help

Mike

absolutely :-)

May 21st, 2012, 11:12 AM

yonatan

I am looking for a function that returns the price with the highest volume within a bar. I am trying to figure out away to get this using the sc.VolumeAtPriceForBars member but any idea will be appreciated.

I uploaded a study that should do what you want (source provided). Let me know if I misinterpreted and you need something different.

Download: High Volume At Price

Version 1.0 This study shows the price that had the highest volume within each bar. Requires Sierra Chart 834 minimum.

Ymmv

Note that I cross compile from Linux using GCC so let me know if it doesn't work using the SC compiler.

May 21st, 2012, 11:28 AM

Ymmv

I uploaded a study that should do what you want (source provided). Let me know if I misinterpreted and you need something different.

Download: High Volume At Price

Version 1.0 This study shows the price that had the highest volume within each bar. Requires Sierra Chart 834 minimum.

Ymmv

This is Great Ymmv much thanks.

What I need is just the value of the price with the highest volume within a bar and I can now get it from your code (MaxVolume = p_VolumeAtPriceAtIndex->Volume;).

Your code will also help me get a better understanding of the sc.VolumeAtPriceForBars.

Great and thanks again.

ACSIL: a function that returns the price with the highest volume within a bar

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ACSIL: a function that returns the price with the highest volume within a bar