This video shows building an advanced indicator using Sierra Chart Advanced Custom Study Language including every step in the process of building a study. This indicator keeps track of bid and ask changes on the visible order book and computes them into a human readable format. The purpose of this study is to analyze activity on the order book relative to what price is doing. If you have a question about any specific items please ask below or send an email to support@verrillotrading.com.
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1:59 Why I think this is interesting
3:03 Study observation & feature explanation
4:48 What the code consists of
5:08 Creating a Study Template with Defaults Examples
6:59 Stepping though the Study Defaults
8:29 How I build the studies
10:00 Setting the Value Format / Documentation
11:28 Borrowing Code for Various Items
13:00 Last Call to Function Cleanup
14:15 Number of levels to calculate
16:00 Formatting and debugging code
17:24 Getting the Book Changes
18:09 How to find SC Structures
19:42 Recording when depth quantities changes
20:45 Adding an ACS Button to reset counter
21:13 Crash related to no return on sc.LastCallToFunction
23:05 Fixing / debugging our counter
24:53 Viewing and resetting the real-time counter
25:50 Working on Subgraph Display
28:02 Resolving the bar display
29:24 Concluding
Негізгі бет Coding a Real-Time Futures Orderbook Indicator - Sierra Chart ACSIL
Пікірлер: 37