Volume Bars Chart

Posted By: AVL

Volume Bars Chart - 10/29/20 08:33

Hi,

I haven't found in the manual an option to make special bars from volume. As an example, SierraChart screenshot attached with 50K contracts plotted per bar.

Manual says: There are many special bar types: Tick Bars, Renko Bars, Range Bars, Momentum Bars, Point-and-Figure Bars, or Haiken Ashi Bars. Some market inefficiencies may be more clearly visible when getting rid of speed and time information. Zorro allows any imaginable combination of price and time for constructing user-defined bars with the bar function.

But bar() function doesn’t have a volume parameter, so how can I do this?
Code
bar(vars Open, vars High, vars Low, vars Close, vars Price, DATE Start, DATE Time): int 


Attached picture ES-202012-GLOBEX [CB][M]  50000 Volume  #9 2020-10-26  10_46_41.708.png
Posted By: danatrader

Re: Volume Bars Chart - 10/29/20 11:06

You can use marketVal / marketVol for Volume, write your logic around it, and hand the High, Low, Close etc. based on your volume logic to the bar function.
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