History Lists and Stored Value question.

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Dallas
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Valda wrote:
Sat Sep 19, 2020 8:52 am
The 3rd condition is that it is 80% larger than volume 2 secs ago.
So I have history list 1 + 2 both storing volume of ltp. The conditions are 1 must be 80% greater the 2 (1 sec ago) , 1 must be greater than 1500 now. So it should alert to a spike but only if volume of spike is greater than 1500.
I'm im understanding that correctly the rule would only trigger if the traded volume at any price almost doubles within 1 secs?

ie, if it was £1000 it would satisfy neither condition
It would need to jump to £1800+ within 1 second to satisfy both

If it was £5000 traded at a price, then the £1500 condition is satisfied already
but it would need to jump to £9000 within 1 second to satisfy both
Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

Yes - what I am trying to do is get an alert when the selection has a price spike, but i only want the alert if the spike is caused by a volume of 1000 or more.
I dont want to know if ltp volume was £50 and now £100, but i would like to know if ltp volume was £200 and now its £1100.
Does that make sense ? Think ive even confused myself now.
Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

so trying to isolate theses spikes
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Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

Dallas wrote:
Sat Sep 19, 2020 1:06 pm
Valda wrote:
Sat Sep 19, 2020 8:52 am
The 3rd condition is that it is 80% larger than volume 2 secs ago.
So I have history list 1 + 2 both storing volume of ltp. The conditions are 1 must be 80% greater the 2 (1 sec ago) , 1 must be greater than 1500 now. So it should alert to a spike but only if volume of spike is greater than 1500.
I'm im understanding that correctly the rule would only trigger if the traded volume at any price almost doubles within 1 secs?

ie, if it was £1000 it would satisfy neither condition
It would need to jump to £1800+ within 1 second to satisfy both

If it was £5000 traded at a price, then the £1500 condition is satisfied already
but it would need to jump to £9000 within 1 second to satisfy both
[/
Yes - what I am trying to do is get an alert when the selection has a price spike, but i only want the alert if the spike is caused by a volume of 1000 or more.
I dont want to know if ltp volume was £50 and now £100, but i would like to know if ltp volume was £200 and now its £1100.
Does that make sense ? Think ive even confused myself now.
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Dallas
Posts: 22713
Joined: Sun Aug 09, 2015 10:57 pm
Location: Working From Home

You might need to upload the rules file for us to see all the timings etc as Anbell said earlier there is mothing wrong in the screenshot you've uploaded already, so it must lie in your other condition and/or the timings of them triggering
Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

Dallas wrote:
Sat Sep 19, 2020 5:15 pm
You might need to upload the rules file for us to see all the timings etc as Anbell said earlier there is mothing wrong in the screenshot you've uploaded already, so it must lie in your other condition and/or the timings of them triggering
I’ve tried it loads of different ways now , and maybe it’s me, but I’m becoming convinced that greater (than an amount) as a condition does not work.
History file
volume for selection by last traded price. Every 2 secs.
Alert
Last traded price now greater than last traded price 2 secs ago By amount 1000 does not seem to work, on its own, let alone with other conditions.

I expect it’s me not BA , but even the above rule gives me spikes where the volume is less than 1000.
Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

Please read vol of last traded price (not ltp) in above.
Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

Dallas wrote:
Sat Sep 19, 2020 5:15 pm
You might need to upload the rules file for us to see all the timings etc as Anbell said earlier there is mothing wrong in the screenshot you've uploaded already, so it must lie in your other condition and/or the timings of them triggering
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Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

Dallas wrote:
Sat Sep 19, 2020 5:15 pm
You might need to upload the rules file for us to see all the timings etc as Anbell said earlier there is mothing wrong in the screenshot you've uploaded already, so it must lie in your other condition and/or the timings of them triggering
Following are all my screenshots from latest attempt - still get spikes with a volume of less than 1000.
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Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

and the rest
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Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

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Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

Alert went off for big spike but also for highlighted one
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Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

Dallas wrote:
Sat Sep 19, 2020 5:15 pm
You might need to upload the rules file for us to see all the timings etc as Anbell said earlier there is mothing wrong in the screenshot you've uploaded already, so it must lie in your other condition and/or the timings of them triggering
I wonder if it would work with signals - 1 signal for ltp vol over 1000, 1 signal for greater than ltp 2 secs ago by 80%. Then alert if both signals true. I’ll try that tomorrow. Thing is I intended to add these alerts to a watchlist but the way it’s going at the moment I’ll have an alert for every single runner !
Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

Please read ltp vol 2 secs ago.
Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

tried a very simple test today.
Store vol of ltp
Alert if 1000 or greater.
Result
Alerts much smaller volumes.
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