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Log of Changes and Improvements to Sierra Chart

This list contains major items of development, items which are notable, and changes and additions which users need to be informed about.

This is not a comprehensive changes and additions log. It only represents less than 25% of the actual development performed every day. There are not version notes for each version. The main Sierra-Chart documentation is updated as needed relating to the changes and additions.

In addition to the below listed items for each version, there are also various low-level improvements, issues resolved, and small additions that a release has which are not listed.

  • 1540 Release Date: 2017-04-04

    • ACSIL added Chart Drawings through sc.UseTool which specify bar Index locations rather than Date-Times no longer should use identical LineNumbers. They still can but when modifying one of these drawings, only the first found drawing will be modified. This is part of performance improvements.
    • Corrected historical data downloading problem for the LMAX trading service which arose in recent releases.
    • Rebuilt the Moving Average-Rolling High Accuracy study. It should be removed from the chart and added again.
    • Corrected a minor issue and improvements related to the new network communication core.
    • Corrected some issues related to the support for Poloniex and BitMEX crypto currency exchanges.
    • When adjusting a manually drawn Volume by Price study on the chart, it is immediately updated as it is being adjusted. If you notice any negative performance impacts related to this, let us know.
  • 1535 Release Date: 2017-03-29

    • Support for Poloniex crypto currency exchange. Documentation will be provided shortly. Support for the BitMEX exchange is also close to being finalized.
    • There is now the ability to detect whether to notify have a futures contract rollover based upon the date rule in the Global Symbol Settings or based on increased volume of the next futures contract compared to the current futures contract that the chart is set to. The setting is in Chart >> Chart Settings >> Advanced Settings 3.
    • New ACSIL variable name: sc.CustomChartTitleBarName.
    • Corrected a problem with the new 64 chart drawing levels.
    • Corrected a problem from a recent release, involving the copying of chart drawings from other charts where the drawings would not copy from the second and additional charts when there was more than one chart specified.
  • 1530 Release Date: 2017-03-18

    • Increased the number of levels used with Drawing Tools from 32 to 64. This applies to Drawing Tools like the Price Retracement tool which use a variable number of levels.
    • When using any of the Spreadsheet studies, there are new study Inputs used to specify the name of the Sheet the chart data is outputted to. This can be used as an alternative to using the standard of Sheet# where # by default is the chart number.
    • Added new variables and functions to ACSIL. You will see the new members at the bottom of the SierraChart.h file. Most of them have now been documented.
    • Resolved a potential problem with the downloading of historical Intraday data where there could be excessive memory use and also possibly higher CPU usage. This potentially could lead to instability or freezing. These are less likely but potentially possible. The new high-performance network communication core that Sierra Chart has did not regulate the amount of memory used and would receive data as fast as possible based upon the network speed and speed of your computer. While this is good, this can potentially lead to problems. The downloading is now limited to two megabytes at a time until Sierra Chart and your system can process through that data.
    • Various other development.
  • 1527 Release Date: 2017-03-06

    • Improvements to the Divergence Detector study. Refer to the updated documentation for Divergence Detector.
    • The Chart/Trade DOM market data columns now update in a chart during a replay.
    • Added an option in Global Settings >> General Trade Settings to always estimate bid and ask prices during a chart replay when using 1 tick Intraday data records.
  • 1525 Release Date: 2017-03-01

    • Several new study Subgraph Draw Styles added. This includes DRAWSTYLE_TRANSPARENT_CIRCLE_VARIABLE_SIZE (The sc.Subgraph[].Data[] array contains the Chart Region y- coordinate. The circle size in pixels is controlled through the sc.Subgraph[].Array[0][] array.)
    • With the Large Volume Trade Indicator study a new method to determine the minimum and maximum volume based upon all bars in the chart.
    • When a study is fully recalculated, the calculation time is determined and now displayed after the name of the study in the Studies to Graph list in the Chart Studies window.
    • Corrected an updating issue with the Relative Volume study where it would not update after the initial full calculation.
    • Corrected an issue with the Weekly OHLC study when displaying the High and Low lines incrementally for the week.
    • Resolved a problem with a dynamic reference from the INDIRECT formula function when it references another Sheet in a Spreadsheet.
  • 1522 Release Date: 2017-02-17

    • Resolved a problem where the Trade DOM column configuration was not being saved.
    • Improvements with the linking of the associated Chart Drawing to a manually drawn Volume by Price study. This resolves some occasional issues that have previously been occurring related to the linking of the Chart Drawing.
  • 1521 Release Date: 2017-02-17

    • Corrected a problem with symbol matching with the Teletrader Data service for stocks which have a symbol pattern like a futures contract.
    • Completed full review of historical market depth data recording and processing to solve a synchronization issue which was leading to a freeze condition under certain conditions. Some changes were made. This had become an issue now that there is a separate thread for market data processing for DTC services. This issue is now 100 percent resolved.
  • 1518 Release Date: 2017-02-10

    • Resolved some additional synchronization issues related to historical market depth data and processing of real-time market data on a secondary thread.
  • 1516 Release Date: 2017-02-08

    • The commands Global Settings >> Customize Chart/Trade DOM Columns - Chart are now specific to individual Trade DOMs and Charts instead of being global.
    • Resolved a synchronization issue in the DTC Server.
  • 1515 Release Date: 2017-02-05

    • Corrected a stability issue related to network connections that use SSL/TLS.
    • Corrected a performance issue related to Google protocol buffer connections which includes the CQG Web API that arose in version 1514.
    • Enhancements to the Large Volume Trade Indicator study. Transparent circle markers are now supported.
  • 1512 Release Date: 2017-01-31

    • It is now supported to change study Inputs directly from a chart through the keyboard. Refer to Changing Study Inputs Directly from Chart.
    • New Inputs added to the Volume Weighted Average Price-Rolling study.
    • Corrected a problem from a recent release where some custom study DLLs may not have their studies listed in the Add Custom Study window.
    • Corrected a problem from 1511 where the DTC historical data server was not working properly due to recent changes. This problem would have been noticed when using sub instances started with File >> New Instance.
    • Implemented use of new network socket core functionality. Market data processing for DTC connections now is done on a background thread.
  • 1510 Release Date: 2017-01-24

    • New Horizontal Profile Subgraph Draw Styles. Refer to Horizontal Profile.
    • Working on the ability to compile multiple CPP files using remote build (Still under development)
    • New sc.DownloadHistoricalData ACSIL function.
    • Developing completely new and efficient network communications functionality.
    • Updated Volume Weighted Average Price standard deviation band calculations. There are now three selectable choices. This includes VWAP Variance, Fixed Offset, Standard Deviation.
    • Greatly minimized a problem with the 50th level of market depth data when using the CQG trading platform service, being far away from the prior price level.
  • 1506 Release Date: 2017-01-11

    • Low-level Global Profit/Loss Management improvements.
    • Additional inputs added to the Volume at Price Threshold Alert V2 study.
    • Cut functionality is supported with Chart Calculator Chart Drawings.
    • Corrected a problem where an exception which could occur immediately when connecting to the data feed when using the Chart DOM.
    • Study Collections which have the option Prompt to Remove Existing Studies enabled now append a + instead of a - to the end of the Study Collection name. The reason for this change is being that the Study Collection can add additional studies to the chart rather than replacing the studies, it is more logical to use a +. A - is still supported as well.
  • 1504 Release Date: 2016-12-26

    • Corrected a problem from the prior release where the Trade Order confirmation window was not displaying even though order confirmations were enabled.
    • Small improvements to various studies including the Murray Math study.
    • When hiding/unhiding a study through the Analysis menu or directly from the chart, the studies are no longer fully recalculated.
    • Various other low-level development and issues resolved.
  • 1502 Release Date: 2016-12-26

    • Added to the Volume At Price Threshold Alert V2 study, the ability to draw an extension line from a price level which met the volume threshold and extends until future intersection.
    • The Control Bar now supports buttons for Study Collections and Chartbooks. Refer to Control Bars.
  • 1501 Release Date: 2016-12-21

    • Resolved a problem with a 64-bit integer data type specification which was causing compiler errors when using Visual C++ to build Advanced Custom Studies.
  • 1500 Release Date: 2016-12-19

    • Resolved a stability issue which arose approximately in version 1495. If you are running version 1495, update to this version as soon as possible.
    • Corrected a problem related to historical data downloading when using the Rithmic and Interactive Brokers trading services where a second download from the primary service was not occurring. This would cause the chart to continue to show a Waiting to Download message and the download would not occur.
    • Finished development of the Large Volume Trade Indicator study.
    • Continued development of Chart/Trade DOM column functionality. The columns are now manually adjustable.
  • 1495 Release Date: 2016-12-07

    • Added Large Volume Trade Indicator study which places boxes on the left side of a chart bar at the price level where there are trades over the specified Volume Threshold Input setting. This is going to be further enhanced with several new features.
    • Continued development related to the Chart DOM and Trade DOM columns including market data columns.
    • Added Repulse study. Added Stochastic - Percentile study.
  • 1491 Release Date: 2016-11-29

    • Added new Chart Trade Settings: Working Orders >> Display Order Type, Reject Chart Trade Orders That Will Immediately Fill
    • Added new OCO Buy Stop Sell Stop At Market order type command which can be added to the Chart Trade Shortcut menu.
    • There are new Chart menu commands which can have keyboard commands assigned to them which support starting and stopping a chart replay.
    • The Cumulative Delta Bars studies now support resetting at the two session starts within a day if the Evening Session is set to be used in the chart. There is a new study Input to control this.
    • The Numbers Bars Calculated Values study calculations which reset at the start of the day now support resetting at the two session starts within a day if the Evening Session is set to be used in the chart. There is a new study Input to control this.
    • Added support to the Bid and Ask Depth Bars study to use the new historical market depth data. This provides a lot more history which is persistent. There is a new study Input to control this.
    • Increased the number of Chart Drawing Tool configurations from 8 to 24.
    • Various other low-level development and issues resolved.
  • 1486 Release Date: 2016-11-16

    • Corrected problem with Triggered Limit Order Entry study which arose in a recent release regarding triggering.
    • Corrected a problem related to the Market Depth Historical Graph study where it would not display when the study was applied when there is no historical market depth data file currently available.
    • New Spreadsheet System for Trading study Sheet inputs for limiting auto trading times and flattening the Trade Position at a particular time. Documentation for these has been added.
    • Added new Combined Bid/Ask Market Depth Pulling/Stacking columns for the Chart/Trade DOM.
    • Added new study Draw styles.
    • Resolved an issue with custom menu commands from ACSIL where after repeatedly adding and removing menu commands, this would lead to a condition where new menu commands could not be added. This is now resolved.
    • Added new Spreadsheet System for Trading study Sheet cell named Last Entry/Exit Order Date-Time.
    • Corrected a problem from a recent release with the Study/Price Overlay study where it would cause a synchronization of the source chart settings to the destination chart when it was set to not do that.
    • Various other low-level development.
  • 1483 Release Date: 2016-11-08

    • Corrected a problem where the last trade price box for TPO Profile Charts was not displaying. This was an issue arising in a recent release.
    • New Volume by Price study Input to adjust volume profiles to not overlap the DOM Graph.
    • When using the Spreadsheet Studies and there is a TPO Profile Chart study on the chart, the TPO and Vol Profile Information is now outputted to columns I and J beginning and row 104 instead of the previous a row 85. In the case of a previously saved spreadsheet, you will need to manually delete the previous TPO and Vol Profile Information from the previously used rows in the I and J columns.
    • Updated Rithmic API in the Rithmic bridge program. Updated all internal connection points. Added new server for MES Capital.
    • Added support for server side Bracket orders for the CQG FIX Trading service.
    • Resolved a problem with Trade Accounts identifiers causing order updates not to match with the corresponding existing order when trading from a secondary instance of Sierra Chart when using the Transact Trading service in Simulated Live mode.
  • 1480 Release Date: 2016-11-03

    • Custom trading keyboard shortcuts are now implemented.
    • Corrected a low level bug which could cause abnormal shutdown in Sierra Chart related to flushing of data to Intraday chart data files and market depth data files. It is not likely that this would have been encountered. However, this is a critical issue that was resolved and it is important for users to update soon to this version or higher.
    • Some changes to the Trading: Bid/Ask Quantity Triggered Stop Order study. Current documentation explains how it currently works.
    • Changed the processing of order fills when using the FXCM FIX Trading service to be more reliable in the case when the sequence of the execution report and position report are not in a specific order. If you are using the FXCM FIX Trading service directly, it is recommended to update to this version as soon as possible. If there are any issues, report them to Sierra Chart Support.
    • Implemented market depth stacking and pulling column for the Chart/Trade DOM.
    • Various other development.
  • 1478 Release Date: 2016-10-27

    • Resolved a problem with historical Intraday data downloading from TD Ameritrade which was resulting in timeout errors, missing data for the current day, and causing the streamer connection to stop.
    • Added new order entry study: Trading: Triggered Stop Order. Full source code is included.
    • In the case when a futures chart is active, the Watch List on the Control Bar will now automatically list the futures symbols for the next one year in addition to the symbols in the Associated Watch List for the chart.
    • With the Volume by Price study, for some of the Volume Graph Period Types which display only a single volume profile, the Input Align to Far Right is no longer considered to be Yes when it is actually set to No. So for existing instances of the study, you may need to manually set this Input to Yes.
  • 1477 Release Date: 2016-10-25

    • The Analysis >> Build Custom Studies DLL >> Remote Build command is now functional and supports remote building of a source code CPP file. The source code file is transmitted using a secure TLS connection and the CPP file is deleted after it is compiled or the compiling fails for some reason.
    • The Simulated/Non-Simulated Order activity source in the Trade >> Trade Activity Log has been removed. The prefix [Sim] in front of a symbol in the Symbols list on the Trade Activity Log indicates whether simulated Trade Activity entries are displayed. There is now a new Internal Order ID list box at the top of the Trade Activity Log to control displaying order activity for a specific Internal Order ID.
    • Corrected a problem where Range bar charts could continuously reload when an older custom study is used on those charts.
  • 1476 Release Date: 2016-10-21

    • Universal Renko bars are now properly implemented. This setting can be found in Chart >> Chart Settings >> Intraday Chart Bar Period >> Bar Period Type.
    • The BitMEX (Testnet) Service now goes through a common order routing connection. This is still a work in progress and is part of a cooperative development effort with BitMEX. More information about this will be available shortly.
    • Added support when using the Interactive Brokers trading service to automatically calculate the total filled quantity of an order when an order fill message is received from Trader Workstation, if this field is not provided by Trader Workstation.
    • Resolved an issue with the CQG Web API Trading platform service where orders for a particular symbol would not be processed from the CQG system unless the symbol was subscribed to. This would not be a problem if a chart was open for the particular symbol being traded at the time of connection. Also added proper support for maintaining the proper order ID state necessary for order modifications after an order is modified by another CQG client. It has always been the position of Sierra Chart that when using CQG you should use the CQG FIX Trading service which did not have this particular issue. Using the CQG Web API for trading has always been considered a backup.
    • This version has the user interface for Custom Trading Keyboard Commands, but these are not yet implemented and will not perform any function at this time.
  • 1473 Release Date: 2016-10-13

    • Corrected a problem with Internal Order ID conflicts which can occur in a sub instance of Sierra Chart. This did not cause any harm but did cause an issue with simulated orders.
    • Added a debugging option to the Trading: Bid/Ask Quantity Triggered Stop.
    • Improvements to importing Intraday data. Added support for importing CQG time and sales data.
    • Interactive Brokers true real-time data no longer is used to fill simulated orders or is used to modify trailing stop orders because it is delayed and can cause unexpected behavior in fast-moving markets.
    • New Open and Close Marker Style added for Numbers Bars which draws a candlestick outline.
    • Corrected a problem with the Clock-Real-time study, where when the Use Current Price for Vertical Position Input is set to Yes, repeated text drawings were added which would cause a significant performance impact.
    • The Data/Trade Service Settings window service settings Load and Save functionality is now functional again since being disabled in version 1464 but existing saved named settings will no longer restore the previously saved service settings. New named settings will have to be resaved.
    • Various other low-level improvements, additions and issues resolved.
  • 1466 Release Date: 2016-10-01

    • The BitMEX service now supports automatically listing symbols through the Find Symbol window Get Symbols command.
    • Two digit years in future symbols are now supported when using the Gain Capital trading service when updating to this version. Symbols in charts and Quote Boards will be automatically converted.
    • Resolved some issues related to the new user interface for Service specific settings in Global Settings >> Data/Trade Service Settings.
  • 1464 Release Date: 2016-09-24

    • Universal support for converting Profit/Loss values to a common currency. The Currency field needs to be specified on a symbol in the Global Symbol Settings for this to work and also the common currency has to be specified in the Global Trade Settings.
    • Added new Bar Period Types: Unaligned Renko. Universal Renko (still under development and not properly implemented yet).
    • Added Divergence Detector study. Documentation will be added to Technical Studies Reference as soon as possible for this study.
    • The Global Profit/Loss Management feature now supports Trade Simulation Mode. It works independently for each trade account used by the opened charts or Trade DOMs.
    • The user interface for Service specific settings in Global Settings >> Data/Trade Service Settings has been redeveloped and improved upon. The ability to Load, Save and Delete saved Service settings currently is not supported but this will be implemented in about a week.
  • 1462 Release Date: 2016-09-20

    • The Trading: Market if Touched Order and Trading: Bid/Ask Quantity Triggered Stop Order now support modification of the order price by left clicking with your Pointer on the price level and dragging the price line up or down.
    • Enhancements to the Global Profit/Loss Management feature. This feature is also in the process of being updated to support simulated trading.
    • The second revision of 1462 corrects a problem where the CQG Trading platform service Server setting was not set correctly upon updating to this version.
  • 1461 Release Date: 2016-09-14

    • Added the order entry study: Trading: Bid/Ask Quantity Triggered Stop Order. Full source code for this is in the /ACS_Source/OrderEntryStudies.cpp provided file.
    • New option to hold market order from Flatten or Reverse action until working orders are confirmed canceled. For details, refer to: Hold Market Order Until Pending Cancel Orders Are Confirmed.
    • There is now a letter displayed after the Position Average Price on the Trade Window indicating if it is the Average Price provided by the external trading service (E). There is no letter if it is calculated by Sierra Chart from the order fills.

*Last modified Wednesday, 23rd August, 2017.