What Is New
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.
1725 Release Date: 2018-03-24
- New background coloring options for the Numbers Bars Calculated Values study.
- Implemented Global Settings >> Chart DOM Settings >> Recent Bid Ask Volume Timeout in Milliseconds. Documentation will be updated as soon as possible.
- Implemented some solutions related to some issues users have encountered with the new interface to Interactive Brokers Trader Workstation.
- Corrected a problem with market depth data during a chart replay, which arose in version 1718.
1721 Release Date: 2018-03-16
- Resolved some issues related to the market depth work done in 1718 and subsequent versions.
- Updated the interface to Interactive Brokers Trader Workstation to use the latest TWS protocol version. It is necessary to be running the latest Trader Workstation to be able to connect from Sierra Chart to Trader Workstation.
1718 Release Date: 2018-03-16
- Added new MACD Bollinger Bands studies to Analysis >> Studies.
- Now using a different function to start the Sierra Chart installer for a software update. This solves a problem where sometimes installer would not start after the Windows prompt to allow the installer to run.
- Added support for more than 50 market depth levels. Improved the internal storage and handling of market depth data. The number of orders, if available is maintained for each market depth level and is now displayed in the Market Depth Window. ACSIL functions can no longer use the old market depth arrays in the s_SCBasicSymbolData structure and must instead use the sc.GetBidMarketDepthNumberOfLevels, sc.GetAskMarketDepthNumberOfLevels, sc.GetMaximumMarketDepthLevels, sc.GetBidMarketDepthEntryAtLevel, sc. GetAskMarketDepthEntryAtLevel functions.
1717 Release Date: 2018-03-13
- Corrected an issue from a recent release where when getting a list of futures spread symbols through File >> Find Symbol, there would be an abnormal shutdown or subsequent instability after about 5 to 10 minutes.
- Corrected an issue from the prior release with the BitMEX Trading Direct service where the Stop Order Price Reference setting was not being applied.
- New ACSIL function members added.
1715 Release Date: 2018-03-09
- New BitMEX specific order related settings in Global Settings >> Data/Trade Service Settings.
- Added new TPO profile chart merge commands to select a beginning and ending profile to merge multiple profiles together.
- Corrected a problem from a recent release where simulated orders submitted through the DTC protocol server were not getting filled. This problem only affected simulated orders.
- Added user contributed studies 64-bit DLL.
1712 Release Date: 2018-03-06
- With the Global Profit/Loss Management feature, trade locking is now per trade account rather than across all accounts.
- When the bid price changes, the recent bid volume at that price will be zeroed. When the ask price changes the recent ask volume at that price will be zeroed.
- Corrected a problem with the new order types : Stop with Last Triggering and Stop with Bid/Ask Triggering where there were restrictions preventing the submission of the market order on triggering due to safety checks.
- Corrected a problem from a recent release where when submitting an order using ACSIL for a different Symbol or Trade Account, the tick size for the order was not being set before the order prices causing in some cases incorrect rounding.
1710 Release Date: 2018-03-03
- Added 2 new options in the Volume At Price Threshold Alert V2 that apply when using Ask Volume Bid Volume Ratios. One that allows for Zero value comparisons, and the other for how to deal with the zeros when they are compared.
- Added new order entry study: Trading: TriggeredMarketOrderForTradeSymbol . The study requires that you set the Trade and Current Quote Symbol in the Chart Settings to the symbol you want to trade.
- With the Trading System Based on Alert Condition study, the debugging output was incorrectly going to the main Message Log instead of the Trade Service Log as documented. This is now corrected. Also improved the logic with detecting state changes with the formula. The source code for this study is in the file: /ACS_Source/TradingSystemBasedOnAlertCondition.cpp
- Functions for enabling and disabling the horizontal and vertical chart grid have been added to ACSIL.
1708 Release Date: 2018-02-28
- Corrected issue with Bid and Ask Quantity Triggered Stop used as Attached Orders where the market order was not filling. This issue was only in Trade Simulation Mode.
- Added new ACSIL function to get Trade Positions by index.
- Added MACD Leader study.
- 64-bit build available. Resolved some issues with loading 64-bit version of existing studies.
- Implementation changes for Triggered Limit. A negative offset now specifies a lower limit for buy orders and a higher limit for sell orders. For Triggered Limit Attached Orders, the offsets are always positive and relative to the parent order price.
- Various other development.
1702 Release Date: 2018-02-16
- Corrected a problem with the Relative Volume study when it is based on other studies. The calculation to determine whether there is sufficient number of bars in a trading day was not able to be calculated in this case. Everyday was always determined to have insufficient data. This is now resolved.
- Changes to the implementation of the Trade Volume Triggered Stop order type. Also added Trade Volume Triggered Stop-Limit.
- Corrected an issue from a recent release where the Limit price for Trailing Stop-Limit orders was not being set in the case of when these are used as the main parent order.
1697 Release Date: 2018-02-01
- New option for Horizontal Ray and OHLC Ray drawing tools for Extend Until Future Intersection. When selected, the lines will only extend forward in time until it intersects a price bar. For the Horizontal Ray, this only works when the ray is extended forward in time. The option is removed when the ray is extended backward in time.
- New Trading System Based on Alert Condition study added. This simplifies automated trading. It can perform either a Buy Entry, Buy Exit, Sell Entry, or Sell Exit. Any number of these studies can be added to the chart to perform more than one order action on the chart.
- New Numbers Bars Text Coloring Method named Based On Separate AskVol BidVol Percentage. This performs the calculations in the same way as the Based on AskVol BidVol Percentage setting, but when displaying both Bid and Ask values, both sides will be colored regardless of dominance.
- Corrected a problem from a recent release where market data columns like Recent Bid Volume and Recent Ask Volume were not being calculated according to the correct Tick Size during a chart replay.
- Corrected a problem with one of the sub calculations for the Standard Deviation Bands in the Volume Weighted Average Price Rolling study.
- Enhancements to the Triggered Limit order type.
1694 Release Date: 2018-01-29
- New Order Types added: Bid Ask Quantity Triggered Stop (main order and attached order support), Triggered Limit (main order support), Trade Volume Triggered Stop (main order and attached order support). All of these stops work across all supported Trading services and in Trade Simulation Mode. Use these stops in Trade Simulation Mode to evaluate they work properly for you first.
1693 Release Date: 2018-01-23
- Add Additional Symbol study improvements.
- Horizontal Ray Tool now has option to be extended until future intersection with price bars.
- Specify an ACSIL sent order to be held on the client-side and later sent through the Trade Orders window tab. Variable: s_SCNewOrder::SubmitAsHeldOrder.
- Ability to start through the Trade menu a bar based back test for all symbols in the Associated Watch List for a chart.
- New study Subgraph Draw Style: "Line at Last Bar to Left Side".
- More graceful reconnect handling when using the CQG FIX Trading service. Although this has not yet been tested but we do not expect any issues.
- In the Analysis >> Studies >> Studies to Graph list, the calculation order index, if known is displayed after each study in the list. This lets you understand the order in which studies are calculated. This can be different than the order in which the studies are listed in the Studies to Graph list.
- Support for the Oanda Forex/CFD broker provided by an external service. Connectivity to Oanda is provided by an outside service and may not be available at this time.
1684 Release Date: 2018-01-08
- Additional work on the Add Additional Symbol study. Various improvements have been made and corrected a problem with this study which would cause Sierra Chart to freeze after a period of time and would require a forced shutdown to recover from this condition. Internally what was happening was a deadlock condition related to mishandling of synchronization locks related to background writing of Intraday file data. If using this study, it is essential to use this version or higher.
- Fixed an issue with Renko bars related to the filling of gaps at the first trade of the day. New Renko New Bar Modes added.
- When connected to an external trading service which does not use the DTC protocol, when a bracket order is received from a sub instance, the child orders of the bracket order sent out to the external trading service, if supported, now have the proper quantity instead of 0.
- Associated Watch List new features: New menu command to set charts in Chartbook to symbols in watch list. When setting charts to the symbols of the watch list, there is now a prompt to automatically open additional charts as needed.
- Corrected problem where sometimes chart tabs would not move when dragging them.
- Added support for dragging Chartbook tabs to be able to reorder them.
- Additional improvements to the Study Summary window feature.
1678 Release Date: 2017-12-29
- The data structure used by the new ACSIL function sc.GetBarPeriodParameters() which was released in 1677 has been changed. It is essential to recompile when using this version or higher to avoid a stack corruption, if you are using this function. A corresponding sc.SetBarPeriodParameters() is being added to the next release. Between these two functions, there is now in an easy to use unified way to get the bar period parameters and set the bar period parameters rather than the various other variables like sc.SecondsPerBar.
- Corrected a problem which arose in the prior release with the Add Additional Symbol study where chart bars for that study during a replay or real-time updating, were incomplete or did not contain any data. The Add Additional Symbol study now supports all of the replay back testing modes. Although at this time Bar Based Back testing is not supported with the Add Additional Symbol study. It will be in the next release.
1677 Release Date: 2017-12-27
- Added ACSIL member sc.IsChartbookBeingSaved to indicate when Chartbook is being saved. Study functions are now called when Chartbook is being saved so a study can perform whatever actions it needs to.
- Added new ACSIL members: ConstantRangeScaleModeTicksFromCenterOrEdge, GetBarPeriodParameters(n_ACSIL::s_BarPeriod& r_BarPeriod).
- Completed development of the Add Additional Symbol study.
- Additional enhancements to the Study Summary window.
- Improved the management of Attached Order offsets for bracket orders that originate through the DTC Protocol Server.
- Improved Spreadsheet saving and loading performance. This will be similar to as it was before the changes to reduce memory use when saving and loading Spreadsheets.
- Corrected some issues with exporting of study data when using Edit >> Export Bar and Study Data to Text File or when using the Write Bar and Study Data to File study.
1674 Release Date: 2017-12-22
- New Numbers Bars Background Coloring Method and Text Coloring Method named Based On Separate Diagonal AskVol BidVol Percentage. When using this new coloring along with a display that shows both the Bid and Ask sides, the coloring will always be present for both the Bid and Ask sides regardless of which side is dominant. When displaying a single item, the coloring is chosen based on the dominant side. The comparison is done using a Diagonal Percentage of Ask/Bid or Bid/Ask Volume.
- The move to breakeven price for Stop Attached Orders now adjusts for Scaling In to use a weighted average.
- Study Summary window now supports all of the available Quote Board fields.
- Corrected a problem with the loading of chart data which occurred in a recent release that some users were experiencing where the load would not either complete, or it would occur on the primary thread causing Sierra Chart to freeze during the loading process. In most cases there was not a problem but it could occur under some conditions.
- Nearly completed the development of the new Add Additional Symbol study which loads chart data for an additional symbol into the chart.
- Various other low-level development.
1670 Release Date: 2017-12-15
- When opening and saving spreadsheet files, this is done using a new streaming format where a minimum amount of memory is used.
- In version 1662, the new underlying file format for spreadsheets was released. Any spreadsheet saved with this version or higher cannot be used by an older Sierra Chart version. However, there are backups of spreadsheets available.
- With the LMAX trading service, symbols from the SC Exchange Data Feed can now be used. These will be added on request as needed.
1663 Release Date: 2017-12-08
- Time and Sales window supports through a new combining option, the combining of CME trades into the original summary trade when using the Sierra Chart Exchange Data Feed.
- Trading system study to support Buy and Sell entries and exits using a crossover of selected Study Subgraphs: Trading System - Study Subgraph Crossover.
- Study Summary now supports displaying studies from multiple Chartbooks. This can be enabled through the Settings menu on the Study Summary window.
- Low-level improvements with the Global Profit/Loss Management feature. For example, the loss management could have potentially triggered more than once per day. This is resolved as well as ensuring the Daily Profit/Loss is reset immediately across all charts at the Daily Stats Reset Time.
1659 Release Date: 2017-12-08
- Corrected an issue from 1658 that prevented the reading of Spreadsheet files. If it is necessary to access a backup Spreadsheet file, refer to Accessing a Backup Spreadsheet File.
1658 Release Date: 2017-12-05
- Corrected problem that has existed for at least several months where when a chart is reloaded, an operating system window handle was created but not released. Over an extended time this potentially could cause an issue where window creation fails.
- Improvements with the chart bar gap fill options. Additional low-level Renko bar improvements.
- Additional work on the Study Summary window.
1656 Release Date: 2017-12-01
- Added Estimated Position in Queue tracking for non-simulated Limit orders.
- New Numbers Bars coloring method added: Based On Separate Ask Volume Bid Volume - Actual.
- Low-level drawing tool improvements included with the Pitchfork, Regression, Gann Fan, Fibonacci Fan, and Ray tools to achieve as high an accuracy as possible.
- Corrected an issue with Renko bars where sometimes the chart data loading process may not finish due to a nonstandard Value Format or Tick Size setting.
- Additional work on the Study Summary window.
1651 Release Date: 2017-11-25
- Completed development of the new Study Summary window opened through File >> Open Study Summary window .
- When using a sub instance through File >> New Instance, the necessary data to recombine trades into the original summary trade is now passed through.
- All of the Trailing Stop order types for the main order and Attached Orders when submitting an order for a different Symbol and/or Trade Account from ACSIL are now supported.
- Global Settings >> General Trade Settings >> Reactivate Attached Order when Rejected Modification During Fill has now been tested and released.
- Added support to Associated Symbol List window for chart, the ability to set the list of symbols into all charts in the Chartbook.
1647 Release Date: 2017-11-20
- Marker Drawing tool now supports displaying the value/price it is located at.
1646 Release Date: 2017-11-19
- New ACSIL members: CalculateAngle(), NumberOfForwardColumns, AllocateAndNameRenkoChartBarArrays, OpenChartbook(), IsDateTimeInEveningSession()
- Added new Study Summary window for Chartbook. This is opened through File >> Open Study Summary Window. This feature is still under development.
- Changes to Renko bars. The Renko New Bar Mode option for a new reversal bar to reference the prior close always, has been reimplemented to be "New Reversal Bar When Reversal Amount Met Plus 1 Tick". This corrects a problem with the previous setting, where it did not function properly in most cases and produced incorrect Renko bar charts. It functioned properly only in one isolated test case that it was tested against. The current implementation is a more proper and logical implementation according to the objectives we understand from those who need this and we expect should match Universal Renko bars in another popular implementation used by another program.
- Additional options to control the formation of Renko bars has been added to Chart >> Chart Settings >> Intraday Chart Bar Period. There are a total of nine options giving you a greater degree of control.
- Universal Renko Bars have been renamed to Flex Renko Inverse Setting Bars since they use inverse settings compared to Flex Renko bars. Also, Flex Renko Inverse Setting Bars no longer require a reversal to be one tick more than the Reversal Bar Trigger amount. The reversal amount is simply the amount of Reversal Bar Trigger.
1641 Release Date: 2017-11-09
- The parameters and implementation of the ACSIL functions sc.RelayNewSymbol and sc.RelayTradeUpdate have changed. If your custom study is using these functions, it must be updated to the current function specifications and recompiled. Otherwise, there will be instability and malfunctions. The ACSIL function sc.CreateRelayServer has been removed. Refer to the ACSIL Functions page for details.
- Changes to ACSIL sc.GetStudyPeakValleyLine function. Any custom study using this function must be recompiled. Refer to the ACSIL Functions page for details.
- Ability to set Subgraph line Name and Value Labels to a different color than the subgraph itself. The new settings are in the Study Settings window.
- Additional options to control the formation of Renko bars has been added to Chart >> Chart Settings >> Intraday Chart Bar Period. There are a total of six options giving you full control. This is especially useful when using the Numbers Bars study on a Renko bar chart.
- New option on Trade Window menu (Menu/M) to cancel orders when the Trade Position Quantity goes from nonzero back to zero. The command is Menu/M >> Orders >> Cancel Orders on Flat Position.
- Added the ability for ACSIL studies to create custom chart bars very efficiently. Refer to the /ACS_Source/ACSILCustomChartBars_Example.cpp file for an example.
- Upcoming: Added Ask Bid Difference optional field to the Chart Header.
- A change to the Numbers Bars study when using the Text Coloring Method Based on Diagonal Dominant AskVol BidVol Percentage. Previously, it was not coloring the text sides based on whether they were dominant, it was just coloring both sides at all times, except when there was a comparison to 0. This was inconsistent with both the name of this text coloring method and the other Diagonal Dominant coloring options. The change now makes this consistent with the other options, where now each side will only be colored if it is diagonally dominant. Refer to the updated Based on Diagonal Dominant AskVol BidVol Percentage documentation.
1635 Release Date: 2017-11-03
- Much improved order error handling with Interactive Brokers Trader Workstation based on the TWS error codes.
- Corrected problem from recent release, where not all studies available were listed in Analysis >> Studies.
- Corrected problem from a recent release, where the reversal offset was not being applied for Flex Renko and Universal Renko bars.
- For Chart and Study Simple Alerts, when using Renko bars the base graph identifier C now makes reference to the Renko Close value and the identifier O now makes reference to the Renko Open value.
- Added studies: Combination Symbol Chart and Price, Open Interest, Volume .
- Implemented the following Alert option for the Chart Settings and Study Settings Alerts tab: Log Evaluated Formula at Each Evaluation. This is to be used for troubleshooting purposes only. The evaluated formula is displayed in the Window >> Alerts Manager >> Alerts Log.
- Corrected a problem with the ACSIL s_UseTool structure occurring from a recent release related the addition of a new member which has apparently caused an unexpected structure misalignment.
1632 Release Date: 2017-10-31
- Added new Intraday Chart Bar Period >> Gap Fill option to fill gaps between chart bars other than at the start of the trading day. Corrected a small issue with filling gaps in Intraday charts.
- Minor change to new Renko implementation to ensure Renko brick/boxes, are adjacent to each other. This may also require using one of the Intraday Chart Bar Period >> Gap Fill options.
- Added new ACSIL function to read Intraday records contained within a chart bar: sc.ReadIntradayFileRecordForBarIndexAndSubIndex.
1630 Release Date: 2017-10-28
- Additional improvements and small issues resolved with Renko Bars.
- Added new ACSIL function to read from the Intraday data file for the symbol of the chart the study instance is applied to: sc.ReadIntradayFileRecordAtIndex.
- Low-level work related to Open SSL.
- Added ability for users of the SC Exchange Data Feed to add symbols from an Exchange or Index to the Associated Symbol List.
- New Range Bar type added.
- Permanently removed the Weekly OHLC study. That study will need to be removed from any charts which use it. The original name will be replaced with a placeholder name (unkown name). The replacement study to use is Period OHLC-Variable Period.
1625 Release Date: 2017-10-20
- Added a new setting to Intraday Chart Bar Period >> Bar Period Type >> Reversal Bar to support a minimum length before reversal. This is specified in ticks. The format is: Reversal Amount in Ticks-Minimum Length in Ticks. Example: 4-10.
- Added new setting Chart >> Chart Settings >> Advanced Settings 3 >> Market Depth Combine Increment in Ticks.
1623 Release Date: 2017-10-14
- All of the Renko Bar Bar Period Types have been rewritten. All four types now use a common code base. The Renko Graph Draw Types have been removed because they were determined to be no longer necessary. The standard Candlestick Graph Draw Type is now used instead and functions like a Renko bar for the Renko Bar Period Types. We now later realize that this has the disadvantage of preventing a visual display of the true open and close values. We can restore these separate Renko Graph Draw Types if needed.
When using the Bar Period Type >> Renko Bar, there is no longer any alignment of the first Renko bar Open to the Box Size. Instead the alignment is based upon the true Open price for the trading day when New Bar at Session Start is enabled in the Chart >> Chart Settings. For alignment, use the Bar Period Type >> Aligned Renko Bar instead.
Also, by default price gaps are not filled with Renko bars unless using one of the Gap Fill options in Chart >> Chart Settings >> Intraday Chart Bar Periods.
- The old Renko Chart and Renko Chart Enhanced studies are no longer in the main study list and can only be added through Analysis >> Studies >> Add Custom Study.
- Improvements to importing data, to allow the import of data for a symbol which currently has a chart opened for it.
- Additional improvements to the Intraday Data File Management functionality.
- Percent Change Since Open and Percent Change Since Previous Close now use the Percent Value Format.
- Various other less significant development. As we have reported before, the What is New page only reports about 25% of actual development.
- Working on direct integration to BitMEX. The BitMEX data feed now uses our own code rather than an intermediary software program which BitMEX was using.
*Last modified Friday, 02nd March, 2018.