Support Board
Date/Time: Sun, 26 Apr 2026 15:55:25 +0000
Feature Request: Momentum Tails
View Count: 7425
| [2026-03-18 23:07:25] |
| Sébastien - Posts: 142 |
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Hi gcUserStudies, Thank you for the follow up. Yes, by "big delta" highlighting I meant "Per-price imbalance". After further testing, I feel a little bit overwhelmed by the Histogram column. I deleted them. For my trading strategy, I need to track ES, NQ, YM and RTY side by side... That's a lot of information to ingest. So I try to limit the quantity of informations to the minimum (market depth columns and Recent Bid/Ask column are enough) The two Histogram columns (*4 markets = 8 more columns on my screen) were too much for me and it took too much space. Reducing to one Histogram combined column would be better and easier to read. But the [b]best of the best[/b] would be to find a way to show the Per-Price Imbalance directly inside the Recent Ask/Bid Columns => No more added column => easiest to read. This is what I had in mind when I made the suggestion in my last post. If #2 doesn't cover it and you want the highlight directly on the Recent Bid/Ask cell (like the volume highlight), let me know. One design question in that case, if a cell meets both the volume threshold AND the delta threshold at the same time, which highlight should take priority? Or would you prefer it as a single toggle, either highlight by volume OR by delta, not both simultaneously?
I would suggest to make the Volume Highlight not Per-Side detection but Per-Price instead. So when it triggers, it colors both Recent Ask and Bid Column at price.Then, for the Per-Price Imbalance Highlight, only color the Dominant Side. If both are triggered at the same price, the Per-Price Imbalance Highlight would be drawn on top of the Volume Highlight, so both are visible. One more quick suggestion to make your study more versatile : Add a user input to deactivate the "Tail effect" rendering completely and let SierraChart renders the Recent Bid/Ask text as native. Why would someone want to disable the Tail effect ? 1- It would be useful for users who just want to use your study to show the secondary tools like the Histogram column, the HUD, the Delta Display for Tail Volume, or the future Highlight Recent Per-Price Volume/Imbalance. 2- It would be useful to make sure the printed text is 100% accurate to the Data Feed Data as your study accuracy is dependent of the Chart Update Interval. |
| [2026-03-19 21:16:41] |
| gcUserStudies - Posts: 143 |
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Thanks, appreciate the feedback. I have all of these items implemented and am doing final testing now and am planning to push an updated version in the next few days. I've also extended all existing trials until April 6th. When V2 is pushed out you'll have a few more weeks to evaluate it. I also added a better configuration method so the study is easier to set up and manage. This won't break any existing setting either if you have something on the current version you are still testing. It will show up as a second study under the existing. As for your questions: Why would someone want to disable the tail effect? Accuracy relative to the Chart Update Interval? Agreed 100% on the accuracy point. Throughout development I ran a chartbook with at least 7 DOMs simultaneously using the same and varied combine increments, and placed the study in full visible range volume print mode alongside Sierra's native bid/ask columns to verify prints were always in lock step. Testing was done at a 10ms update interval with no issues, primarily on NQ given how actively it moves. That said, I won't claim there's a magic number. If the update interval is set too high it can miss prints. For standard execution DOMs most traders are running, it should be fine. If someone is seeing missed prints, lowering the update interval is the first thing to try. Ie, start higher and go down from there. My other DOM chart I have at 40ms for ES and didn't have any thing missing. What update interval are you running your DOM's at? |
| [2026-03-19 23:10:31] |
| Sébastien - Posts: 142 |
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You're welcome ! Thank you to you too for the extended testing period. I use 30ms update interval on my 4 DOMs. Last week I also did the same kind of testing you did. I spotted some missed prints but the study was 99.9% accurate. Nothing to complain about. I don't even notice any increase on my CPU load... I'm impressed. I like the concept of the Delta Display for Tail volume tool. This is, in my opinion, under exploited. Being able to show additional information very close to the Recent Bid/Ask prints would be very handy. If you are looking for one idea to start a new custom study project : I can see some use for a stand alone custom study that allows any subgraph value from a chart to be drawn in the Recent Bid/Ask Columns (or in any other DOM column), with some coloring parameters like the NumberBars study has, offset-ed from the price by a custom amount of tick or fixed position, and maybe XY pixels offset for fine tune the position. I'm sure this kind of tool can be andy for some DOM traders ! |
| [2026-03-25 20:51:51] |
| gcUserStudies - Posts: 143 |
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Quick update. I've pushed out a new DLL which should download when you restart Sierra. Your existing study will still work, but there is also a new V2 in the same DLL. What's New in V2 Settings Window I wanted to explore making configuration easier. The V2 study has no study inputs other than a Yes/No to open the config window and an optional click modifier to do the same when clicking in the study's column. The main method is right-click on Chart/DOM Region > Open Settings. But in some cases a user may not have much of the DOM region showing, so I wanted to provide options. All of the same settings from V1 exist, plus the new Big Prints feature. Each area of the config has its own tab to group things together by function. Every input has a tooltip on hover to help explain settings that may not be intuitive. You can leave the config window open, tweak settings, and apply as you go. If you use a dark theme, the config window has theme options to match. Presets There is a Config tab where you can load/restore defaults, tweak, apply, save, etc. The idea: maybe you have very specific settings for ES and different ones for NQ, or you want to quickly switch between a few different views. Set everything the way you want, save the preset, done. Load it when you want. There is also preset export/import for sharing with other people. Each study type stores presets in its own config file. You don't have to use the preset system at all. Everything still saves with the chartbook. This is just a way to more easily store and recall your own configurations. For example, if you have 7 DOMs with the study on each, they can all read the same preset file and load from it. Big Prints There are a few modes: Revisit, Timer, and Both. For Timer mode, be sure to read the tooltips. A print might show 100, then on the next timer tick it gets revised down to 5, quickly erasing the 100 and showing 5. That can be confusing but you probably still want to know something was there. If you don't, set the mode to Both or Revisit Only. Future enhancements to the timer mode can be added easily. Other You can now disable tails completely. Hopefully very flexible overall. Pricing Update Everything is now 100% free. No credit card, no trial period, no expiration. If you find value in the work and want to contribute, there's an option for that, but zero obligation. |
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| [2026-03-26 15:56:33] |
| Sébastien - Posts: 142 |
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Hi gcUserStudies, Once again, thank you very much for your awesome work. I've been testing the V2 since yesterday. The settings window is a great idea. It's so much easier to configure now. The Big Prints feature is awesome ! This is a huge edge. Thank you for having added it. Annnnd... Thank you for making your study free. That's very charitable. I'll gladly contribute when I'll have the means to do so. May God bless you ! I found 3 things that can be improved : 1- Layering order Currently, the Big Prints are drawn on top of the Last Traded Volume. This is in my opinion a mistake. Each time a Big Print is printed, it masks off the Last Traded volume background color. Sometimes there are so much big prints at the price zone, that the Last Traded Volume is invisible for a few seconds. It makes very difficult to follow the price movement. The Last Traded Volume Fill color really needs to be on top of everything else to make it always visible. I feel the same question can be asked about layering order between the Tail and the Big Prints. Maybe creating a new user input would be the best solution to let user decide by themself. 2- The Big Print / Histogram "False Flag". Currently, the Big Print and Histogram features do their calculations based on new recent printed volume (inside the Tail) AND old printed volume (outside the tail). It creates some "False Flag" at both extremities of the tail. There, sometimes a Big Print or a Histogram event is created based only on old volume, not new. This is misleading. Here is a Histogram example in attached files. 2 - 15
In this example, at the top extremity of the tail, 4 - 36, the Histogram triggered a green imbalance.18 - 0 4 - 36 7 - 83 51 - 60 53 - 27 5 - 37 (bold numbers are the recent volume inside the tail) This is true because 36 is the newest print. But at the bottom extremity of the tail, 5 - 37. The market pulled-back and printed only 5 at the Bid before going back up. The 37 was untouched and is old volume outside the Tail. Nevertheless, the Histogram also triggered a green imbalance at this level, even if no Ask Volume was printed at all. This is false because it is based on the 37 which is an old volume outside of the Tail. The same situation can also happens with the Big Print (Delta Imbalances at price) feature. I think every single number outside the tail (old volume) should have a zero value for the Histogram and Big Print calculations. 3- Conditions for deleting a Big Print Currently, if the Best Ask Price or Best Bid Price revisit a Big Print level, it automatically deletes the Big Print event even if the market didn't print any volume at all at this level (it is just a "touch and go"). It might be more logical in that case, to consider that the Big Print level is holding strong, and to not delete it. To delete a Big Print event, the market should print volume on it or go trough it completely. |
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| [2026-03-27 23:53:02] |
| gcUserStudies - Posts: 143 |
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Thanks for the detailed feedback and the screenshot, really helpful. I just pushed an update that should help address all three items. Here's how each one is handled: 1. Layering order There is a new "LTV Priority" checkbox on the Volume tab. When enabled, the Last Traded Volume highlight draws on top of Big Print highlighting so it is always visible. Disabled by default to preserve existing behavior. 2. Big Print / Histogram false flags from stale volume There is a new "Volume Calc" dropdown on the Volume tab with two modes. "All Recent Volume" is the default and works the same as before. "Tail Activity Only" counts only volume that printed after the tail reached each price. In your example, the 37 on the ask side would be filtered out because it was already there before the tail arrived. This applies to Big Print thresholds, delta imbalance detection, and histogram calculations. The calculation mode doesn't affect the display mode either. So you can still show all visible range but have it only calculate on the tail volume for example. 3. Conditions for clearing a Big Print There is a "Clear Condition" dropdown on the Big Print tab. The default is "New Volume Printed," which only clears an Until Revisited highlight when actual volume trades at that price. A quote touch without any prints will not clear it. If you switch to "Volume Below Threshold," then SC's volume reset behavior on quote touches can cause clears, which is likely what you were seeing. Close and Re Open Sierra and it should get the update. |
| [2026-03-28 22:33:11] |
| Sébastien - Posts: 142 |
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Hi gcUserStudies, Thank you for the update. Here is my feedback : 1) The LTV Priority Works awesome ! Makes things clear again. 2) Volume Calc - All Recent Volume : Works fine like before. - Tail Activity Only : It seems that activating this setting create some errors. - Big Volume prints inside the tail don't trigger any highlighting. - Also, imbalance highlighting are falsely triggered (delta requirement not met). Both are rare but they happen. I cannot pinpoint why these errors happen, it's very hard to tell. I can't find any pattern. Also, I found out that there are still some "False flag events" at both tail extremity. Overall, the All Recent Volume calculation setting seems more rock solid, and is obviously simpler to calculate. It works fine 98% of the time. We just need to be aware that it sometimes creates some false flag at both tail extremities. I'm not a programmer so I don't know how difficult it would be to code an effective filtering condition to avoid these false flags. Maybe it's better to not over-engineer a solution and just live with it. It is good enough as it is ! I'll continue to use the All Recent Volume setting and will be very happy with it, unless you decide to do another update. 3) Big Print Clearing Condition - Volume below threshold : Works fine like before. - New Volume Printed : Since it is resilient to SC setting Recent Bid Ask Volume Timeout in Milliseconds, it creates false triggers all the time if this setting is activated. I use 1500ms for this SC setting, and have the Big Print Volume threshold set at 100 (white highlight) and Delta threshold set at 75 (yellow highlight). You can see the result in the screenshot in attached file when the price do a retracment on a previously traded area : nothing makes sens. Also, if we use the keyboard shortcut Clear Recent Bid/Ask Volume, it clears the volume but not clear the highlights (see 2nd screenshot). As a result, I cannot test if the "New Volume Printed" setting effectively works as intended. As for Volume Calc, if it's too difficult to find a solution to this problem, I'll be very happy to stay with the previous settings as it works fine 98% of the time. I have 2 more suggestions if you're not tired of me yet : 4) Big Print Delta Imbalance Color Settings Create two sets of colors instead of one (text and background color). One for Ask dominant delta, the other for Bid dominant delta. 5) New Histogram display setting Currently, the Histogram create its own virtual column and pushes aside the Recent Bid and Ask prints. It is of course logical to do so if we decide to show the Histogram values text, so both texts from the Histogram and from the Recent Bid/Ask Volume don't overlap. But... if we decide to hide the Histogram Value Texts... AND to disable the Tail rendering... Now there is space to put the Histogram color bars behind the Recent Bid/ask Volume Text (and not aside by creating a virtual column). It would create a Delta Tail (background coloring depending of delta) , instead of the current Time Tail (background coloring depending of time elapsed). It would be a perfect integration of the Histogram functionality inside the Recent Bid/Ask column. It would mimics what SC can already do with its DOM Columns Show Volume Bar setting. But it would have 4 keys improvments over SC native volume bars : - SC volume bars don't have a "Duration" setting. It shows bars where there are prints. There is no way to keep the prints and to hide the bars older than x milliseconds. Histogram has a duration setting, which creates the "Delta Tail effect" that SC can't do. - SC volume bars are always shown on both Bid and Ask. Histogram only show bars on the Dominant side, which is a nice option to have. (but it would be interesting to allow users to show both sides) - SC volume bars only draw... volumes bars. Histogram already has the setting to disable "Variable Width" which would color the entire cell background. - SC volume bars use one single color. Histogram already has 5 different colors for delta thresolds. If suggestion 5 becomes reality, it would be nice to be able to chose the layering order between the Big Print and the Histogram. I'm hesitant about it. Now I'm done with suggestions ! Thank you again for your work. I remain available for future feedback. |
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| [2026-03-30 21:34:39] |
| gcUserStudies - Posts: 143 |
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Thanks for the detailed feedback as always. I have pushed out another update (v2.0.2) to hopefully address most of the items. 1) The LTV Priority
Works awesome ! Glad to hear it. No changes here. 2) Volume Calc - Tail Activity Only errors
There was a mismatch in the clearing logic that could cause inconsistent behavior with Tail Activity Only. That is fixed in this update. The clearing comparison now uses the same filtered volume as the detection. Worth retesting if you get a chance, but no pressure since you said All Recent Volume works well for you. 3) Big Print Clearing Condition - New Volume Printed creates false triggers
This was the big one. The root cause was a clear/re-detect cycle where every trade at a highlighted price would clear and immediately update the highlight in the same update. That has been completely reworked. New Volume Printed mode no longer clears highlights on every trade at a highlighted price. Highlights stay stable through SC volume resets and ongoing trading activity. In Both mode, the Decay Timer is the clearing mechanism. In Until Revisited mode, highlights persist until manually cleared. Clearing options: - Right-click menu: "Clear Big Print Highlights" clears everything at once (Just the Highlights) - A modifier+click shortcut can be configured in Study Settings for single-click clearing on the column (Again, just the highlights) - Highlights also auto-clear when SC Recent Bid/Ask Volume is reset (keyboard shortcut, clearing study, etc.) That last one should fix the issue you reported where the SC clear shortcut left highlights behind. 4) Big Print Delta Imbalance Color Settings
Done. Bid-dominant and Ask-dominant delta now have separate colors. Bid defaults to red, Ask defaults to green (your existing colors carry over as the Ask side). Both configurable on the Big Print tab. 5) New Histogram display setting - Delta Tail
I like the idea. Going to revisit this after all the clearing changes are fully tested and stable. Want to make sure the foundation is solid before adding more rendering modes on top of it. Part of it already may be there in a sense. Ie, just simply adding an option under Histogram that says, use full width if tail rendering disabled or something. Let me know how the update works with your setup. Looking forward to your feedback. Date Time Of Last Edit: 2026-03-30 21:38:47
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| [2026-03-30 23:33:31] |
| Sébastien - Posts: 142 |
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Hi gcUserStudies, Thank you for the update. Here is my feedback : 2) Volume Calc I cloned my ES DOM and did a side by side comparison between ALL RECENT VOLUME (LEFT DOM) and TAIL ACTIVITY ONLY (RIGHT DOM). See 1st screenshot in attached files. Results : - All Recent Volume : Never miss any trigger, but false flags are still created. This is still my favorite setting because it never misses a trigger. False flag are still there but as I said in my previous post, it isn't a big deal in the end. The edge of this Big Prints feature is so enormous that some false flags won't have a lot of negative impact. - Tail Activity Only : Suppresses false flag effectively, but there are a lot of missed triggers. Tail Activity Only is still too unreliable. I cannot develop trust in it because of all the missed triggers. 3) Big Print Clearing Condition See screenshots in attached files. the 2nd screenshot is with Recent Bid Ask Volume Timeout in Milliseconds: 1500 The 3rd screenshot is with Recent Bid Ask Volume Timeout in Milliseconds: 999999999 Results : - Volume Below Threshold (on the left) : Works as intended. I'm plenty happy with it. - New volume Printed (on the right) : Creates false trigger everywhere when Recent Bid Ask Volume Timeout in Milliseconds: 1500. When Recent Bid Ask Volume Timeout in Milliseconds: 999999999, there are a lot of missed triggers. Maybe there was a misunderstanding about my initial 3nd suggestion. Let me rephrase it : IF there is an already existent old Big Print (outside the tail) resting at a price level, AND IF the price comes to revisit this level again, THEN : - the big print should be erased IF the market print new volume at the level OR IF the market pass through the level (jump over the price) completely. - the big print should NOT be erased IF the market doesn't print any volume at the level and pull-back (Big Print level is holding strong, nobody dared to print anything new on it) That's a lot of conditions to translate into code... Maybe it's not worth it... unnecessary complexification ? 4) Big Print Delta Imbalance Color Settings Huge thanks ! Works awesome. Brings some colors and contrast. 5) New Histogram display setting - Delta Tail Thanks for considering the idea. Looking forward to test it ! |
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| [2026-03-31 02:40:27] |
| gcUserStudies - Posts: 143 |
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3) Big Print Clearing Condition
Maybe there was a misunderstanding about my initial 3nd suggestion. No, you were clear. The issue was on my end. It was actually designed to work as you described but due to a bug that is now fixed, it caused me to get side tracked and thus, update this mistakenly based on wrong information. Anyway... I will work on it tomorrow and get an update to test. Once that is confirmed, I will then go back and look at the volume calc stuff once this is resolved. |
| [2026-03-31 18:35:41] |
| gcUserStudies - Posts: 143 |
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Uploaded v2.0.3 to address the clearing issues. You can check the About tab. It should show 2.0.3 instead of 2.0.2 after you close/re-open Sierra. New Volume Printed mode has been reworked and is designed for nonzero SC timeout users. Volume Below Threshold (default) Clears when volume at the price drops below the detection threshold. Works with all SC timeout configurations. This is what you have been using. No changes with this. New Volume Printed Clears when new volume at the level exceeds the original detection value by Min New Volume (default 1). With your 1500ms timeout, SC keeps volume alive through brief departures. When price returns and new lots trade at a highlighted level, the highlight clears. If price approaches but pulls back without printing, the highlight stays. At SC timeout 0, NVP highlights may not clear because volume resets on departure and has to rebuild past the detection value. Use VBT at timeout 0. Gap-over (price jumps completely over a level without printing) is not handled by either mode yet. Separate item once clearing is confirmed working. Please retest both modes with your 1500ms timeout setup and let me know what you see. My main goal is get this item figured out. Then can work on the other features. Thanks |
| [2026-03-31 20:22:08] |
| Sébastien - Posts: 142 |
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Hi, I updated to 2.0.3 and did a side by side comparison again. Unfortunately I didn't notice any improvement. Here is a video of the NY open of today (New Volume Printed is on the right): https://www.youtube.com/watch?v=XQmNh3H-Ln4 As you can see, most of the time, once a Highlight is created and revisited later, it is not cleared. The highlight stays there but the print inside the highlight is reset. |
| [2026-04-01 03:07:23] |
| gcUserStudies - Posts: 143 |
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Thanks for the video, very helpful. I replayed the same session and can see what you are seeing. Want to make sure I'm addressing the correct things. A few questions. You have confirmed that Volume Below Threshold works as intended for you. Can you describe a specific scenario in the video where VBT does something you don't want? A timestamp and what you expected to happen vs what actually happened would be ideal. Also I assume the VBT is the one on the left? Same question for New Volume Printed. Pick a specific moment in the video where a highlight should have cleared but didn't, or cleared but shouldn't have. What was the expected behavior at that moment? The two modes have fundamentally different triggers. VBT clears when volume drops (SC resets the data). NVP clears when new volume trades above what was there at detection. Understanding which trigger matches your trading read will help me determine if one of these modes needs adjustment or if there is a third behavior that neither mode currently covers. Also, if you don't mind sharing. Can you export your Preset for each side of the video and label them accordingly? Ie, just go to the Config tab and hit Export and it will let you save your study settings to a file. If you don't want to post them on the forums, you can just email them to me using the support email on my website. Finally, just double checking your other settings: Reset Recent Bid/Ask Volume on Bid/Ask Change (Yes or No) Recent Bid Ask Volume Timeout in Milliseconds (Still 1500?) Clear Recent Bid Ask Volume Inactive Time in Milliseconds (0 or something else?) Chart Update Interval In Milliseconds (30ms?) Thanks again for the feedback |
| [2026-04-01 15:37:39] |
| Sébastien - Posts: 142 |
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Thanks for the video, very helpful. I replayed the same session and can see what you are seeing.
You're welcome, all pleasure is for me. Again, thank you for your work.You have confirmed that Volume Below Threshold works as intended for you. Can you describe a specific scenario in the video where VBT does something you don't want? A timestamp and what you expected to happen vs what actually happened would be ideal. Also I assume the VBT is the one on the left?
Yes VBT is on the left in the video.at 6sec : the 112 x 110 (both High Vol Highlighted in grey) level get visited and become 0 x 110. The 110 now is mistakenly highlighted in green (positive delta imbalance at price). But the 110 is just a remnant volume, it is not new volume. Old volume shouldn't create new imbalance. It is misleading. At 9sec : the 92 x 84 level get visited and become 3 x 84. The 84 get green highlighted because delta is >75. Again, it is a false positive delta imbalance because it is old volume. At 13sec : the 105 x 63 becomes 105 x 0 and get highlighted in red. Same problem. As you can see, the False Flags only happen with the Delta Imbalance Highlight, it never happen with the High Volume Highlight. It is technically impossible to happen with Volume Highlight. To avoid these False Flags, the Delta Imbalance Highlight should only be calculated when : - For Ask Highlight : the calculation must occur only if there is a fresh print at the ASK at price level (fresh print = print more recent than the total tail duration). - For Bid Highlight : the calculation must occur only if there is a fresh print at the BID at price level. I think adding this condition to the calculation will fix the False Flag issue. Same question for New Volume Printed. Pick a specific moment in the video where a highlight should have cleared but didn't, or cleared but shouldn't have. What was the expected behavior at that moment?
It is hard for me to answer to this question because the New volume Printed setting is completely off for me. I don't even understand how it works, what it calculates.It creates Highlights everywhere, even if the High Volume and Delta Imbalance triggers values aren't met. The two modes have fundamentally different triggers. VBT clears when volume drops (SC resets the data). NVP clears when new volume trades above what was there at detection. Understanding which trigger matches your trading read will help me determine if one of these modes needs adjustment or if there is a third behavior that neither mode currently covers.
In my mind, there is no need of 2 different modes of calculation. Only one is enough. The only thing to fix (if possible) is the False Flags behavior.Also, if you don't mind sharing. Can you export your Preset for each side of the video and label them accordingly? Ie, just go to the Config tab and hit Export and it will let you save your study settings to a file. If you don't want to post them on the forums, you can just email them to me using the support email on my website.
Of course.You'll find the Preset file in the attached files. I only uploaded one because both DOM settings are the same. Only the Clear Condition setting is different. Finally, just double checking your other settings:
Here are the settings you requested.Reset Recent Bid/Ask Volume on Bid/Ask Change (Yes) Recent Bid Ask Volume Timeout in Milliseconds (1500ms) Clear Recent Bid Ask Volume Inactive Time in Milliseconds (0) Chart Update Interval In Milliseconds (30ms) GC study High Volume Highlight (100) GC study Delta Imbalance Highlight (75) GC study Tail Color Change (150ms) GC Color Levels (10) I told you I was done with suggestions... but I was wrong ! 6- Is it possible to add a setting to make the Big Prints Feature resilient to SierraChart Clear Recent Bid Ask Volume Inactive Time in Milliseconds ? It would allow users to use SC Clear Recent Bid Ask Volume Inactive Time in Milliseconds feature as a tail, and to keep the Big Prints highlighted until revisited. For now it is impossible to do so. The advantage of doing this would be to keep the Recent Printed Volume 100% true to SC Data Feed while keeping your study working only for the Big Prints/Histogram features => Best of both worlds for the traders that don't want to use the study Tail feature at all. 7- Also, it might be interesting to add another setting to make the Big Prints Feature resilient to the SC Keyboard Shortcut Clear Recent Bid/Ask Volume. 8- Also, if suggestion 1 becomes reality, it might be useful to add another setting to draw the Big Prints under/on top of SC Recent Volume. I would personally prefer to give SC Recent Volume priority over everything, and to draw the Big Prints under. Date Time Of Last Edit: 2026-04-01 16:09:03
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| [2026-04-01 15:52:34] |
| gcUserStudies - Posts: 143 |
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Thanks, will go over all this and let you know what I find. Also the file is showing private. So not sure if it's attached or not.
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| [2026-04-01 16:09:32] |
| Sébastien - Posts: 142 |
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Sorry, my mistake. It is now public. |
| [2026-04-01 16:52:48] |
| Sébastien - Posts: 142 |
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I reflected a little bit more about the False Flag issue and how to fix it completely. Here is the calculation algorithm to follow : - For Ask Highlight : IF (No fresh Ask print at level) => No calculation, do not create new Ask highlight. IF (there is fresh Ask print AND No fresh Bid print at level) => Calculation occurs but doesn't take into consideration the remnant Bid print (Delta Value Formula for calculation = fresh Ask print alone) IF (there is fresh Ask print AND there is fresh Bid print at level) => standard Delta Calculation occurs (Delta Value Formula for calculation = fresh Ask print - fresh Bid Print) - For Bid Highlight : IF (No fresh Bid print at level) => No calculation, do not create new Bid highlight. IF (there is fresh Bid print AND No fresh Ask print at level) => Calculation occurs but doesn't take into consideration the remnant Ask print (Delta Value Formula for calculation = fresh Bid print alone) IF (there is fresh Ask print AND there is fresh Bid print at level) => standard Delta Calculation occurs (Delta Value Formula for calculation = fresh Ask print - fresh Bid Print) I hope it makes sens and that will help. |
| [2026-04-01 18:05:32] |
| gcUserStudies - Posts: 143 |
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Good timing on your analysis. I was already working on exactly that issue. Uploaded v2.0.4 which should hopefully address the delta false flag problem. The fix: delta imbalance detection now verifies that genuine new trading occurred on the dominant side before firing. Stale volume from SC resets no longer triggers false delta highlights. Please retest and let me know if you still see any false delta highlights. (Your three examples should all be fixed.) Also, a quick overview of the two clearing modes to help with understanding what each one does: Volume Below Threshold (default) Clears when the measured value drops below its detection threshold. For volume highlights, when volume drops below the volume threshold. For delta highlights, when the delta imbalance drops below the delta threshold. This happens when SC resets volume data after price departs a level. With your 1500ms timeout, highlights survive brief quote touches (SC protects against short departures) and clear when price genuinely moves away. Self-correcting on price sweeps. New Volume Printed (advanced) Clears when the measured value increases past the original detection value by a configurable amount (Min New Volume setting). For volume highlights, when volume exceeds the original print. For delta highlights, when the imbalance exceeds the original imbalance. Designed for measuring absorption: how much additional activity was needed to break through a level. Highlights survive SC resets but require tuning to be useful. Works best with a nonzero SC timeout. For most trading, VBT with your 1500ms timeout is the right choice. It is what you have been using and confirmed works well. |
| [2026-04-01 19:23:08] |
| Sébastien - Posts: 142 |
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I just tested the 2.0.4... problem solved ! No more false flags. Thank you for the detailed description of both mode. I'll stick with VBT indeed. |
| [2026-04-01 20:02:15] |
| Sébastien - Posts: 142 |
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I'm doing a side by side comparison between the two Volume Calc modes. All Recent Volume Mode : - Big Print feature : Works best. No missed trigger at all. - Histogram : it creates false signals at tail extremities. That's the only problem. Beside that, the delta bars are reliable inside the tail. Tail Activity Only : - Big Print feature : Reduce the reliability of the triggers. There is a lot of missed trigger. - Histogram : Reduced the reliability. it creates some non-sense bars that are not correlated with the Bid/Ask numbers printed inside the tail. Nevertheless, it effectively reduce the number of false signal at tail extremities. I think the Volume Calc option should be deleted. All Recent Volume Mode should be the default mode for everything. But the Histogram needs a local fix similar to the one done to the VBT to suppress the tail extremities false signals. Same problem as before : At tail extremities, the calculation is done with old stale volume outside the tail. |
| [2026-04-02 13:12:51] |
| gcUserStudies - Posts: 143 |
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I just tested the 2.0.4... problem solved ! No more false flags. Thank you for the detailed description of both mode. I'll stick with VBT indeed. Great to hear! I uploaded v2.0.5. The histogram false signals at tail extremities should now be resolved. Same root cause as the delta false flags: stale volume from an asymmetric SC reset on one side. The histogram now detects when this occurs and suppresses the false bar until both sides have fresh data. I agree on the Volume Calc Mode from my testing yesterday. Will likely simplify that in a future update. Please retest and let me know what you see. |
| [2026-04-02 15:17:21] |
| Sébastien - Posts: 142 |
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Hi, I did some side by side tests between your study v2.0.5 (with Histogram ON) and native SC prints. Results : - I still see the Histogram false signals happening all the time at tail extremities. I can't spot any change. For this to happen, of course there must be stale volume printed. So it is only happening when market pull-back on existing volume. Additional remarks : - Just so you know, I noticed I need to set the Color Change (ms) to 210ms (with 10 color levels) to mimic exactly the 1500ms SC Clear Recent Bid Ask Volume Inactive Time in Milliseconds. I was expecting to use 150ms * 10 levels = 1500ms to mimic SC 1500ms tail, but your study is a little bit faster than SC. Of course it has no negative impact. Again, it's just for your information. - During my side by side test with SC native volume, I noticed that when the market swipe through levels very fast, your study fail to print a lot of prints. it creates "holes" in the tail, where in the SC native volume there is no holes. See first screenshot (this was a fast swipe across 7-8 levels that lasted less than 100ms). I tried to lower my Chart Update Interval to 10ms but I got the same result. The screenshot shows the ES... But it makes me wonder how much volume I am not seeing on the NQ. Since NQ "national sport" is swiping very fast through everything all the time... I think light markets like NQ would benefit a lot to keep the native SC prints while using your study only for Big Prints/Histogram. I'll do a side by side comparison with NQ instead of ES later today. |
| Screenshot 2026-04-02 162937.png / V - Attached On 2026-04-02 14:55:18 UTC - Size: 14.12 KB - 24 views Screenshot 2026-04-02 162301.png / V - Attached On 2026-04-02 14:58:36 UTC - Size: 11.59 KB - 18 views |
| [2026-04-02 16:37:53] |
| Sébastien - Posts: 142 |
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Just tested your study on NQ against SC native print. I'm impressed. It is more reliable than my initial thought. There are some slight variation when the NQ crushes levels at very high speed with low volume. In the attached screenshot, this is the worst difference I found. But when the market stall because of absorption, your study is pretty reliable. The Big Prints feature never misses a trigger, this is what matters the most. |
| Screenshot 2026-04-02 175200.png / V - Attached On 2026-04-02 16:30:47 UTC - Size: 12.29 KB - 20 views |
| [2026-04-02 17:35:08] |
| gcUserStudies - Posts: 143 |
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Thanks again for all the info. Can you provide a couple of time stamps for when the Histogram had false detections? And also if any of your settings have changed. I can replay it and take a look. Will look into the other items also but wanted to focus on this first.
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| [2026-04-02 18:01:17] |
| Sébastien - Posts: 142 |
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Here are some screenshots with timestamp. It is today ES NY open. The only modified setting is color change 210ms. |
| Screenshot 2026-04-02 194905.png / V - Attached On 2026-04-02 17:58:01 UTC - Size: 19.51 KB - 29 views Screenshot 2026-04-02 195152.png / V - Attached On 2026-04-02 17:58:06 UTC - Size: 14.95 KB - 22 views Screenshot 2026-04-02 195441.png / V - Attached On 2026-04-02 17:58:10 UTC - Size: 15.26 KB - 21 views |
| [2026-04-02 22:38:26] |
| gcUserStudies - Posts: 143 |
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Uploaded 2.0.6 for testing. I was able to replicate the screen shots you posted. Made a few minor tweaks to the detection to try and resolve this. Can you please re-run the same tests and confirm the issue is resolved or if anything else crops up? Thanks! |
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