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Date/Time: Sun, 19 May 2024 07:24:10 +0000

Post From: FX Last trade data and FX recalculation

[2019-02-03 19:46:38] Link To Thread - Link To Post [Go To First Post]
ARDAN - Posts: 66
Recently I took my time to read documentation of Sierra chart. So I have a few questions before using it for live trading. 1. I mostly trade FX via LMAX. In this page Data Recording Modes it is stated that "By default, only the last trade prices are written/recorded to an Intraday chart data file and set the Current Daily Quote Data. In the case of spot Forex markets, the average of the Bid and Ask price is used instead of the last trade price since there is no last trade price." I can also view the Time and Sales window filled with real trade data (realized trades). So these are real trades. So I could not get why last traded price could not be charted in this case. 2. I obtained Forex Decorrelation study from this post Offering To The Community: Forex: Currency Decorrelation (and Currency Strength) It is great but It requires me to recalculate charts quite often. Do you have a way to recalculate all charts or periodical recalculate option? What would be your suggestion to overcome this issue? Thanks.