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Direct MessagesDate/Time: Sat, 18 May 2024 05:24:36 +0000
Post From: Recent Bid/Ask Volume
| [2019-03-09 15:43:43] |
| whats1thingnow - Posts: 407 |
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We also added a delay time (Adjustable) check before resetting the recent bid/ask volume on a bid ask change
Thank so much for this! however, after some testing, i can confirm the delay is still not resetting properly. I have done a dom comparison between jigsaw and sierra replay for ESH18 2018-02-22 07:00:00 EST to show you the difference. It was tricky to get it to sync on replay so the best I got it to was off by a split second (jigsaw on the right is slightly faster). Either way, it will illustrate the point because the reset delay is at 2.5 seconds for both doms. This attached gif (https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=26664) shows many times sierra did the reset, when jigsaw did not. If you want a specific example, watch 2704.00 closely: - [jigsaw] by the end of the gif, the recent ask column of 2704.00 accumulates to '118' - [sc 1875] by the end of the gif, the recent ask column of 2704.00 is blank because it kept on getting reset even though delay is set to 2.5 seconds Sometimes price stays on the same bid and ask without moving away while volume is traded. However, even though bid and ask didn't change, the recent ask/bid volume still resets example attached gif (https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=26664) watch 2704.00: - there was accumulated last size has 52 and recent ask has 57 - then without the bid/ask changing at all, accumulated last size becomes 53 and recent ask becomes 1 #1. it shouldn't reset at all if it stays on the same ask/bid #2. i have the delay set to 2500 or 2.5 secs ... there is no way even if price flickers (moves away and comes back quickly) that it was more than 2.5 secs i can provide the video mp4 file too if you need thank you for your help!!! Date Time Of Last Edit: 2019-03-09 15:44:48
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 sc_n_jigsaw_2500_delay_reset_v2.gif / V - Attached On 2019-03-09 15:31:34 UTC - Size: 1.1 MB - 996 views |