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Direct MessagesDate/Time: Thu, 16 May 2024 20:41:19 +0000
Post From: Bid Ask Depthbars not being calculated
| [2019-08-06 07:23:30] |
| User132748 - Posts: 159 |
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Spikes are present at 1967 too where imbalance filter is at 80% threshold. Extreme imbalance filtering is what makes this study totally unusable, as we cannot see any bars for hours so it's obviously no way to go. Please find the solution, that allows this study to be used regardless of current bids and offers situation. This study should truely reflect real market image. No data filtering can be justified other than being some work-around of real coding problem. Those spikes are NOT PRESENT on depth being calculated using Time&Sales data structure (I can send my chart and my code). So it's not a problem of data feed as you obviously will see after your recordings. Also they are NOT PRESENT at 1941 build with your own previous implementation using T&S data. Your recent implementation of Depthbars study and depth processing in general is great initiative but I hope you understand it's not acceptable to have no depth bars for hours. And although we value your work regarding your own data feeds and it's possible we would use them at some point, it's hard to accept an explanation that it's some CQG glitch, existing globally in geographical sense and lasting for days without anyone else noticing it despite of the users of Sierra Chart. If you cannot deal with those spikes please REMOVE THE FILTERING COMPLETELY. It's better to see those spikes than no bars at all :-( Thank you Date Time Of Last Edit: 2019-08-06 07:43:23
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