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Date/Time: Sat, 20 Apr 2024 02:05:21 +0000



cumalative delta difference on the same account

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[2014-10-01 11:13:13]
User15378 - Posts: 45
Hi ,

I am having a problem with Cumulative Delta. When I click from 5 min chart to 30 min chart and back to 5 min chart my Delta bars
change from when I was on 5 min chart. The last few bars either change color , get bigger or smaller, change direction or go slightly higher or lower after the change of time frame.

It never used to do this, this problem started last week. We have not changed settings and are as you recommend. This is not as settings problem, it seems to be a data or feed problem. * It is as if the Data for Delta is not coming in fast enough.

I have attached 2 screen shots of my 1 account on 2 different PCs , the one I did not refresh the Time frame and the other I refreshed it every few minutes for the last few bars. As you can see the difference , Now imagine the difference over a full day!

Can you please re set my FXCM, Sierra, server or feed to try resolve this issue of Delta lagging urgently!!

http://www.sierrachart.com/image.php?l=1412159494497.png -non refreshed
http://www.sierrachart.com/image.php?l=1412159874357.png -refreshed





[2014-10-01 15:30:25]
Sierra Chart Engineering - Posts: 104368
What is Global Settings >> Data/Trade Service Settings >> Intraday Data Storage Time Unit set to?
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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[2014-10-01 19:36:44]
Sierra Chart Engineering - Posts: 104368
We want to try to duplicate this problem. Provide us the Chartbook that only contains the chart you are showing in these chart images so we can test it.

Here the instructions:
https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-10-02 05:52:26]
Sierra Chart Engineering - Posts: 104368
We have been able to reproduce the problem but we were not definitively sure of the cause.

One thing we are sure of though, it is not the data feed itself.

What we suspect it has to do with the amount of data in the chart changing. This will cause a definite problem being that you are not using the option to reset Cumulative Delta at the start of the day.

What we want you to do is select Chart >> Chart Settings. And enable Use Date Range and set From date to a fixed date.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2014-10-02 05:52:49
[2014-10-02 07:45:01]
Sierra Chart Engineering - Posts: 104368
Since you are using Forex data, there is no need to use Cumulative Delta Bars Up/Down Tick Volume , since the volume for each trade is 1. Instead use Cumulative Delta Bars-Volume.

We would not expect this study to have that problem. We have done a test now and did not see the problem with that study.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2014-10-02 07:45:20
[2014-10-02 08:44:24]
User15378 - Posts: 45
thanks for the continued help, ok so i tried the fixed date- no success did the same.


i have the volume delta on now and your right it does not repaint, but it differes alot to the tick volume delta, trying to see and compare that it still will sow me the same information.

Why would the tick volume study start doing this problem, is there no way we can try resolve it? What then is the correct info its showing, before its refreshed or afterward?
[2014-10-02 09:39:35]
User15378 - Posts: 45
i see that when you refresh the chart, the whole delta chart refrshes not just a few bars.- on the tick volume.


After refreshing it, it looks more accurate? any way i can get it back to being accurate with out refreshing so often?
[2014-10-03 09:17:12]
Sierra Chart Engineering - Posts: 104368
For now we recommend using Cumulative Delta Bars-Volume study. It is very similar to the Cumulative Delta Bars-Up/Down Tick Volume study.

We are still working on the Cumulative Delta Bars-Up/Down Tick Volume study.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-10-07 08:44:04]
User15378 - Posts: 45
Hi

Have you sorted out the study yet?

if i open 2 charts with that study- one i constantly refresh and the other i dont. i am not sure which is correct now?


[2014-10-07 08:58:06]
Sierra Chart Engineering - Posts: 104368
We found and corrected one minor problem but it was very insignificant and does not explain what you are seeing.

You need to set a Chart >> Chart Settings >> Use Date Range >> From Date.

We cannot reproduce the problem when using a starting date.

Update to the latest version with Help >> Download Prerelease. Set a From Date and let us know if you still see a problem.

We definitely recommend relying on Cumulative Delta Bars-Volume. That will always be a solid result.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2014-10-07 16:05:48
[2014-10-07 13:09:47]
User15378 - Posts: 45
ok i got the pre released version. i also tried using the Start date- makes no difference, if you leave it for 10 min then refrsh the time frame it changes for me.

I need to use the tick volume study as thats the one that im comfortable with and am learning with my mentor.

We need to resolve this issue, or if i can find out if i should rather refresh or leave it for the most accurate.?

The volume study doesnt always show me my signals but the tick volume does.
[2014-10-07 16:27:06]
Sierra Chart Engineering - Posts: 104368
What do you have the From Date in Chart Settings set to?

And what is Global Settings >> Data/Trade Service Settings >> Intraday Data Storage Time Unit set to?
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-10-07 17:10:50]
rhovega - Posts: 279
@User15378

I experience something similar. See Sierra Data feed showing incorrect Cumulative Delta post #13. The last few bars of my CD chart changed, in my case after clicking Chart/Recalculate (rather than change of time frame). In your case the CD chart also seems to have shifted by 300; I also experienced this (a shift by 6000 after recalculating). This happened on the Cumulative Delta Bars-Volume study, resetting at the start of the day "yes", with Intraday Data Storage Time Unit set as "tick".

Regards


[2014-10-07 17:23:12]
Sierra Chart Engineering - Posts: 104368
user666666, your case is different because it involves Cumulative Delta Bars-Volume. It is unrelated to this. This user is not experiencing a problem with Cumulative Delta Bars-Volume.

And we also have done repeated tests with Cumulative Delta Bars-Up/Down Tick Volume and cannot reproduce the issue as long as a From Date is used in Chart Settings.

We would appreciate not to post in this thread further so as not to confuse things.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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