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[User Discussion] - VbP - Renko & Range bars

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[2015-05-06 16:44:11] #1 [Go To First Post]
Johnny - Posts: 99
Hello, there's an issue with the volume profiles of renko and range bars that have the same timestamp as you can see from the first uploaded image which is taken from today's crude oil session. I've mentioned this issue on another thread in the past but no solution was provided. Deleting and re-downloading data doesn't solve this as you have suggested before. So, can you address this issue once and for all? Apart from that, check also the second image which is from yesterday's DAX session. There's an odd bar at 16:04:07 that shouldn't be there. http://www.sierrachart.com/image.php?l=1430929653406.png http://www.sierrachart.com/image.php?l=1430929825744.png

[2015-05-06 23:45:21] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are going to check on this today. We should be able to solve it. 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

[2015-05-08 08:59:10] #3 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The first problem will be solved in the next release. Although we do not know what is meant by the odd bar. We have no idea. 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

[2015-05-18 16:50:36] #4 [Go To First Post]
Johnny - Posts: 99
Regarding the second issue, a normal renko bar opens at the open or the close of the previous bar, however during the Dax session on 5/5/2015 there's a bar that opens within the previous bar, that's why I called it odd. There's one more thing, renko bars have an option "Fill session gap" which doesn't seem to work at all.


DAX.png / V - Attached On 2015-05-18 16:50:14 UTC - Size: 93.43 KB - 677 views

[2015-05-19 05:19:33] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
There is some reason for why you see what you do with the Renko bar. It would require an examination of the code and of the underlying data. Fill Session Gap will not do anything unless there is a price gap in the chart. 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: 2015-05-19 05:20:32

[2015-05-20 03:12:24] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Can you tell us what you have set for the Session times for the Renko chart. It is possible that you see what you do with those Renko bars you have highlighted because a new session has started. 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

[2015-06-05 00:24:54] #7 [Go To First Post]
Johnny - Posts: 99
My TimeZone is GMT+2/+3 and the session time that I have set for DAX is 09:00-22:59 (08:00-21:59 CET). The timestamp of this bar is 16:04:07 which is nowhere near the start of the session, plus I always leave the "New bar at session start" option unchecked. So the presence of this bar is not justified at all. I'm using SC historical data and I have set the renko brick size to ten ticks but I also get this with four and five ticks. Are you able to replicate that? Regarding the "Fill session gap" option I always leave it unchecked because I don't want zero volume bars to be displayed, however gaps are always filled regardless of whether it's checked or not. Was this option supposed to filter price gaps at the start of the session or during the session as well?

[2015-06-05 23:25:54] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We determined the reason for this problem is that there is a slightly out of order timestamp in the data (off by about one second). We added proper handling for this condition which will be out in the next release. Fill Session Gap applies to the start of the session. 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

[2015-06-16 20:06:57] #9 [Go To First Post]
Johnny - Posts: 99
Ok, so will you fix the Fill session gap option?

[2015-06-16 20:33:30] #10 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We do not understand. There is no known problem with the Fill Session Gap option. 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

[2015-06-19 00:13:13] #11 [Go To First Post]
Johnny - Posts: 99
The following image is from the start of the DAX session of last Monday. The Fill session gap option is unchecked, the highlighted area represents a price gap however as you can see there are renko bars drawn despite that.


DAX session start.png / V - Attached On 2015-06-19 00:11:28 UTC - Size: 82.79 KB - 428 views

[2015-06-19 02:55:41] #12 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will check on this. 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

[2015-06-19 03:12:46] #13 [Go To First Post]
Al SC Developer - Posts: 434
The reason this is happening is likely because you do not have the New Bar At Session Start option checked. When this option is not checked, the gap will be filled regardless of the Fill Session Gap option because the Renko bars are continuous because there is no session boundary. When this option is checked, then a new bar will be started at the session boundary, and the gap will be filled/not filled based on the Fill Gap option.

[2015-06-24 23:11:41] #14 [Go To First Post]
Johnny - Posts: 99
You're right, it works only when the New Bar At Session Start option is checked. I'm wondering whether it's possible to add a Fill All Gaps option so that price gaps are filtered not only at the start but during the session as well.

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