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Direct MessagesDate/Time: Mon, 06 May 2024 18:07:52 +0000
Possible incorrect study calcs
View Count: 1264
| [2015-05-22 16:23:42] |
| User911705 - Posts: 89 |
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Hello, Before explaining the specific issue, let me tell you what I'm trying to do. I have a system currently coded on Investor RT and I have duplicated the system using the Spreadsheet Trading Study. Everything seemed to go okay until I started comparing signals. Some were spot on, others not so much. I expect this as it's something I've done many times. So I dug in, starting with comparing price bar data and the bid volume and ask volume data. Between Investor RT and Sierra, the difference were very small, negligible. So, next step was to start comparing the exact values of each indicator and each condition. The first item I check was a 50 period MA of Ask/Bid difference volume bars (close). I manually wrote down and compared the actual values. These were near identical between the two platforms. Then I divided by 50 to find the average. Investor RT's MA calc was accurate to 2 decimal places. Sierra was off quite far (actual values were something like 189 was correct and Sierra plotted 156). I then used the Sierra Spreadsheet for study to do an MA and the spreadsheet produced a correct answer, but that's hardly a fix. I am frustrated and disturbed by this. I have spent countless hours trying to sort this out. Something as basic as an MA shouldn't be off at all. I don't know what I can and can't trust in Sierra Charts now. If you want I can show you the exact scenario I reviewed, but I assure you I'm not making this up and I've triple checked my work. The really odd thing is that many bars of the MA calculation are spot on. I can't imagine how this sort of problem can even exist. I hope you can help, I was depending on this platform. |
| [2015-05-22 16:41:17] |
| User911705 - Posts: 89 |
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I decided to go ahead and provide some screen shots. You'll the the exact segment of time I was studying. There is an IRT chart showing the MA value, the SC chart showing the incorrect MA value, and a snippet of the SC spreadsheet, doing a manual MA calculation showing the correct value (matching my hand calculation and IRT).
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1.png| [2015-05-22 20:57:58] |
| Sawtooth - Posts: 3993 |
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Sierra Chart's native MA studies are accurate. It's probably an incorrect setting. -Are you using the Moving Average-Simple study? -Is the 'Based On' set to the correct study and the correct Input Data subgraph? -Is the Length set to the correct value? |
| [2015-05-22 21:27:27] |
| User911705 - Posts: 89 |
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Yes, those I checked numerous times. Nothing is set incorrectly. I'm a professional who does systems for clients, but happen to be new to Sierra. I already went through the wringer sorting out an issue with spreadsheets and that too turned out to be a software bug. I understand how these things go, but I would think someone from SC would have responded by now. To say I'm disillusioned is an understatement. To reiterate what I said above, it's only sporadic values that are off. I couldn't have been more plain when I stated that I manually wrote down the values and calculated the MA. It is absolutely wrong. I'm happy to work with Sierra and show them, but first they gotta want to fix it:( I feel compelled to remind any readers that within Sierra, the MA values are not consistent. The chart outputs to a spreadsheet the MA values. The output MA values DO NOT match (only on random bars) the MA calculation done from a spreadsheet formula (sum of the values divided by the period). I supplied the screenshots to make this absolutely unambiguous. Date Time Of Last Edit: 2015-05-22 21:31:26
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| [2015-05-22 21:58:10] |
| Sawtooth - Posts: 3993 |
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See attached chartbook and spreadsheet file. Compare the values in column O with column AF. In this example, the native SMA's values are the same as the spreadsheet calculated values. I'm a longtime user of Sierra Chart and their spreadsheet studies and I've never seen what you describe. Date Time Of Last Edit: 2015-05-22 21:58:24
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 SMA of AskBidVolBars.cht - Attached On 2015-05-22 21:57:03 UTC - Size: 47.83 KB - 324 views SMA of AskBidVolBars.scss - Attached On 2015-05-22 21:57:14 UTC - Size: 76.17 KB - 345 views |
| [2015-05-22 23:15:09] |
| Sawtooth - Posts: 3993 |
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I just noticed an error in your spreadsheet formula. The range the pic shows is row 4 to row 54. This is 51 samples because it is inclusive. |
| [2015-05-22 23:17:24] |
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We figured it was something like that. Thank you Tom. We did not respond to this yet because we needed to take the time to put together a similar example to show there is not a problem.
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: 2015-05-22 23:17:46
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| [2015-05-23 01:46:34] |
| User911705 - Posts: 89 |
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Indeed, I had the wrong formula in the spreadsheet and I apologize for what confusion that caused. However, something is wrong somewhere. Maybe it's the other platform. Unfortunately I guess I got off on the wrong foot with the first experience being something wrong with Sierra and got a bit mistrusting after many, many wasted hours. I've spent the last 4 or 5 hours trying to figure what's wrong with the MA descrepancies and I promise you it ain't the settings. I so wanted Sierra to work me:( |
| [2015-05-23 03:15:47] |
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There definitely is not anything wrong with the Sierra Chart Simple Moving Average. There must be some other explanation for the problem. But since we do not know the exact details of what you are doing, it is hard for us to say. 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 |
| [2015-05-23 13:49:27] |
| User911705 - Posts: 89 |
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I would like to offer my profound apologies to both Tom and Sierra support. They are right and I am wrong. I was highly stressed, worked too many hours, jumped to a conclusion and made mistakes. I'm embarrassed, especially in light of how much help Sierra and Tom have been to me in other cases. I can only hope I have not alienated you. I stayed up late last night, being compelled to figure out what is wrong. It turns out that Linnsoft is just ignoring the bar at 16:00. They don't plot it, the data is not in there data base, which screws up all sorts of things. It's a fault of the way they do their sessions. I can't tell you how much trouble I've had with their software (for years) and I end up getting so frustrated that the frustration carries over to work in other platforms when I have no right to do so. |
| [2015-05-24 06:40:01] |
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Not to worry. Just an honest mistake.
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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