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Direct MessagesDate/Time: Mon, 13 May 2024 20:47:01 +0000
Cumulative Delta Bars - Volume - reset at start of trading day
View Count: 2501
| [2015-06-03 06:32:02] |
| Pawel_Szpak - Posts: 48 |
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Cumulative delta bars volume study - set to reset at start of trading day = Yes. Why does the opening bar of the study not start at 0? The study gaps from the previous session - so it is "resetting" something, and yet looking back day to day, it never starts at 0. Often ~1-2k. Oddly enough, also different between chart windows. I've opened a clean chart and added this study for the screen shot, and the first delta bar of the day has an opening value of -849. My other charts that show the delta for same symbol, have an opening value of -4395. No charts employ any sort of volume filtering. ( Message Log removed because it is not relevant) Date Time Of Last Edit: 2015-06-03 09:07:48
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 C Delta.png / V - Attached On 2015-06-03 06:32:52 UTC - Size: 70.47 KB - 392 views |
| [2015-06-03 09:28:46] |
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The open cannot be beyond the bounds of the High or Low . The High and Low are correct based upon the data for that particular symbol. The documentation has been updated to explain 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 Date Time Of Last Edit: 2015-06-03 09:36:19
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| [2015-06-03 09:40:42] |
| Pawel_Szpak - Posts: 48 |
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So are you saying that - seeing this was a 5m chart, in the first 5 minutes the maximum value that cumulative delta ever got was -849 (seeing the first trade was 1131 contracts @ bid), so the open value cannot be higher than this high? |
| [2015-06-03 10:10:34] |
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Yes.
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 |
| [2016-11-21 17:49:55] |
| User968625 - Posts: 256 |
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Hello, Is this still the case, we can't get cumulative delta reset at 9.30 and that is also the problem at the numbers bars calculated values - thats what I really need I am new here and I am not sure how how can that be. most volume traders I know need cum delta from 9.30 and not to include overnight session. it is hard to put them on multiple charts This is a good platform and I hope there is a solution Thank you Date Time Of Last Edit: 2016-11-21 18:04:16
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| [2016-11-21 18:03:19] |
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You can set the Cumulative Delta Bars studies to reset at any time. There is a study Input to control this. Refer to the documentation here: http://www.sierrachart.com/index.php?page=doc/TechnicalStudiesReference.html#s292 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 |
| [2016-11-21 18:45:51] |
| User968625 - Posts: 256 |
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It only resets at the beginning of the day? I am wondering about resetting for the two sessions , beginning of the trading day @ 18.00 EST and again resetting at 9.30 am EST. please also let me know how to do this in the numbers bars calculated values - that's important for my trading method |
| [2016-11-21 18:54:24] |
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Yes it only resets once.
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 |
| [2016-11-21 19:16:01] |
| User968625 - Posts: 256 |
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What is the work around that , specifically for the numbers bars calculated values
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| [2016-11-21 19:23:58] |
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We do not understand the question.
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 |
| [2016-11-21 19:35:22] |
| User968625 - Posts: 256 |
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The study I am asking about: "Numbers Bars calculated Values" , the sub-graph (second tab) "Cumulative sum Of Ask Volume Bid Volume" which I assume is cumulative delta. What I am asking: How to configure it, or a work around, to make it reset at 9.30 am given that I need both sessions. That's just the text book use for cum delta Date Time Of Last Edit: 2016-11-21 19:43:55
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| [2016-11-21 19:42:24] |
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It will only reset once a day at the Start Time/Evening Start Time (if used) which is set in the Session Times for 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 |
| [2016-11-21 19:45:19] |
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We will see if we can add the capability to the Cumulative Delta Bars studies to reset twice a day if using the evening 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 |
| [2016-11-21 19:45:50] |
| User968625 - Posts: 256 |
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Ok, thank you. one final thing here, is that something you expect to solve soon or it is not on your map now. just help me with how I think about stuff. I use this extensively in Ninja-trader and in IRT which I wish I can move from to here
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| [2016-11-21 21:34:36] |
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We checked into this and we can easily get this out this week.
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 |
| [2016-11-21 22:12:55] |
| User968625 - Posts: 256 |
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Great, thank you very much. I assume that would work for both "Numbers Bars calculated Values" as well as cum delta. This will be great and will help all of us who trade based on volume
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| [2016-11-21 22:16:17] |
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We can add the same option to Numbers Bars Calculated Values study also.
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 |
| [2016-11-21 22:20:28] |
| User968625 - Posts: 256 |
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great. thank you. have a great day
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| [2016-11-21 23:06:29] |
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There is no need to say thank you.
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 |
| [2016-11-22 05:39:59] |
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In the latest prerelease, 1489, Cumulative Delta Bars-Volume has been updated to support resetting at each session start. There is a new Study Input to allow 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 |
| [2016-11-22 14:05:25] |
| User968625 - Posts: 256 |
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that's great and also for Numbers Bars Calculated Value I can download this version now? |
| [2016-11-23 01:06:21] |
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Support for this for Numbers Bars Calculated Values is not yet ready. Should be by tomorrow. 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 |
| [2016-11-23 03:17:41] |
| User968625 - Posts: 256 |
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Ok, so is this version, the prerelease one, available for me to download. Is it just updated from within the application?
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| [2016-11-29 02:54:22] |
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Yes you can download it at this time. Refer to: https://www.sierrachart.com/index.php?page=doc/download.php#FastUpdate 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 |
| [2016-12-01 18:21:04] |
| kinghat - Posts: 120 |
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i am using cumulative delta bars - uptick/downtick study and applying it to main price graph. i am not using an evening session and have it set to reset every day. when the session time i have set starts populating data on the chart it is not resetting. if i recalculate the chart it starts functioning properly again.
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| SierraChart_2016-12-01_12-17-40.png / V - Attached On 2016-12-01 18:20:58 UTC - Size: 26.06 KB - 326 views |
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