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Date/Time: Sat, 10 May 2025 06:35:14 +0000



Cumulative tick with NTICK-NYSE

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[2016-01-26 20:53:10]
vectorTrader - Posts: 86
I am looking to create a cumulative tick chart using Ntick rather than tick. I would like to to use historical Ntick for daily EOD information and then build apon that with intraday Ntick. The chart seems to get needs to be recalculated once or twice during the day but I don't know why.

I notice that when I look at the historical EOD study and compare it to my intraday study during the same time, the values diverge. I have made sure that they use the same durations and session times.

I attempt to do a cumulative sum on the EOD data and then in a in spreadsheet import that info. IN the spreadsheet, I do a check if its a new day,so if it is, I grab the day prior ntick and them start a cumulative sum of the intraday day to the prior day. at the end of the day the last value for EOD Ntick and my intradat end of day NTICK should match but they do not.

Can anyone help me? Here's the chartbook
Date Time Of Last Edit: 2016-01-27 09:20:59
attachmentcumul-tick1.scss - Attached On 2016-01-26 20:51:00 UTC - Size: 2.73 MB - 452 views
attachmentCUMULATIVE_TICK.cht - Attached On 2016-01-26 20:51:11 UTC - Size: 85.47 KB - 481 views
[2016-01-27 09:35:36]
Sierra Chart Engineering - Posts: 104368
. The chart seems to get needs to be recalculated once or twice during the day but I don't know why.

This happens after a historical daily data download, when a new day begins or when the initial real-time quote data updates the chart.

We would think that the cumulative sum would definitely differ between chart bar time frames.

Not sure this would help, but there is this study:
https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s134
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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