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Date/Time: Sat, 27 Apr 2024 10:20:42 +0000



BookMap

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[2016-05-17 09:04:58]
amirN - Posts: 159
I though I share the post I have made in BigMike (https://futures.io/sierra-chart/39446-bookmap.html). I am also including The files here.

It would good if SC bring saving the DOM data sooner so that we can do backtesting.


------------------------------------------------
I have been a member of this forum for a few years now. Few weeks ago I've joined stage 5 and realized the BookMap is very popular over there.
https://futures.io/elite-circle/22353-sierra-chart-dom-chart.html gave me the idea for the version I have developed. I am enclosing the .dll and an example chart book as a contribution to this forum.
I think the result is extremely close to bookMap and with Sierra chart functionality it can be even more useful. An example chart using the studies is also included. It use is self explanatory by looking at the enclosed chart.
Unfortunately SC does not save DOM data but it should be coming soon.

As always no warranty is given for its proper operation.

Good trading

amirN
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imagescreen.JPG / V - Attached On 2016-05-17 09:03:38 UTC - Size: 272.51 KB - 3066 views
attachmentamirN.dll - Attached On 2016-05-17 09:03:52 UTC - Size: 100 KB - 886 views
attachmentExample.cht - Attached On 2016-05-17 09:03:57 UTC - Size: 105.82 KB - 933 views
[2016-05-17 09:12:16]
Sierra Chart Engineering - Posts: 104368

It would good if SC bring saving the DOM data sooner so that we can do backtesting.

This should be out in about 2 to 3 weeks. All of the planning for it is already done.
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
[2016-05-18 10:59:26]
User529762 - Posts: 25
Hi Amir
Thank you very much for sharing this. Can you avise where to place files and to locate it on Sierra please . I have tried to place the DLL file and the CHT file but cannot open and locate it , would be helpful , thank you.
Gary
[2016-05-18 11:22:34]
amirN - Posts: 159
Update to the latest SC software.
Close SC and save amirN.dll and example.cht in your SC data folder.
restart your SC and open the example chart book.

The indicator is currently Black shades on white background.

you can also look at:

https://futures.io/sierra-chart/39446-bookmap.html

for more info.

Regards
[2016-05-18 12:19:41]
User529762 - Posts: 25
Hi Amir
Thank you for reply . How do I get it onto my own Chartbook that I use.
Regards
Gary
[2016-05-18 12:36:57]
amirN - Posts: 159
These are SC supprt questions.

In your chart press F6, select "add custome study" then select "amirN OrderBook"

you might also have to press F5 and set the "Graph Draw Type" to Blank

Regards
[2016-05-18 12:57:17]
pro4xtrader - Posts: 6
Very nice Amir, thanks..!
[2016-05-18 15:22:02]
User704990 - Posts: 18
This should be out in about 2 to 3 weeks. All of the planning for it is already done.

How is this going to impact the current scid format? Merging files, etc?

Will files potentially be much larger then they are currently, thus impact loading times, etc?

Hopefully there will be an option to disable the storage of depth?
[2016-05-18 17:17:39]
Sierra Chart Engineering - Posts: 104368
Here are instructions to use an Advanced Custom Study:
http://www.sierrachart.com/index.php?page=doc/doc_DLLUsage.html



Existing Intraday data files are not by affected by market depth data storage. Market depth is in separate files. The plan is that each day will be a separate file.

Yes there will be an option. Actually it already exists in Global Settings >> Data/Trade Service Settings.
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: 2016-05-18 17:18:06
[2016-05-18 21:10:41]
User25244 - Posts: 123
just saw this posted so pleze disregard other support request
i hav downloaded amirs dll file to windows 8
i have gone to sc global setting
i have selected general settings
amirs download does not appear
can someone pleze help
this is driving me mad
ty in advance
Or if its possible can this be added to custom studies?
Date Time Of Last Edit: 2016-05-18 21:51:30
[2016-05-18 23:25:45]
Sierra Chart Engineering - Posts: 104368
Why would you expect to see a DLL in Global Settings >> General Settings?

This is not what the documentation explains about using custom studies.
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: 2016-05-18 23:25:56
[2016-05-18 23:42:14]
User95787 - Posts: 18
Any special settings for Crude Oil? Thanks!
[2016-05-18 23:52:07]
User25244 - Posts: 123
perhaps we are not understanding one another
i have downloaded amirs "bookmap"
it shows up in my download folder
when i open Global/General and select Sierras/chart/data As per your instructions
the download is nowhere to be found
so either the instructions provided (by your team) are not clear or you did not understand the issue
I ve read the documentation several times and certainly understand the directions
I will admit to not being the most computer savvy but the directions provided were pretty clear
so the basic question is how do i download amirs study for use in my sierra charts platform
Please Dumb it down as again i am not computer savvy
Ty
[2016-05-19 00:01:02]
pro4xtrader - Posts: 6
User25244:

Move the DLL and CHT file to the Data folder inside your SierraChart folder.

It is very likely that this is the path: C:\SierraChart\Data

Then open Sierra, open a chartbook and load the study via Custom Studies etc.
[2016-05-19 04:35:45]
User25244 - Posts: 123
Again I have tried to no avail
having tried both connected and disconnected from data feed
The step by step process i have taken is as follows:
1. downloaded amirs dll and cht file to my windows 8 compter
2. opened sc global setting tab
3. selected general settings
4. Chose "select" under C:\SierraChart\Data\
5. a list of files from the computer appears in a window (amirs files are not there)
6. checked in each file folder for amirs files
Am I missing something?
This appears to be the exact instructions given
Ty again for your time on this matter
[2016-05-19 10:49:35]
NumbersBars - Posts: 141
very awesome work amirN. Thanks for sharing this.
[2016-05-19 16:48:24]
apollofl - Posts: 95
Agree Very Nice...thanks for your contribution.
[2016-05-20 06:59:14]
Sierra Chart Engineering - Posts: 104368
Response to post #15:

Go to Windows Explorer and navigate to this folder:
C:\SierraChart\Data\

You need to save the files provided in this thread into that folder. You do this outside of Sierra 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
[2016-05-20 09:02:31]
User25244 - Posts: 123
that did the trick
Ty very much for your patience
And Thank you Amir for sharing
[2016-05-20 20:14:23]
User11942 - Posts: 298
Amir,

Great job! Any chance to invert colors?
Thank you!
[2016-05-21 01:13:26]
User167108 - Posts: 49
AMir,

THANKS A LOT. I will give a try

Sierra Chart Engineering ,

Please do it . Its worth your time. Only draw back with bookmap is you have to record and store the data locally . But if you can make it to have historical data like all ther data (volume, BIDXaskprice) , that would be awesome.
Date Time Of Last Edit: 2016-05-21 01:13:45
[2016-05-21 09:39:56]
amirN - Posts: 159
I have made a version allowing you to invert colours. I will test it on Monday and post it here.

Regards
[2016-05-23 07:13:42]
amirN - Posts: 159
I am enclosing a version of the .dll that allows inverting colours. I have also tried to increase the difference in shading amongst different price levels.

A very limited test have been done on it.

Amir
attachmentamirN.dll - Attached On 2016-05-23 07:12:32 UTC - Size: 100.5 KB - 562 views
Attachment Deleted.
[2016-05-23 07:26:44]
Futurestrader77 - Posts: 126
Thank you very much!
[2016-05-23 14:23:55]
User15952 - Posts: 132
I am not sure if you have used bookmap;

First thing BM is independent of trades, it is continuous in time. Think about how powerful that is; there may be times when no trades are occurring but the orderbook is changing, bookmap captures that. Depending on the speed of the market you can zoom in to a continuous stream of milliseconds watching the orderbook.

Secondly, even when I set the time to be 1 second your algo show different results to BM. I can clearly see what you are doing vs BM, which is not the same thing.

Bookmap is purely an orderbook tool, I suggest you get the trial version and test it out.

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