Support Board
Date/Time: Sat, 10 May 2025 21:17:13 +0000
Study/Price Overlay values, or data export upon Chart Update Interval calculations?
View Count: 1264
| [2016-05-20 00:24:04] |
| 33818 - Posts: 30 |
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Hi folks, I'm new to all of this. When overlaying a shorter time frame study onto one longer, then applying a study using the longer time period; is there / can there be an output of calculated values relating to the shorter intervals rather than just the longer? If not, is there a way to specify data output from a backtest based on respective chart update intervals? |
| [2016-05-20 00:37:22] |
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We are not understanding this. From our perspective this is not clear.
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 02:29:06] |
| 33818 - Posts: 30 |
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I'm not good at this and was attempting to be brief. Using the Study/Price Overlay as intended - placing a main price graph & studies with a shorter per bar time period onto the destination chart's price graph having a longer per bar period. Other studies are then applied. Everything is working as it should. However, it's resulting in disappearing arrow syndrome. The granularity (which is needed) sometimes results in "false" signals triggering early trades during automation. Signal Only on Bar Close, and other options can't be used because they entirely defeat the intent. I've combed through SC documentation, and searched threads here and futures.io, finding others with a similar situation (such as this: http://bit.ly/1W5gBBr ) but none of the solutions / work arounds are applicable because it's not missing signals. Again, the sensitivity is requisite. I've tried multiple confirmation strategies and briefly played with sampling rates via chart update intervals, but timely calculations are a no-go for untimely price action. So, trying find a way to control it by applying some hysteresis. I'm no mathematician nor programmer, but can work backward from data and repeated testing. Unfortunately, the pertinent studies are applied on the destination chart with its longer bar period, and spreadsheet outputs only reflect those intervals. I was hoping for one of the following: - I missed spreadsheet outputs that reflect the use of the source chart bar interval as well. - there's another way to direct the studies / spreadsheets to generate the equivalent data. - there's some way to output data related to calculations made at Chart Update Intervals during backtests, sims, or live trading. Apologies for the length. I'm a total noob and rather hope I'm just an idiot and someone can set me straight. |
| [2016-05-22 09:01:17] |
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From our perspective this is hard to follow, but we think this study is what you are looking for: https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s149 You might even want to do all of the calculations and signaling on the shorter timeframe bars and overlay them to the higher timeframe. There has been some recent updates to the study so make sure you update to the current version of Sierra Chart. Also when using the Study/Price Overlay study make sure you set Fill Blanks with Last Value to 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 Date Time Of Last Edit: 2016-05-22 09:03:44
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