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Date/Time: Tue, 19 Mar 2024 02:42:38 +0000



[User Discussion] - Market Depth Historical Graph

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[2017-04-11 17:47:04]
Sierra Chart Engineering - Posts: 104368
We will add this.
Sierra Chart Support - Engineering Level

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[2017-04-18 04:30:59]
User173602 - Posts: 16
@User41683

For some reason there's an offset on the file you posted, it's about 2-3 minutes.

I've been trying to figure out if it's a setting on the chart or something else is pushing the graph / chart to left and leaving this gap?

SC Eng perhaps you guys would know?

Screen shot attached with area highlighted.
imageMDHG_Gap.jpg / V - Attached On 2017-04-18 04:30:07 UTC - Size: 425.85 KB - 955 views
[2017-04-18 04:42:12]
Sierra Chart Engineering - Posts: 104368
Refer to:
Working With Charts: Removing Right Side Fill Space
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:
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[2017-04-27 03:38:33]
User62936 - Posts: 62
We will add this.

Not sure how far along you are with adding this feature, but I have been thinking about it and came across a post that I think summarizes well a very good way to add this functionality. Instead of just having a certain size be maximum, and any higher sizes be the same color, there should be a setting to change to a different color once a certain size is reached.

In this post, Eric shows evidence for spoofing.

https://twitter.com/nanexllc/status/856883372102225921

I'm not sure what software he is using, perhaps his own custom software, but you can see the implementation of a varied color scheme. Now I don't think the Sierra version has to be as complex, but even 2 different color schemes would be good.

For example, there would be a value for a bid/ask depth where everything is exactly the same as it is right now up to a certain value. (ie. For ES, I would make any value up to 1500 show just my regular color scheme from white to black) But then there would be an additional setting for how to color the next bracket of bid/ask size, so lets say 1500 to max, and this color combination I could choose as red to yellow, or something like this.

This way, as the day progresses, even if the depth sizes change up and down during the day, I know that up to 1500 size, it will always looks the same, but when some huge order should hit, not only does this not affect the way I see the levels, since nothing changes up to 1500, but when there is a size that hits which is over 1500, this shows up in a different color and takes on the new color scheme of red to yellow or whatever the trader chooses.

Thanks.
Date Time Of Last Edit: 2017-04-27 05:46:35
[2017-04-27 04:26:13]
User19165 - Posts: 346
+1

Nice idea, thanks for the post.
[2017-04-27 04:57:41]
Sierra Chart Engineering - Posts: 104368
This new input has been added:
https://www.sierrachart.com/index.php?page=doc/MarketDepthHistoricalGraph.php#StudyInputs_MaximumQuantityForColoring

We will have to see later on about a different color configuration for a different range of depth quantity values.
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
[2017-04-28 01:19:33]
User173602 - Posts: 16
SC Eng

I do hope you all can add an input to change the color along with the above max qty shading input.

Here's a good example of it that happened this evening during the JPY session. The 2nd screeny shows that the vol was legit and not a spoof, but none the less.
imageMDHG_042717-1.jpg / V - Attached On 2017-04-28 01:16:22 UTC - Size: 326.63 KB - 1174 views
imageMDHG_042717-2.jpg / V - Attached On 2017-04-28 01:16:28 UTC - Size: 431.83 KB - 910 views
[2017-07-21 16:47:01]
conr - Posts: 204
SC Eng

I do hope you all can add an input to change the color along with the above max qty shading input.

Here's a good example of it that happened this evening during the JPY session. The 2nd screeny shows that the vol was legit and not a spoof, but none the less.


Slightly off topic from your post but what type of price bars/settings are you using? I'm seeing simultaneous blue and red bars. Thanks
[2017-07-27 15:49:23]
User173602 - Posts: 16
@conr

In the chart settings have the "Graph Draw Type" set to "blank"

Add the following study: "Bid & Ask Prices" Bid = blue / Ask = red, Draw style = "Stair Step" Line Style = "Solid" Width/Size = "2"
[2017-12-31 16:05:05]
User45989 - Posts: 54

In this post, Eric shows evidence for spoofing.

https://twitter.com/nanexllc/status/856883372102225921

I'm not sure what software he is using, perhaps his own custom software, but you can see the implementation of a varied color scheme. Now I don't think the Sierra version has to be as complex, but even 2 different color schemes would be good.

For example, there would be a value for a bid/ask depth where everything is exactly the same as it is right now up to a certain value. (ie. For ES, I would make any value up to 1500 show just my regular color scheme from white to black) But then there would be an additional setting for how to color the next bracket of bid/ask size, so lets say 1500 to max, and this color combination I could choose as red to yellow, or something like this.

This way, as the day progresses, even if the depth sizes change up and down during the day, I know that up to 1500 size, it will always looks the same, but when some huge order should hit, not only does this not affect the way I see the levels, since nothing changes up to 1500, but when there is a size that hits which is over 1500, this shows up in a different color and takes on the new color scheme of red to yellow or whatever the trader chooses.

Thanks.

I would appreciate this as well
[2017-12-31 19:27:47]
zippyzip - Posts: 293
+1
[2018-01-01 09:38:13]
ticinotrader - Posts: 374
Have you already tried to apply two sets of the Market Depth Historical Graph Study to the same chart?

On the screenshot below the white background colouring is based on 1700 threshold and the 'blue/red' is based on 2500. I set the second study to NOT extend the last known depth so this way the lower threshold depth study will be visible as well.

http://www.sierrachart.com/image.php?Image=1514799252971.png
[2018-01-01 14:33:47]
zippyzip - Posts: 293
i have but its not cpu productive to have 2 studies running , easier to just have a color option
[2018-01-03 06:29:03]
User164231 - Posts: 277
Hi Ticino Trader,

What have I done wrong? The chart is not showing the orders like yours did (white to gray horizontal lines).

Thanks
Date Time Of Last Edit: 2018-01-03 06:42:46
imageSetting up Heat Map.png / V - Attached On 2018-01-03 06:28:44 UTC - Size: 86.66 KB - 1087 views
[2018-01-04 18:18:15]
Sierra Chart Engineering - Posts: 104368
Recent postings have been reviewed. And suggestions have been noted.
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
[2018-04-07 14:23:52]
User45989 - Posts: 54
Something else that might helpful is to have the blocks have a transparency feature instead of just going to the 'chart color' in the settings. Then you could overlay two studies and get an effect of seeing the larger orders in a different color. Right now it just lays over top the one underneath, blocking it.

I agree with the previous poster however, it would be much better just to have various color options.

Could there be an option to control the shading based on percentages as well as specific numbers? That seems to me to be more relevant.
[2018-04-10 00:10:08]
nosast2 - Posts: 73
The study is great but could get some efficiency improvements. CPU usage is just insane with a low chart update interval and the current volatility in the ES.

I'm using the study on a 50 Tick chart and 100ms Update interval. The CPU usage is somewhere between 25% to 35%. When this study is hidden with any other option/study unchanged, the CPU usage drops to 10% to 15%.

The same can be seen if e.g. I'm moving a horizontal line so I suppose this is an issue with the graphical update to the charts.

As an interim solution it would be nice to have a fast chart update interval but delay a single study to the prefered update interval. In my case I would love to have the price to be updated with 50ms and the Market Depth study to be update every 500ms or so.
[2018-04-11 11:14:34]
nosast - Posts: 288
As an interim solution it would be nice to have a fast chart update interval but delay a single study to the prefered update interval. In my case I would love to have the price to be updated with 50ms and the Market Depth study to be update every 500ms or so.

I would second that!
[2018-04-11 18:56:56]
Sierra Chart Engineering - Posts: 104368
In regards to post #94, there is no chance of that.

To improve performance of Market Depth Historical Graph, set it to not display the quantity text.
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
[2021-01-14 13:57:30]
AKR - Posts: 523
To USER NEO and User15952

Been desprately trying to find a useful setting for Market depth hist graph making it similar to bookmap.
I do like your black/white colors, wood be great if you could post your settings (complete ones) here.

Thx in advance !!!
[2021-01-15 13:58:11]
AKR - Posts: 523
solved. in case anyone interested, attached colors work awesomely....
imageBM Colors.png / V - Attached On 2021-01-15 13:57:52 UTC - Size: 45.2 KB - 457 views
[2021-02-15 20:17:52]
Rino - Posts: 124
AKR

Thanks for posting the colors.

Would you mind showing what you have as settings below
Minimum Volume Intensity Percentage (In:5) 1

Thanks again
[2021-02-16 07:06:12]
AKR - Posts: 523
sure. am using this setting for ES. For lighter markets I change the "lowest quantity for coloring" to zero.
imageScreenshot 2021-02-16 080429.png / V - Attached On 2021-02-16 07:05:56 UTC - Size: 59.64 KB - 379 views
[2021-02-17 21:47:46]
Rino - Posts: 124
AKR

Thank you.

I use Actual Value because it has consistent colors.
Percent as you know always changing.

I took screenshot after market closed. I use 50
as lowest Quantity so the dark areas more prevalent at this time.

I figured I would show you mine because you were kind enough to share.

Peace
imageBookmap All.jpg / V - Attached On 2021-02-17 21:45:41 UTC - Size: 288.65 KB - 433 views

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