Login Page - Create Account

Support Board


Date/Time: Wed, 25 Apr 2018 10:42:38 +0000



Market Depth Historical Graph

Support Request:
[2016-06-20 01:18:08]
User15952 - Posts: 130
Great addition to Sierra. I am not not sure on your calculations, it looks different to bookmap.

Bookmap scans the entire DOM (bid and ask) volume and assigns 100% (white) to the max volume (regardless of side).

In the example attached, the max volume is 429 at 2071 and 2066.75, that gets assigned white (100%), the lowest volume in the DOM is 16 at 2068.75, that gets assigned black 0%. Everything else is a grey scaled using the max (volume/ max volume, where 50% is grey (128,128,128))

I have also attached the config settings available in BookMap


Secondly. I am unable to display a market profile chart while the Market Depth Historical Graph indicator is active.
Private File
Private File
[2016-06-20 01:34:25]
Neo - Posts: 191
Please post public files so the rest of us can see what you're on about.

Do you actively use BookMap? Are you sure you fully understand how Bookmap assigns shading?
[2016-06-20 01:50:45]
User15952 - Posts: 130
Here is a current picture of Bookmap

Having a closer look it seems they are ranking the volume by shading. Look at 49 (white) and the 25 and 27 are close to white.

Anybody have more info?
imageBM Shade.png / V - Attached On 2016-06-20 01:45:50 UTC - Size: 10.76 KB - 728 views
[2016-06-20 03:03:03]
Sierra Chart Engineering - Posts: 59414
We will be looking this over again.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2016-06-20 07:21:20]
pro4xtrader - Posts: 6
Great progress...I am sure Sierra will get there, thanks! :)
[2016-06-20 11:48:34]
User41683 - Posts: 22
Hello. I had another request.
For the request please see the picture I added. A picture tells a thousand words.
Date Time Of Last Edit: 2016-06-20 11:50:27
imageBookmap example.png / V - Attached On 2016-06-20 11:50:21 UTC - Size: 127.72 KB - 1767 views
[2016-06-20 14:10:54]
User15952 - Posts: 130
Another interesting observation;

The volume at 1511 at 2084 remained the brightest white (max volume) even though it was not part of the current book.
imageBM2.png / V - Attached On 2016-06-20 14:09:48 UTC - Size: 10.47 KB - 470 views
[2016-06-21 01:29:19]
ejtrader - Posts: 533
SC Team - the latest addition of historical depth is really a great feature. Have been waiting for this native to sierra for a very long time.

Everything is working great except for AskSize/BidSize in T&S window during replay (marked 1 & 2). Attached is the image.

Thanks
imagesc_historicalDepth_replay.png / V - Attached On 2016-06-21 01:28:40 UTC - Size: 144.56 KB - 687 views
Attachment Deleted.
[2016-06-21 01:54:06]
Sierra Chart Engineering - Posts: 59414
Regarding post #8, this will be supported in the next release.

The other posts are still being looked into.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2016-06-22 00:07:21]
User15952 - Posts: 130
Is there any reason you are unable to draw a market profile chart when using the above indicator. I have tried using a white and black background, in both cases the "Volume By Price Indicator" is always behind the "Market Depth Historical Graph" indicator?
[2016-06-22 06:11:59]
Sierra Chart Engineering - Posts: 59414
Refer to this Input setting for the Volume by Price study:
https://www.sierrachart.com/index.php?page=doc/doc_VolumeByPrice.php#DisplayAbovePriceBars
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2016-06-24 19:57:50]
User34424 - Posts: 21
Is there a feature to make the previous (untouched) volume to be stretched to the present/future so we'll be able to "remember" important levels?
[2016-06-25 02:50:30]
Acro - Posts: 169
A quick question.
How will one get the equivalent of the large dots/circles showing individual huge trades ?
That's a great feature of Bookmap/Auction Vista that I have been trying to replicate in Sierra but at the moment I think only the T&S window helps with this ??
[2016-06-27 00:55:31]
User15952 - Posts: 130
Bookmap is assigning shading based on DOM volume, not just a simple % of max
imageShading.png / V - Attached On 2016-06-27 00:55:19 UTC - Size: 55.47 KB - 510 views
Attachment Deleted.
[2016-06-27 14:11:30]
User41683 - Posts: 22
I found a study where you can replicate(more or less) the Volume Dots you have on BookMap. The study is called Volume At Price Treshold Alert.

It can look something like this:
imageBookMap like Volume Dots Zoomed In.png / V - Attached On 2016-06-27 14:10:43 UTC - Size: 91.02 KB - 983 views
imageBookMap like Volume Dots Zoomed out.png / V - Attached On 2016-06-27 14:10:55 UTC - Size: 101.2 KB - 1201 views
[2016-06-27 16:23:26]
User377232 - Posts: 17
Cheers User 41683.
You have created a Bookmap clone
[2016-06-27 21:56:38]
chris12 - Posts: 47
it is possible to programm a number of trade > or < with a number
ex >50 bid trade, not exactly 50
[2016-06-27 23:33:03]
User43623 - Posts: 9

User377232,

Cheers User 41683.
You have created a Bookmap clone

That is nothing like Bookmap you have obviously never seen Bookmap. There are heaps of screenshots on this forum.
[2016-06-28 00:09:44]
User377232 - Posts: 17
I have actually owned a lifetime Bookmap licence since July last year.

I was paying User41683 a compliment for his endeavour and creativity.
He is the kind of trader I hope does really well.
[2016-06-28 01:27:17]
User43623 - Posts: 9
I have actually owned a lifetime Bookmap licence since July last year.

Then you should know it looks nothing like bookmap. Bookmap is shaded the same color on the bid and ask (white to black)

AmirN (on this forum) has made a better clone. I suggest you look it up and pass it on to User41683
[2016-06-28 02:30:11]
Neo - Posts: 191
What does being shaded the same color have to do with anything? It's just a color. Stop being such a racist.

The difference is book map does a better job at displaying the historical order book vs the current order book.

Book map color shading is based on relative size, which is calculated based on their own proprietary Algo( when I say Algo, don't assume it's something complicated.
Date Time Of Last Edit: 2016-06-28 04:32:38
[2016-06-28 02:36:03]
User43623 - Posts: 9
What does being shaded the same color have to do with anything? It's just a color. Stop being such a racist.

You must be the world biggest idiot, and that is a compliment. Bookmap coloring's are white to black, that is not racist that is what they choose. If you have racial issues with bookmap I suggest you email them directly.

Go troll elsewhere.

PS- Bookmap contact details

support@veloxpro.com
+1 302 273 9304
[2016-06-28 04:26:58]
Neo - Posts: 191
So why don't you change SC coloring to reflect this?

Here is BM vs SC at the same time. Or is it SC vs BM? I can't tell.
Date Time Of Last Edit: 2016-06-28 04:27:22
imageBM vs SC.png / V - Attached On 2016-06-28 04:25:57 UTC - Size: 99.21 KB - 540 views
[2016-06-28 04:34:30]
User15952 - Posts: 130
None of those pictures are Bookmap, both are Sierra. This is what Bookmap looks like.
Date Time Of Last Edit: 2016-06-28 04:47:50
imageBookmap.png / V - Attached On 2016-06-28 04:32:55 UTC - Size: 32.77 KB - 544 views
imageBookmap wo Price.png / V - Attached On 2016-06-28 04:41:58 UTC - Size: 24 KB - 481 views
[2016-06-28 04:49:20]
User377232 - Posts: 17
I think User34719's screenshot did show Sierra on the left and Bookmap on the right.
He has different brightness settings to yours User15952.
[2016-06-28 05:04:23]
User15952 - Posts: 130
Now let him prove it.
Date Time Of Last Edit: 2016-06-28 05:06:50
[2016-06-28 05:07:32]
Sierra Chart Engineering - Posts: 59414
Letting you know we are going to be reviewing the recent postings in this thread and making notes about additional functionality we should add to the study.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2016-06-28 05:10:05
[2016-06-28 05:10:24]
User15952 - Posts: 130
Thanks, it would be great if you could add horizontal gridlines.
imageBMLines.png / V - Attached On 2016-06-28 05:10:19 UTC - Size: 6.7 KB - 419 views
[2016-06-28 05:17:00]
User377232 - Posts: 17
The trade dots feature mentioned above would also be great.

One of the reasons is to see where there is a large "collision" with resting paper/liquidity, shown where there is a big circle at a very bright area that has been present for some considerable time. As mentioned above, it is much more useful if the trade dots/circles have a diameter that reflects the actual trade size rather than a one sized dot fits all.

Another idea would be to have a shortcut hotkey to turn off and on the depth brightness bands so you could for the majority of the time have a clean chart and occasionally hit that hotkey to see where resting liquidity was in relation to what else is on your chart. That way you could get the best of both Sierra and Bookmap without having to take your eyes off the chart you were watching.
[2016-06-28 05:28:21]
ejtrader - Posts: 533
+1 for post# 29
[2016-06-28 05:42:53]
Neo - Posts: 191
+1 for post #29

just to add to that- Having volume dot sizing based on a percentage of the biggest unit size traded at each price level during each day/ session would be very useful, or being able to configure dot sizing so takes into account volume traded at each price level over the last x days.
[2016-06-28 05:47:14]
Neo - Posts: 191
User377232 is correct. SC left BM right.

User15952- It's quite funny that you could not tell the difference ;) I think the biggest issue is that you don't understand how to configure either platform.
imageSC vs BM 2.png / V - Attached On 2016-06-28 05:45:39 UTC - Size: 164.38 KB - 536 views
[2016-06-28 05:52:37]
User15952 - Posts: 130
I don't think it is funny, I think it is sad. :) LOL
[2016-06-28 06:24:57]
User43623 - Posts: 9
...
Date Time Of Last Edit: 2016-06-28 06:30:58
[2016-06-28 07:13:43]
Neo - Posts: 191
User15952- I actually thought you were user43623, so it's not quite as funny now. It's a bit confusing with all these users floating around.

Relax User43623, I was just using some "dry" humor, no need to get all flusted.

My point was that there is not really that much difference between the heat map color shading in SC vs BM.
[2016-06-28 07:20:27]
User15952 - Posts: 130
All good, lets work together to make Sierra better than Bookmap.
[2016-06-28 07:39:44]
User567294 - Posts: 23
+1 for post #29
[2016-06-28 14:50:21]
chris12 - Posts: 47
AWESOME SC....
imageCapture d’écran 2016-06-28 à 14.50.24.png / V - Attached On 2016-06-28 14:49:58 UTC - Size: 104.62 KB - 818 views
[2016-06-28 15:26:03]
User377232 - Posts: 17
Hi Chris12,

What are the two studies at the bottom of your screenshot ?

Thanks
[2016-06-28 15:43:26]
chris12 - Posts: 47
"bid and ask depth bars"

show the sum of limit orders at the ask and at the bid : show where is the pressure
[2016-06-28 15:51:36]
User377232 - Posts: 17
Thanks
[2016-06-30 11:32:46]
User25830 - Posts: 2
Hello, what are the setting has changed in the "Market depth historical graph" indicator for a graph such as User34719 (picture attached)
Thank you
imagesierrachart.PNG / V - Attached On 2016-06-30 11:32:15 UTC - Size: 31.35 KB - 513 views
[2016-06-30 13:18:13]
ejtrader - Posts: 533
SC Team - Would you please see if it is possible to have an option to limit the depth display to the price bars only or extend by certain bars rather than occupying full right fill space. At present the issue is - few of the ACSIL studies built with draw behind main graph values - which are displayed on the right fill space are no longer visible(covered by historical depth graphs) irrespective of the order of the studies on the chart.

Or alternately - if there is a way for historical depth graph to be drawn behind any other studies - this would solve all the issues around depth covering other studies. Probably this would be a better solution overall.

Thanks
Date Time Of Last Edit: 2016-06-30 15:16:57
[2016-06-30 19:03:32]
Sierra Chart Engineering - Posts: 59414
Start a new Support Request for the above post.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2016-07-05 02:27:40]
User15952 - Posts: 130
any updates?
[2016-07-05 15:14:46]
User64630 - Posts: 19
Hi SC Team

Very good update of Market depth with the PreRealese 1440.

But when I do a zoom(-) (not a zoom(+)) to have a more global view, I noticed a slower refresh of the order book and it returns to normal refresh when i go back to the initial situation.
Would it be possible to improve this ?

Thx
[2016-07-05 17:19:50]
Sierra Chart Engineering - Posts: 59414
Do you mean the chart draws slower than previously when using the Market Depth Historical Graph and having the same chart bar spacing?
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2016-07-05 18:13:41]
User64630 - Posts: 19
Yes but i use "Scrool Wheel Changes Spacing" then maybe it affects
[2016-07-05 19:44:34]
Neo - Posts: 191
This is starting to look very good.

Although, I'm noticing some quite severe lag vs the other versions.

Lag as in platform lag, eg windows are slow to move around, objects slow to draw, studies slow to load etc.
[2016-07-05 23:29:36]
Sierra Chart Engineering - Posts: 59414
Nothing has changed performance wise with the Market Depth Historical Graph study in the newer versions.

If you remove this study from the chart, do you notice the performance is much better?

When the spacing between the bars is reduced, there is going to be a lot more drawing which occurs and the performance will not be as good when using this study.

When you notice the performance problem start a new Support Request and provide an image of the chart following these instructions here:
https://www.sierrachart.com/index.php?page=PostingInformation.php#Image
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2016-07-05 23:30:24
[2016-07-06 01:24:53]
Acro - Posts: 169
I haven't noticed performance slowdowns in this prerelease and I agree it is much better than the last iteration !

Another idea is to be able to display buyside and sellside total bid ask volume percentages in the region data line.

Eg if buyside total percentage was 60% and sellside was 40% then there may be a clear imbalance causing prices to be magnetically attracted to that higher level of liquidity.

I can get these totals on the Trade DOM/Chart DOM but I feel they would be better placed in the region data line of the chart with the depth bands.
I also find that if you put the graph DOM on a chart and there is a lot of activity in those bid ask depths then it can get very distracting and take your focus away from the wider picture.
That's why I would love to see it isolated above in the region data line.

EDIT - I've started using "Time and Sales Total Ask Size Depth" and it does the job nicely thank you - this works really well with the historical depth graph
Date Time Of Last Edit: 2016-07-07 00:49:51
[2016-07-06 17:45:03]
User94199 - Posts: 13
Hello, great idea, some comments

1. can you make a setting where you do not allow Market Depth Historical Graph extend into "Lock fill space" Right now it draws over market volume.
2. can you make an option where it draws under other drawings? Right now it draws on top of drawings like extending rectangle, rectangle, elipse. It would be great if this functionality would be base background.
3. can you add this functionality to be drawn into Trading DOM window?

Thank you for your hard work SC team

EDIT #2
I also noticed that coloring is based on what is visible.
Picture #1, where level 2091 is visible, colors this level as strongest. Second picture where I moved graph lower, and 2091 is not visible, changes coloring. This variability can cause confusion or wrong decision. Can you anchor the coloring to biggest price level at that time regardless whether it is visible on chart or is not? (I do not mean there is no data for that level, it is just that graph is moved the way this level is not visible)
Date Time Of Last Edit: 2016-07-06 18:32:29
imageMessy.png / V - Attached On 2016-07-06 17:44:29 UTC - Size: 76.96 KB - 412 views
image2091 visible.png / V - Attached On 2016-07-06 18:31:09 UTC - Size: 99.35 KB - 509 views
image2091 not visible.png / V - Attached On 2016-07-06 18:31:14 UTC - Size: 92.87 KB - 368 views
[2016-07-07 07:41:14]
User61622 - Posts: 4
+1 with User94199
[2016-07-07 11:18:51]
chris12 - Posts: 47
hi
i have an amp future account with CQG feed, but i can't use the Market Depth Historical Graph anymore ??? for the moment or avalaible next ??

thx
[2016-07-07 18:07:24]
Sierra Chart Engineering - Posts: 59414
In response to post #54, you will require a direct account:
https://www.sierrachart.com/index.php?page=doc/doc_DirectAccount.html

We do not expect this will be available anytime soon for broker provided accounts.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2016-07-07 22:04:40]
chris12 - Posts: 47
ok but how connect my future account with CQG feed and sierra platform ???
i have an old sierrachart's account, can i connect it with CQG and my FCM and pay you the fee's platform ??
[2016-07-08 05:57:24]
Sierra Chart Engineering - Posts: 59414
Post 52 is going to be reviewed.

Follow the instructions here for CQG:
https://www.sierrachart.com/index.php?page=doc/CQGTrading.php#SetupInstructions


i have an old sierrachart's account, can i connect it with CQG and my FCM and pay you the fee's platform ??
Yes this is exactly what you need to do.

Here are instructions:
https://www.sierrachart.com/index.php?page=doc/LoginInstructions.php#DifferentAccountName
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2016-07-10 02:49:30]
User15952 - Posts: 130
Version 1442 is looking good, is it possible to add division lines, it looks much cleaner. I have attached a bookmap screen shot with the lines separating the prices.
imageLines.png / V - Attached On 2016-07-10 02:49:19 UTC - Size: 859 B - 370 views
[2016-07-10 04:52:11]
User92787 - Posts: 8
Hello, I'm having the same problem as described in the post above regarding the AMP broker enabled account post, e.g.
Follow the instructions here for CQG:
https://www.sierrachart.com/index.php?page=doc/CQGTrading.php#SetupInstructions
i have an old sierrachart's account, can i connect it with CQG and my FCM and pay you the fee's platform ??
Yes this is exactly what you need to do.
Here are instructions:
https://www.sierrachart.com/index.php?page=doc/LoginInstructions.php#DifferentAccountName
But from your instructions it is not clear what needs to be done in order to enable the Market Depth Historical Graph with AMP FCM and CQG data feed? Thank you
[2016-07-10 05:08:05]
User92787 - Posts: 8
following my previous post above, may be it is just simplier to register a new Sierra chart direct account in order to have Market Depth Historical Graph enabled? thank you
[2016-07-11 09:26:41]
Sierra Chart Engineering - Posts: 59414
Regarding post #58, we have no other requests for this.


following my previous post above, may be it is just simplier to register a new Sierra chart direct account in order to have Market Depth Historical Graph enabled?
Yes this is what you need to do.

Refer to:
https://www.sierrachart.com/index.php?page=doc/doc_DirectAccount.html
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2016-07-11 09:28:01
[2016-07-13 04:25:53]
Sierra Chart Engineering - Posts: 59414
2. can you make an option where it draws under other drawings? Right now it draws on top of drawings like extending rectangle, rectangle, elipse. It would be great if this functionality would be base background.
3. can you add this functionality to be drawn into Trading DOM window?

Refer to:
https://www.sierrachart.com/index.php?page=doc/doc_ChartStudies.html#StudyDisplayOrder


https://www.sierrachart.com/index.php?page=doc/doc_ChartTrading.html#AddingStudiesTradeDOM
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2016-08-23 03:59:26]
User62522 - Posts: 107
+1 for post# 29
[2016-08-23 16:43:44]
Sierra Chart Engineering - Posts: 59414
This is from post #29:

The trade dots feature mentioned above would also be great.

One of the reasons is to see where there is a large "collision" with resting paper/liquidity, shown where there is a big circle at a very bright area that has been present for some considerable time. As mentioned above, it is much more useful if the trade dots/circles have a diameter that reflects the actual trade size rather than a one sized dot fits all.

This capability is coming. Although the markers to identify trades over a certain volume would be the same size.

Another idea would be to have a shortcut hotkey to turn off and on the depth brightness bands so you could for the majority of the time have a clean chart and occasionally hit that hotkey to see where resting liquidity was in relation to what else is on your chart. That way you could get the best of both Sierra and Bookmap without having to take your eyes off the chart you were watching.

This can be done with Analysis >> Hide/Unhide All Studies:
http://www.sierrachart.com/index.php?page=doc/AnalysisMenu.html
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2016-08-23 16:44:18
[2016-08-24 07:40:48]
Acro - Posts: 169
Thanks for the update.

Post #29 was mine (made before I renewed my direct subscription).

I have achieved a button to turn the study on and off by programming an ACS button and putting it on the main toolbar.

Re the trade dots, it would be amazing if they somehow showed the proportion of "at ask" vs "at bid" volume.
[2016-12-13 20:13:46]
equinox - Posts: 11
Would it be possible to have an option to set a certain depth quantity as the minimum intensity/background color, instead of always assigning the lowest intensity to a depth quantity of 0?

This would bring out/highlight the large orders more.

Also, when is the already announced study for displaying volume dots with e.g. a coloring/intensity according to traded size coming?


BTW, thank you for bringing historical market depth to Sierra. It is a great, if not awesome, feature!
Date Time Of Last Edit: 2016-12-13 20:14:08
[2016-12-15 02:18:32]
Sierra Chart Engineering - Posts: 59414
You can use this Input with the Market Depth Historical Graph study which is related to color intensity:
http://www.sierrachart.com/index.php?page=doc/MarketDepthHistoricalGraph.php#StudyInputs_GraphOnlyQuantitiesGreaterOrEqualTo

Sierra Chart does now have a Large Volume Trade Indicator study but it is still under development. It will be documented soon.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2016-12-15 07:43:48]
equinox - Posts: 11
Regarding historical market depth, I was thinking it would be nice to have an option to assign the lowest intensity color to the cut off value that can be specified under "Graph only quantities greater or equal to". This way, intensity would start with the lowest displayed value. This is also what I believe post #1 was referring to.

If I am not mistaken, one competitor (BookMap) does it this way and leads to more contrast between displayed bars/blocks when displaying the historical order book. Although seemingly minor, the output looks different, much more intuitive in my humble opinion!
Date Time Of Last Edit: 2016-12-15 18:01:43
[2017-03-06 11:07:57]
User829216 - Posts: 6
@Chris12
thx for the video on youtube
[2017-03-06 17:56:43]
Sierra Chart Engineering - Posts: 59414
What is described in post #68 should already be the case and we will confirm.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2017-04-02 16:01:45]
ephi144 - Posts: 7
User41683

can you share your chart book? i am new to sierra charts and having hard time figuring it out. would appreciate it!
[2017-04-03 20:01:32]
User41683 - Posts: 22
Ephi144,

Here you go.
attachmentBookmap look-a-like.cht - Attached On 2017-04-03 20:00:52 UTC - Size: 69.8 KB - 148 views
[2017-04-11 16:04:09]
User624476 - Posts: 12
Sierra Chart Engineering: I think a missing feature is an option to set a max shading quantity. For example, if a very large bid/ask is printed it can reduce the shading of the other orders to an effectively invisible level. The remedy would be to provide an input that would set max shading intensity to x contracts.

E.G.
Crude oil maxes out usually at around ~250 lots on the bid/ask.
An order of 1000 lots appears, rendering all of the other levels very hard to see for the duration that this particular order remains visible on the chart.
[2017-04-11 16:08:17]
User62936 - Posts: 31
Sierra Chart Engineering: I think a missing feature is an option to set a max shading quantity. For example, if a very large bid/ask is printed it can reduce the shading of the other orders to an effectively invisible level. The remedy would be to provide an input that would set max shading intensity to x contracts.

E.G.
Crude oil maxes out usually at around ~250 lots on the bid/ask.
An order of 1000 lots appears, rendering all of the other levels very hard to see for the duration that this particular order remains visible on the chart.

Completely agree and I have been hoping this comes along as well. Often times, these huge orders are just spoofing so the order flashes very quickly and is gone, but now, as you say, all the other levels look less important because of this little blip.
[2017-04-11 17:47:04]
Sierra Chart Engineering - Posts: 59414
We will add this.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2017-04-18 04:30:59]
User173602 - Posts: 11
@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 - 161 views
[2017-04-18 04:42:12]
Sierra Chart Engineering - Posts: 59414
Refer to:
https://www.sierrachart.com/index.php?page=doc/WorkingWithCharts.html#RemovingRightSideFillSpace
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2017-04-27 03:38:33]
User62936 - Posts: 31
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]
Midknight - Posts: 121
+1

Nice idea, thanks for the post.
[2017-04-27 04:57:41]
Sierra Chart Engineering - Posts: 59414
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. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2017-04-28 01:19:33]
User173602 - Posts: 11
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 - 300 views
imageMDHG_042717-2.jpg / V - Attached On 2017-04-28 01:16:28 UTC - Size: 431.83 KB - 233 views
[2017-07-21 07:32:05]
User957969 - Posts: 2
look great
[2017-07-21 16:47:01]
conr - Posts: 140
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: 11
@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: 21

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]
User322949 - Posts: 160
+1
[2018-01-01 09:38:13]
ticinotrader - Posts: 71
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]
User322949 - Posts: 160
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: 65
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 - 127 views
[2018-01-04 18:18:15]
Sierra Chart Engineering - Posts: 59414
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. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2018-04-07 14:23:52]
User45989 - Posts: 21
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]
nosast - Posts: 13
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: 1
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: 59414
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. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

To post a message in this thread, you need to login with your Sierra Chart account:

Login


Login Page - Create Account