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Direct MessagesDate/Time: Sat, 27 Apr 2024 15:40:18 +0000
[User Discussion] - Market Depth Historical Graph
View Count: 24146
| [2016-06-20 01:18:08] |
| User15952 - Posts: 132 |
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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: 198 |
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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: 132 |
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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? |
 BM Shade.png / V - Attached On 2016-06-20 01:45:50 UTC - Size: 10.76 KB - 2269 views |
| [2016-06-20 03:03:03] |
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We will be looking this over again.
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 |
| [2016-06-20 07:21:20] |
| pro4xtrader - Posts: 6 |
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Great progress...I am sure Sierra will get there, thanks! :)
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| [2016-06-20 11:48:34] |
| User41683 - Posts: 37 |
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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
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| Bookmap example.png / V - Attached On 2016-06-20 11:50:21 UTC - Size: 127.72 KB - 9675 views |
| [2016-06-20 14:10:54] |
| User15952 - Posts: 132 |
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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. |
| [2016-06-21 01:29:19] |
| ejtrader - Posts: 688 |
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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 |
| sc_historicalDepth_replay.png / V - Attached On 2016-06-21 01:28:40 UTC - Size: 144.56 KB - 2112 views Attachment Deleted. |
| [2016-06-21 01:54:06] |
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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. 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 |
| [2016-06-22 00:07:21] |
| User15952 - Posts: 132 |
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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?
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| [2016-06-22 06:11:59] |
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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. 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 |
| [2016-06-24 19:57:50] |
| User34424 - Posts: 21 |
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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?
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| [2016-06-25 02:50:30] |
| Acro - Posts: 436 |
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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: 132 |
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Bookmap is assigning shading based on DOM volume, not just a simple % of max
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| Shading.png / V - Attached On 2016-06-27 00:55:19 UTC - Size: 55.47 KB - 1716 views Attachment Deleted. |
| [2016-06-27 14:11:30] |
| User41683 - Posts: 37 |
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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: |
| BookMap like Volume Dots Zoomed In.png / V - Attached On 2016-06-27 14:10:43 UTC - Size: 91.02 KB - 4146 views BookMap like Volume Dots Zoomed out.png / V - Attached On 2016-06-27 14:10:55 UTC - Size: 101.2 KB - 6453 views |
| [2016-06-27 16:23:26] |
| User377232 - Posts: 17 |
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Cheers User 41683. You have created a Bookmap clone |
| [2016-06-27 21:56:38] |
| chris12 - Posts: 51 |
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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 |
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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 |
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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 |
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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: 198 |
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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
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| [2016-06-28 02:36:03] |
| User43623 - Posts: 9 |
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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: 198 |
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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
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| BM vs SC.png / V - Attached On 2016-06-28 04:25:57 UTC - Size: 99.21 KB - 1708 views |
| [2016-06-28 04:34:30] |
| User15952 - Posts: 132 |
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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
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| Bookmap.png / V - Attached On 2016-06-28 04:32:55 UTC - Size: 32.77 KB - 1721 views Bookmap wo Price.png / V - Attached On 2016-06-28 04:41:58 UTC - Size: 24 KB - 1584 views |
| [2016-06-28 04:49:20] |
| User377232 - Posts: 17 |
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I think User34719's screenshot did show Sierra on the left and Bookmap on the right. He has different brightness settings to yours User15952. |
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