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Date/Time: Sun, 28 Apr 2024 06:28:03 +0000



[User Discussion] - Market Depth Historical Graph

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[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: 132
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: 104368
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. 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: 2016-06-28 05:10:05
[2016-06-28 05:10:24]
User15952 - Posts: 132
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 - 1365 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: 688
+1 for post# 29
[2016-06-28 05:42:53]
Neo - Posts: 198
+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: 198
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 - 2162 views
[2016-06-28 05:52:37]
User15952 - Posts: 132
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: 198
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: 132
All good, lets work together to make Sierra better than Bookmap.
[2016-06-28 07:39:44]
User567294 - Posts: 47
+1 for post #29
[2016-06-28 14:50:21]
chris12 - Posts: 51
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 - 5119 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: 51
"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 - 1448 views
[2016-06-30 13:18:13]
ejtrader - Posts: 688
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: 104368
Start a new Support Request for the above post.
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
[2016-07-05 02:27:40]
User15952 - Posts: 132
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: 104368
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. 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
[2016-07-05 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: 198
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: 104368
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. 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: 2016-07-05 23:30:24

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