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Direct MessagesDate/Time: Thu, 02 May 2024 14:32:46 +0000
Market Depth Historical Graph Range charts
View Count: 1767
| [2016-07-08 01:23:11] |
| Neo - Posts: 198 |
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Could you please make a change so that range based charts will display depth with real-time updates, instead of updating based on bar close/ new range.
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 range ES.png / V - Attached On 2016-07-08 01:20:12 UTC - Size: 121.36 KB - 832 views Attachment Deleted. |
| [2016-07-08 02:02:25] |
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We do not understand this. The Market Depth Historical Graph study works identically no matter what the Bar Period Type is set to. It is not affected differently by Range bars. We do not understand what you are trying to show in the chart 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 |
| [2016-07-08 02:39:22] |
| Neo - Posts: 198 |
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I'm showing that the current bar with a 20:23:28 timestamp, shows a 225 contract order when it should have changed in real time to show 39(so it reflects the current offer in the book). That 225 was either calculated from the previous bar close, or from the open, so it remains static. |
| [2016-07-08 04:58:29] |
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What you see is expected. Refer to the updated documentation here for how the study works: https://www.sierrachart.com/index.php?page=doc/MarketDepthHistoricalGraph.php#Introduction Note there is a difference between the maximum market depth quantities for the chart bars and the current depth quantities at the end of the chart window. 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 |
| [2016-07-08 07:22:26] |
| Neo - Posts: 198 |
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Fair enough, I hadn't noticed before until I started looking at range charts with the numbers bar study- The alignment just didn't look right. What is the logic in using the maximum market depth quantity, instead of the last depth quantity? |
| [2016-07-08 18:41:00] |
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We will add an input to the study to display the last market depth quantity at each price level at each chart bar instead of the maximum. As far as the logic goes, it appeared like using the maximum would provide the most useful information when working on the study but there is no right or wrong. 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 |
| [2016-07-11 19:40:17] |
| Neo - Posts: 198 |
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Thanks, I see you have added an input to show the depth value based on bar close- this is an improvement. An important measure from this study is how many contracts remained at a price level, without being executed. Sure there is no right or wrong, there's also alot of metrics to consider tracking eg (closing bid/ maximum bid), (closing ask/ maximum ask). Re the Alignment. See attachment- what I'm saying is that the bid/ask prices should be extended into the future. Also, Look at the numbers bar study that is loaded onto the chart, it is printing values on a static bid/ask( 348bid/ 726ask), when really those prints should appear against the real-time bid/ask, and not the bid/ask based on the close of the last bar. It's like trading in the past instead of the present. Does that make sense? |
| BM example.png / V - Attached On 2016-07-11 19:33:11 UTC - Size: 38.62 KB - 466 views |
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