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Direct MessagesDate/Time: Fri, 03 May 2024 14:06:15 +0000
Chart Trade Size Filter while using Delta Volume per Bar
View Count: 1244
| [2016-09-07 17:08:34] |
| User787778 - Posts: 139 |
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I am using Delta Volume per Bar as a Bar Type, but when I try and filter the size of the trade,the complete trade is filtered. The selection box to "Filter Trade Completely" is blank. The New Bar at Session Start is ticked. Data/Trade Settings is set to "1 Tick". Am I missing something? |
| [2016-09-07 17:57:53] |
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How do you come to this conclusion? It is not possible for the trade to be completely filtered. You can verify this by adding the Number of Trades study to the chart. Although it is probably going to be hard to actually tell because when you start using the Volume Filtering on these types of chart bars, it is going to affect the bars themselves. 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 |
| [2016-09-07 18:43:24] |
| User787778 - Posts: 139 |
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The first chart was duplicated to make the second chart. The only difference on the second chart is there is a trade size filter. The filter trade completely is blank.
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 UploadImage.png / V - Attached On 2016-09-07 18:39:24 UTC - Size: 81.54 KB - 282 views UploadImage.png / V - Attached On 2016-09-07 18:40:00 UTC - Size: 95.43 KB - 271 views |
| [2016-09-08 05:13:02] |
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There is no problem here. We also have absolutely no idea how we can conclude from those charts what you are saying. And if we cannot we do not see how you could either. Although we know that there cannot be a problem with this. Refer to the documentation here about this: http://www.sierrachart.com/index.php?page=doc/ChartSettings.html#VolumeFilter This section here may be helpful: When Filter Trade Completely is unchecked, the price of the trade is still included in the chart bars. However, the Number of Trades for the chart bars is reduced by the number of trades which had the volume filtered. So in effect the Number of Trades field in the underlying Intraday data file record is set to 0 when it is loaded in the case where the volume was filtered as well.
We will not spend further time on this. We will not be responding further. 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: 2016-09-09 02:15:27
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