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Direct MessagesDate/Time: Tue, 16 Apr 2024 10:46:31 +0000
chart update interval in replay mode
View Count: 2054
| [2016-09-09 01:23:34] |
| User144295 - Posts: 59 |
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Hi Sierra Team, Would you please advise how to improve chart update interval during replay mode in milliseconds? I found only this link but it does not explain topic of chart update interval during the replay mode: http://www.sierrachart.com/index.php?page=doc/TradeSimulation.php#TradeSimulationBidAskPrices Our community of traders is focusing at order flow in number bars and we would like to achieve the same quality in replay as in live data feed for training purposes. There is obviously difference between live data feed and replay chart update intervals. If this is not possible in the current version, would you be able to include this into the future development? Thank you |
| [2016-09-09 04:51:36] |
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The best you can do right now is set Sierra Chart for a tick by tick data configuration: Tick by Tick Data Configuration True millisecond time stamping will be improved upon next year but not at this time. 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 |
| [2016-09-09 15:23:26] |
| User39949 - Posts: 25 |
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I would also support the requirement of the user 144295 !!
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| [2016-09-12 12:36:27] |
| Ackin - Posts: 1863 |
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+1
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| [2016-09-13 05:47:32] |
| Zdislav - Posts: 73 |
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+1
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| [2016-09-13 05:52:18] |
| User27701 - Posts: 9 |
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+1
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| [2016-09-13 06:24:32] |
| raven2cz - Posts: 4 |
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Sierra Chart Engineering - Posts: 39289 Answer is just about tick data processing. The requirement from User144295 is about Replay window and possibility to set replay timing in millis. Actual minimal step is 1s and it is not acceptable for many order flow approaches / training. The tick data are necessary for all order flow techniques. Your Numbers Bars are best and this is a bigger gap in your SW. I give +1 for this topic too. |
| [2016-09-13 23:20:59] |
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Replay does operate in millisecond increments. The issue has to do with how trades are timestamp to themselves. Although milliseconds are used, it is only used as a counter. Refer to: http://www.sierrachart.com/index.php?page=doc/ReplayChart.html#HistoricalIntradayDataRecordTimeframeEffect 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 |
| [2016-09-14 10:55:10] |
| Deenius - Posts: 9 |
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+1
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| [2016-09-22 08:04:28] |
| Deenius - Posts: 9 |
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The smallest value what can I set for replay is 0.5 seconds? Right? Because when I set 0.1 seconds, it updates every 1 minute.
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| [2016-09-22 17:51:33] |
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.1 replay speed is supported. Refer to: http://www.sierrachart.com/index.php?page=doc/ReplayChart.html#HistoricalIntradayDataRecordTimeframeEffect 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 |
| [2016-09-29 08:39:19] |
| Deenius - Posts: 9 |
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When I set 0.1 or 0.2 seconds for Accurate Trading System Back Test Mode or Calculate At Every Tick/Trade, it updates every 60 seconds! When I set 0.5 seconds for same modes, it updates every 0.5 seconds. So, it seems that the smallest usable value is 0.5 seconds. Not 0.1 seconds. BTW, I use 1 Tick for parametr "Intraday Data Storage Time Unit" and value 200 for parametr "Chart Update Interval In Milliseconds". I think, it is proper settings for replaying charts. |
| [2016-09-29 08:53:55] |
| raven2cz - Posts: 4 |
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Agree. I have already set all params by your guide. The 0.5 seconds is lower boundary, 0.1s doesn't work. I'm using for charts update interval 50ms. It is still 10x replay worst against live. Is it possible to allow 0.05s or 0.1s for replay? Is it possible to implement it? To have same conditions like real for replay :) Thx. |
| [2016-09-29 09:17:15] |
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This is untrue if there are data records every second: When I set 0.1 or 0.2 seconds for Accurate Trading System Back Test Mode or Calculate At Every Tick/Trade, it updates every 60 seconds!
The update frequency would be about 10 seconds for every second of data assuming there is trading every second. We have verified this now. Anyway, we cannot make any further improvements right now. Please wait until March or April 2017. It will not help to ask any more questions about this. 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: 2016-09-29 09:18:04
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| [2016-09-29 11:08:06] |
| Deenius - Posts: 9 |
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Ok, I recorded for you a little video to show you the issue. http://sendvid.com/4b32rxhw It updates every 60 seconds. I also deleted all history chart data. So, we can be sure that I use the same data as you. |
| [2016-09-29 19:10:20] |
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You are running a multi-chart synchronized back test and you are referring to the processing step time. This is a different setting than the Replay Speed. We will fix this problem. It will be out in the next release. 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: 2016-09-29 19:10:57
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| [2016-09-30 05:44:03] |
| Deenius - Posts: 9 |
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Thank you very much!
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| [2019-11-06 20:42:41] |
| j4ytr4der_ - Posts: 912 |
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True millisecond time stamping will be improved upon next year but not at this time.
Has this ever seen any progress? I use the TransAct datafeed so it seems I can only get 1 second updating at best on replay which is very disappointing. I for one would very much like to see improvement in this area. |
| [2019-11-06 23:46:53] |
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This is not an easy task to really implement properly. It is still likely several months away. Most of the core work is finished though.
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: 2019-11-06 23:47:02
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| [2020-02-08 04:31:39] |
| NG1980 - Posts: 38 |
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+1
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