Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Tue, 30 Apr 2024 18:06:30 +0000
Too many price levels trading at once
View Count: 978
| [2017-01-13 19:13:18] |
| User825435 - Posts: 5 |
|
Hello, I'm in SIMM trading and using the Sierra Trade DOM: http://www.sierrachart.com/image.php?Image=1484332421398.png I have added the Volume by Price study overlay to the DOM. In that study I have the "Display Volume in Bars" set to "Number of Trades", and the "Vol Bar Calc method" set to "Total Vol". I don't know if this is a data feed issue or a sierra issue, because I can not find a detailed definition on how or what this setting is supposed to update. I want it to update at only the price level that is currently being traded at, and show only the # of trades currently at that price. Instead, what I see is several Number of trades levels, both above and below price, continually updating at the same time. The confusion is that I know trades can only happen at the ask and bid of only 1 price level at a time. I'm seeing 6, 7, and 8 Number of Trades levels trading at the same exact time. For Ex, and looking at the attached DOM, price is steadily trading vol at 2270.25. In real time the BID and ASK columns are updating volume and price is steady at 2270.25. However, the number of Trades over on the vol by Price (#'s in the orange Vol profile) are updating at price levels of 2272 down to 2269.25...all at the same time and without price ever moving to those levels. I'm confused how the DOM shows 1 price being traded at, but the profile shows several prices be traded at? If that is correct, can someone please provide a definition on what the "Number of trades setting" in the Vol by Price study is actually referencing, i.e, Time and Sales, or Limit orders up and down the DOM? Thanks Date Time Of Last Edit: 2017-01-13 19:14:05
|
 VBP Settings.docx - Attached On 2017-01-13 19:00:27 UTC - Size: 126.7 KB - 247 views |
| [2017-01-15 21:38:33] |
| |
|
I'm confused how the DOM shows 1 price being traded at, but the profile shows several prices be traded at?
Make sure Sierra Chart is set to a tick by tick data configuration:the number of Trades over on the vol by Price (#'s in the orange Vol profile) are updating at price levels of 2272 down to 2269.25...all at the same time and without price ever moving to those levels. Tick by Tick Data Configuration Most likely this is set to 1 second which is causing the behavior that you see. . I want it to update at only the price level that is currently being traded at, and show only the # of trades currently at that price. This is not exactly supported.The closest that available is to use this particular market data column for the Trade DOM: Cumulative Last Size - Refer to: https://www.sierrachart.com/index.php?page=doc/GlobalTradeSettings.html#ChartDOMColumnDescriptions 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: 2017-01-15 21:39:35
|
| [2017-01-17 00:40:35] |
| User825435 - Posts: 5 |
|
Thanks SIERRA
|
To post a message in this thread, you need to log in with your Sierra Chart account: