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Direct MessagesDate/Time: Tue, 16 Apr 2024 23:51:02 +0000
[User Discussion] - Need help with custom study problem, please.
View Count: 1391
| [2013-08-12 17:08:02] |
| User30668 - Posts: 108 |
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Hello Sierra Chart Support I have this custom study – Volume Threshold – that was kindly created for me by ejtrader. The purpose of this study is to “capture” from the time & sales every trade with volume above a certain threshold (user defined). The study then plots the number of contracts of every of those trades at the respective price level over the chart bar where the trade occurred, and at the same time, signal that same bar (coloring). I have this study installed on a 2 Range chart with Crude Oil futures, an instrument which price can sometimes move very fast. The study works well when the price movements are slow; the problem is when the price is moving faster and / or with thrusts. When this happens – very often – and the chart bars are plotting fast, the study may plot the number of contracts of a trade in a wrong price level, may color the wrong bar, may plot the number of contracts in a different bar or even color the bar and plot the number of contracts repeatedly in two, three, four different subsequent bars instead of one. It is not a problem related to the data feed as it happens with both IQFeed and IB data feed. Actually this problem is even worse with IQFeed because the chart plotting is faster and plots more bars. I don’t know anything about programming; but I would risk to say it seems to me that when the price and chart plotting are moving fast, the time the study takes to “capture” a trade and plot it in the chart suffers from some delay, causing it to plot too late and so in the wrong place or sometimes repeatedly, as the price in the chart has already moved away from the place where the trade happened. As one image can say much more than many words please see the screenshots attached with some examples. ejtrader has already looked at this issue for more than once but he didn’t find anything wrong with the study and advised me to contact SC Support and ask for help. And so here I am. I understand that your time is very valuable and short but would you please find some to take a look at this study (cpp attached) and try to find the reason why it is not working accurately under the described conditions? I really would be very grateful for that and I wouldn't mind to wait all the time you need. I am very sorry to have to ask you for this but I really need to have this study working accurately and don’t know what else to do. Sorry for the long message. Thanks in advance. |
 VolumeThreshold3.cpp - Attached On 2013-08-12 17:03:04 UTC - Size: 3.23 KB - 494 views  1- Correct Plotting.png / V - Attached On 2013-08-12 17:03:26 UTC - Size: 30.63 KB - 421 views 2- Incorrect plotting.png / V - Attached On 2013-08-12 17:03:39 UTC - Size: 62.62 KB - 416 views 3- Multiple false plotting.png / V - Attached On 2013-08-12 17:03:47 UTC - Size: 80.05 KB - 396 views |
| [2013-08-12 17:14:39] |
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This is not within the scope of our support.
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: 2013-08-12 17:17:16
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| [2013-08-12 17:17:04] |
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We recommend contacting the programmer Onn about this here: http://www.sierrachart.com/index.php?l=doc/SierraChartStudyAndSystemProgrammers.html#ThirdPartyList 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 |
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