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Date/Time: Mon, 29 Apr 2024 10:41:35 +0000



DAILY OHLC - MONDAY PROBLEM

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[2017-04-17 23:12:41]
User299392 - Posts: 216
This study does not work well on Monday with Reference Day Back set to 1. This is despite - Use Saturday Data set to No.

To force the depiction of Friday High, Low and Close - one needs to set Reference day Back set to 2. Which again needs to set back to 1 every Tuesday and set to 2 every Monday. That is too much to do on so many charts using this study.

So, either -
Use Saturday Data needs to be fixed such that it then continues to seek Friday data
or
Ignore Weekend Data option need be added.

PLEASE HELP!
[2017-04-17 23:25:20]
Sierra Chart Engineering - Posts: 104368
How do you have the Chart >> Chart Settings >>Session Times set?:
Chart Session Times


You need to use reversed Session Times, so that Sunday is considered part of Monday's trading and then there will be a reference back to Friday on Monday.
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

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[2017-04-17 23:37:49]
Sierra Chart Engineering - Posts: 104368
We see what the problem is.

Use these US Eastern Session Times:
18:00:00
17:59:59
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:
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[2017-04-18 01:02:12]
User299392 - Posts: 216
No - that does not work for me -

I have my chart settings as below -

start time: 09:30
end time: 16:14:59

eve start: 16:15:00
eve end: 09:29:59


and it does not work for me - please.
[2017-04-18 01:57:07]
Sierra Chart Engineering - Posts: 104368
You will need to change these two times as follows:

end time: 17:59:59

eve start: 18:00:00
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: 2017-04-18 01:57:24
[2017-04-18 03:15:39]
User299392 - Posts: 216
And I do not want to do that since I want overnight chart to be separate from regular trading hours.

Pls do not suggest forced ways to using the app, please. Only so that one study works well. It disturbs a whole lot of other things for me. Please fix the saturday logic or add the weekend setting. Please.
[2017-04-18 03:37:29]
Sierra Chart Engineering - Posts: 104368
We are looking into why Use Saturday Data set to No is not filtering out the Friday evening data which really is considered part of Saturday trading based on your current session times.


However, the Session Times we gave you are 100% accurate and there is nothing forced about them. Refer to this information from the CME:
Sunday - Friday 6:00 p.m. - 5:00 p.m. ET (5:00 p.m. - 4:00 p.m. CT) with 15-minute trading halt Monday – Friday 4:15 p.m. - 4:30 p.m. ET (3:15 p.m. - 3:30 p.m. CT). Monday - Thursday 5:00 p.m. - 6:00 p.m. ET (4:00 p.m. - 5:00 p.m. CT) daily maintenance period.

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: 2017-04-18 03:37:47
[2017-04-18 03:57:56]
Sierra Chart Engineering - Posts: 104368
We were wondering why this question has come up, and we thought it had to do with the holidays. There have been no issues brought up with the Daily OHLC study for a very long time.

We thought there was a problem with Use Saturday Data setting but no there is not. During a test, for Monday, the nearest matching data is Friday but it was only a partial trading day with trading on Thursday evening trading only. There is nothing wrong here.

If you think there is a problem, post an image of the chart following these instructions here:
https://www.sierrachart.com/index.php?page=PostingInformation.php#Image

We will not accept any other method. You must follow the instructions exactly.


You also need to tell us each of the Daily OHLC study settings.
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: 2017-04-18 03:58:43
[2017-04-18 10:05:38]
User299392 - Posts: 216
1. See attached for the Daily OHLC Settings that I use -

2. In suggesting CME appointed hours - you are not letting me make a distinction between Globex and Regular Trading hours (which is also appointed by CME) - and hence "forced" in my chart. I am constrained to use the hours you are suggesting. This is a problem. Sierra should be drawing Daily OHLC based on what I name as start and end time. If I use what you gave me as hours - I am not getting what I want as OHLC; I am getting what you are forcing me use as OHLC and I do not want it. Studies should not be product based looking into CME hours; it should be what I set for that specific product.

3. Lastly, in as much as the hours that you are naming may be exchange appointed - the "big trader community" only considers activity between 09:30 EST and 16:15 EST to be regular trading hours and even compose many other studies based off of that time line, e.g. TPO and Vol by Price, etc. And then there are others too.


Let me know. PLEASE.
imageDaily OHLC Settings.JPG / V - Attached On 2017-04-18 09:57:13 UTC - Size: 77.55 KB - 337 views
[2017-04-18 14:54:32]
Sierra Chart Engineering - Posts: 104368
There is no problem at all even with the Session Times you are using and you did not provide a chart showing the issue as we requested in post #8 above.

The Session Times are not even relevant here.
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
[2017-04-18 15:29:01]
User299392 - Posts: 216
I agree.
Now that the Monday is passed up - I did not save the snapshot because it was not asked at the time.

But the issue was - on Monday (i.e. yesterday) - the Daily OHLC with settings posted earlier on this stream did not show up High, Low and CLose from Thursday last, which is when the markets were last open.

It did not show with reference days back set to 1.
It, however, showed up with ref days back set to 2. And that is where I took issue with Use Sat Data not working.

You can see the rest of the exchange on the matter.
[2017-04-18 17:42:02]
Sierra Chart Engineering - Posts: 104368
No matter what the current date is, you can still scroll the chart to the location where the problem exists and post an image of that. Although at this point there is no longer a need.

But the issue was - on Monday (i.e. yesterday) - the Daily OHLC with settings posted earlier on this stream did not show up High, Low and CLose from Thursday last, which is when the markets were last open.
This is because there was a portion of Friday trading data on Thursday evening in the chart which you can see. The study was referencing that Friday trading day data which existed. This is a rare one off incident. Your claim that you have a problem every Monday simply just is not true.

The solution to this problem is to use this study instead:
https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=294#Period_OHLC-Variable_Period

The above study has the ability to skip periods where there is insufficient data. Read the documentation for it.
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: 2017-04-18 17:43:10
[2017-04-18 18:18:04]
User299392 - Posts: 216
Agreed on all counts.
And it worked for me.

I always knew that not many know how to use Sierra to its fullest. You are one of them who really knows how it works.

THANK YOU!
[2017-04-20 16:18:12]
User299392 - Posts: 216
There you go.
A problem with this study that you recommended - Period_OHLC-Variable_Period. Previous CLose does not work correctly on 1 hour charts. It reports today's values instead of last peirod's values.

See screen image here -
http://www.sierrachart.com/image.php?Image=1492704915215.png


Also, settings used are -

Time Period Type = Days
Time Period Length = 1
Use Current Period = No
Minimum Required TIme Period = 55
Display Deb = NO
Forward Project = Yes
No of Days = 400
Auto Skip = Yes
[2017-04-20 16:24:51]
Sierra Chart Engineering - Posts: 104368
We cannot make any sense of the screen image you posted. It is far too complicated and we also do not know the chart Session Times.

We will only accept an image following the instructions here:
https://www.sierrachart.com/index.php?page=PostingInformation.php#Image

You need to reduce this percentage:
Minimum Required TIme Period = 55
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
[2017-04-20 16:27:19]
User299392 - Posts: 216
Alright - looks like if I call the forward projection to say = NO - it works appropriately.

But then the problem is - it stops naming the Name Values in the Values Scale.


See this new image below -

http://www.sierrachart.com/image.php?Image=1492705559995.png
[2017-04-20 16:33:28]
User299392 - Posts: 216
http://www.sierrachart.com/image.php?Image=1492705885212.png

See above for the new chart image.

Reduced 55 to 25. Wonder how this helps - at least how so today?

Lastly, my chart settings times are already posted in this thread - see it again below -
start time: 09:30
end time: 16:14:59

eve start: 16:15:00
eve end: 09:29:59

Thought you agreed that his was not about the chart times. But see for yourself anyway.

Name and Price Values is an issue at this point. Please.
[2017-04-20 22:19:09]
Sierra Chart Engineering - Posts: 104368
We have updated the documentation for the Forward Project OHLC Lines Input setting here:
https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=294#Period_OHLC-Variable_Period

Read the description to understand it.

There should be no trouble with the Name and Value labels whatsoever. They will always display and we verified that. Therefore, the labels must not be enabled:
Chart Studies: Subgraphs Tab >> Name and Value Labels
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: 2017-04-20 22:21:02

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