Login Page - Create Account

Support Board


Date/Time: Thu, 09 Jul 2020 20:33:57 +0000



Color Setting Cumulated Last Trade Size

[2017-12-22 09:34:52]
Andreas - Posts: 512 | Ending Date: 2020-10-18
Hello SC,

i have a q abt the coloring of said column... see https://www.youtube.com/watch?v=IxjmgI8xr7k

after a couple ses it changes bg-color to cyan and fg color to white.. but i cant find the setting for that?

any hint is appreciated!

thanks,
Andreas
[2017-12-22 16:19:17]
John - SC Support - Posts: 2032 | Ending Date: 2020-07-31
The settings you are looking for are found in the Graphics Settings. To change these for all charts, go to Global Settings >> Graphics Settings - Global, scroll down the list in the Colors and Widths tab to the following four items:
- Trade DOM Cumulative Last Size Text Bid Trade
- Trade DOM Cumulative Last Size Text Ask Trade
- Trade DOM Cumulative Last Size Background Bid Trade
- Trade DOM Cumulative Last Size Background Ask Trade

The documentation for these items can be found starting here:
http://www.sierrachart.com/index.php?page=doc/ChartTradingCustomizingGraphics.php#TradeDOMCumulativeLastSizeTextBidTrade
[2017-12-22 16:59:30]
Andreas - Posts: 512 | Ending Date: 2020-10-18
John,

thank you for your reply.. i thought so too but it isnt.. however, i figured it out.. after a couple seconds (looks like its a timer of 5 secs) it doesnt use those settings anymore but switches to use the "Trade DOM Last Price / Quantity Background" and Trade DOM Values Scale Text" but NOT "Trade DOM Last Price / Quantity Text"

even though i love that we change colors, i've several issues with this:

1. i think its meant to imitate x-trader's / jigsaw's behavior (which is good!) but does so wrongly... the main purpose of this is to see if there's follow through. so when it first hits the offer, and i have set it to use blue, it should be blue for the first trade and then (e.g.) white for any additional trade which occures as long as it doesnt hit the bid where prices would be initially (e.g.) red and then (e.g.) white.
This enables you quickly if there was just one big or several smaller order(s) hitting one particular level.

2. there's not enough padding to really see the numbers... right now theose are hard to read (see attachment)

3. we really should have a seperate color setting for that (text and background)

thank you,
Andreas
image2017-12-22_11-46-54.png / V - Attached On 2017-12-22 16:59:03 UTC - Size: 108.65 KB - 370 views
Attachment Deleted.
[2017-12-22 19:35:32]
John - SC Support - Posts: 2032 | Ending Date: 2020-07-31
What is the column that you are using?
[2017-12-22 19:38:54]
Andreas - Posts: 512 | Ending Date: 2020-10-18
Cumulative Last Size
[2017-12-22 20:03:41]
John - SC Support - Posts: 2032 | Ending Date: 2020-07-31
This is working properly.

It is using the items I first mentioned as long as you are connected to the Data Feed. If you are disconnected from the Data Feed, then it will use the Trade DOM Last Price/Quantity Text and the Trade DOM Last Price/Quantity Background. This is why you are seeing the change from when you first open the Trade DOM, as it needs to get the next trade to determine if it is a Bid or Ask trade to know which colors to use.

In regards to
there's not enough padding to really see the numbers
refer to the section DOM Quantities/Sizes under this section:
https://www.sierrachart.com/index.php?page=doc/GraphicsSettings.html#FontsAndText
[2017-12-22 20:09:04]
Sierra Chart Engineering - Posts: 87482 | Ending Date: 2021-04-05
1. We need more clear details to be able to implement this.

3. This is not clear what you mean.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2017-12-22 20:13:48]
Andreas - Posts: 512 | Ending Date: 2020-10-18
John, it works as i have described in #3, 1st bullet point.. see a longer video here: https://www.youtube.com/watch?v=xrkgWFY9Byg

starts at ~ 15sec when 20 hit the offer - after ~4 seconds the 20 becomes white - as set in the "Trade DOM Last Price / Quantity Background" and "Trade DOM Values Scale Text"
[2017-12-22 20:16:54]
Sierra Chart Engineering - Posts: 87482 | Ending Date: 2021-04-05
2. Do you want to see a wider background behind the number?

Also refer to post #7 above.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2017-12-22 20:40:54]
Andreas - Posts: 512 | Ending Date: 2020-10-18
SC Engineering,

#3

right now there is a bug involved and a change request

the bug:

after that 4s timer it changes colors using the setting "Trade DOM Last Price / Quantity Background" / "Trade DOM Values Scale Text" but it should use "Trade DOM Last Price / Quantity Text" to be at least consistent.

however, i'd rather like to see a new setting for "(Cumulative) Last Size Background" / "(Cumulative) Last Size Text" because something that works great for last price (e.g. cyan as background and white as text) doesnt work great for the last size.



#1

lets say we're 50 bid and 75 offer.

right now it seems to be working like this:

an order hits the bid with 10 contracts. -> coloring is "Trade DOM Cumulative Last Size Text Bid Trade" / "Trade DOM Cumulative Last Size Background Bid Trade"
another order hits the bid with 5 contracts within the 4s time period -> coloring is "Trade DOM Cumulative Last Size Text Bid Trade" / "Trade DOM Cumulative Last Size Background Bid Trade"
4s are over -> color changes to "Trade DOM Last Price / Quantity Background" / "Trade DOM Values Scale Text"


what it shoud do, though is:

an order hits the bid with 10 contracts. -> coloring is "Trade DOM Cumulative Last Size Text Bid Trade" / "Trade DOM Cumulative Last Size Background Bid Trade"
another order hits the bid with 5 contracts (within / ouside the 4s time period - that timer can be deleted) -> coloring should be (the new setting from #3) "(Cumulative) Last Size Background" / "(Cumulative) Last Size Text"


or:

an order hits the bid with 10 contracts. -> coloring is "Trade DOM Cumulative Last Size Text Bid Trade" / "Trade DOM Cumulative Last Size Background Bid Trade"
an order hits the offer with 2 contracts. -> coloring is "Trade DOM Cumulative Last Size Text Ask Trade" / "Trade DOM Cumulative Last Size Background Ask Trade"
an order hits the bid with 1 contract. -> coloring is "Trade DOM Cumulative Last Size Text Bid Trade" / "Trade DOM Cumulative Last Size Background Bid Trade"
another order hits the bid with 2 contracts (within / ouside the 4s time period - that timer can be deleted) -> coloring should be (the new setting from #3) "(Cumulative) Last Size Background" / "(Cumulative) Last Size Text"



#2

yes, make the "background box" a bit wider.. maybe as wide as the cell

see mockup attached
Date Time Of Last Edit: 2017-12-22 20:41:07
image2017-12-22_15-39-43.png / V - Attached On 2017-12-22 20:40:50 UTC - Size: 3.42 KB - 342 views
[2018-01-02 16:29:11]
Andreas - Posts: 512 | Ending Date: 2020-10-18
SC, does this mean you look into this and consider implementing my proposal?

and where are my 2 posts with the videos?

thanks,
Andreas
[2018-01-02 18:17:36]
Sierra Chart Engineering - Posts: 87482 | Ending Date: 2021-04-05
In regards to the videos, we do not accept videos:
https://www.sierrachart.com/index.php?page=doc/PostingInformation.php#DoNotPostVideos

We looked at one of them, and we were reassured as to why that policy exists. We will not look at the videos. They are not necessary.

We will look over the other information when we can.

right now there is a bug involved and a change request

the bug:

after that 4s timer it changes colors using the setting "Trade DOM Last Price / Quantity Background" / "Trade DOM Values Scale Text" but it should use "Trade DOM Last Price / Quantity Text" to be at least consistent.
There is no bug. The documentation is quite clear:

http://www.sierrachart.com/index.php?page=doc/ChartTradingCustomizingGraphics.php#TradeDOMCumulativeLastSizeTextBidTrade

We will look this over when we can and see what is best for us to improve with this. Allow six months.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2018-08-26 01:50:43
[2019-02-25 22:43:15]
whats1thingnow - Posts: 273 | Ending Date: 2020-10-02
+1 for post #10

basically how tt does their cumulative last size coloring

1) an order hits the bid with 10 contracts. -> coloring is red background "Trade DOM Cumulative Last Size Text Bid Trade" / "Trade DOM Cumulative Last Size Background Bid Trade"
2) an order lifts the offer with 2 contracts. -> coloring is green background "Trade DOM Cumulative Last Size Text Ask Trade" / "Trade DOM Cumulative Last Size Background Ask Trade"
3) an order hits the bid with 1 contract. -> coloring is red background "Trade DOM Cumulative Last Size Text Bid Trade" / "Trade DOM Cumulative Last Size Background Bid Trade"


4) another order hits the bid with 17 contracts (REGARDLESS if it's within or outside the 4s time period >> that 4s timer can be deleted) -> coloring should be WHITE blackground with black text and should read 18 (1+17)

sc currently DOES NOT have any settings/feature to turn the background WHITE when the size is accumulating at the same bid, or at the same offer
Date Time Of Last Edit: 2019-04-28 22:06:51
[2019-04-20 15:48:23]
whats1thingnow - Posts: 273 | Ending Date: 2020-10-02
recent bid/ask of dom is getting better and better

just wondering if we can also start the fix on cumulative last size so sc is calculating this like TT and jigsaw?
[2019-04-28 21:49:25]
User574234 - Posts: 15 | Ending Date: 2019-04-06 [Expired]
https://www.sierrachart.com/index.php?page=doc/ChartTradingCustomizingGraphics.php#TradeDOMCumulativeLastSizeTextBidTrade

if there has not been a trading price change for more than four seconds, then this color setting is not used and instead the Chart DOM Values Scale Text or Trade DOM Values Scale Text, and the Chart Background or Trade DOM Last Price/Quantity Background color settings are used instead for the Last Size text and background

Where did this arbitrary four seconds come from?

Industry standard is how TT and Jigsaw does Cumulative Last Trade Size, which has nothing to do with a random timer of 4 seconds.

Basically:
- 1st bid hit (regardless of amount) to price, it's RED
- if price stays and more hit into the bid WITHOUT lifting the offer, the amount at same bid price now accumulates in WHITE
- vice versa for 1st offer lift (GREEN), then accumulates in WHITE

Please fix.
[2019-04-28 22:06:25]
whats1thingnow - Posts: 273 | Ending Date: 2020-10-02
Basically:
- 1st bid hit (regardless of amount) to price, it's RED
- if price stays and more hit into the bid WITHOUT lifting the offer, the amount at same bid price now accumulates in WHITE
- vice versa for 1st offer lift (GREEN), then accumulates in WHITE

yes, this is exactly what i was trying to convey in post #13:

1) an order hits the bid with 10 contracts. -> coloring is red background "Trade DOM Cumulative Last Size Text Bid Trade" / "Trade DOM Cumulative Last Size Background Bid Trade"
2) an order lifts the offer with 2 contracts. -> coloring is green background "Trade DOM Cumulative Last Size Text Ask Trade" / "Trade DOM Cumulative Last Size Background Ask Trade"
3) an order hits the bid with 1 contract. -> coloring is red background "Trade DOM Cumulative Last Size Text Bid Trade" / "Trade DOM Cumulative Last Size Background Bid Trade"


4) another order hits the bid WITHOUT lifting the offer with 17 contracts (REGARDLESS if it's within or outside the 4s time period >> that 4s timer can be deleted) -> coloring should be WHITE blackground and should read 18 (because 1+17)

sc currently DOES NOT have any settings/feature to show the background WHITE when the size is accumulating at the same bid, or at the same offer

[2019-06-19 17:44:58]
whats1thingnow - Posts: 273 | Ending Date: 2020-10-02
any chance we can work on this?

thanks!
[2019-08-22 04:12:11]
whats1thingnow - Posts: 273 | Ending Date: 2020-10-02
following up on this - thanks
[2019-11-09 03:52:17]
whats1thingnow - Posts: 273 | Ending Date: 2020-10-02
following up here after 3 months

please consider - thanks
[2019-11-28 14:44:09]
whats1thingnow - Posts: 273 | Ending Date: 2020-10-02
following up - thanks
[2019-11-28 15:13:37]
Ackin - Posts: 1065 | Ending Date: 2020-09-04
+1
[2019-11-28 19:51:28]
seandunaway - Posts: 138 | Ending Date: 2021-07-10
In my opinion, after many voices heard over many months, we just finally got Cumulative Last Size fixed proper with the addition of the Reset Cumulative Last Size on Bid/Ask Change.

So engineering, please, any adjustments, please, create a new column or make it optionable! :D
[2019-12-02 22:08:01]
whats1thingnow - Posts: 273 | Ending Date: 2020-10-02
hi seandunaway,

i actually agree with everything you said in https://www.sierrachart.com/SupportBoard.php?ThreadID=41630

i was misled as well because i thought 114 red is 114 hitting the bid (https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=30450) - so this Reset Cumulative Last Size on Bid/Ask Change option is great

as you said:
TT actually acknowledges this by using 3 colors, white for volume traded, and red or green only once when the aggressor changes.

I just find resetting the cumulative on bid/ask change infinitely more helpful when determining strength or weakness, especially in thinner and faster markets (anything but treasuries) where the mental math becomes impossible.

the point of these thread is to get the WHITE from tt into sc


in this example (https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=30450) at 00:33:28

we should see on 2888.50 (as we would on tt):
82 red
98 white
135 white

with your Reset Cumulative Last Size on Bid/Ask Change option enabled, we should see:
82 red
16 green
37 red

except because it's all happening in the same second, we'd likely just see 37 red (while 82 red & 16 green flash by very quickly w/o the eyes registering)

To post a message in this thread, you need to login with your Sierra Chart account:

Login

Login Page - Create Account