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Direct MessagesDate/Time: Thu, 09 May 2024 20:03:47 +0000
Cumulative Volume changes when i adjust days to Load.
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| [2018-03-05 18:34:24] |
| Nate1 - Posts: 8 |
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I'm trying to figure out how to correctly set up my Cumulative, and relative volume chart for a 100 Day period. I have the study set to include 100 Days, however the output changes based on my Chart Settings "Days to Load" I understand that the "Days to Load cannot be less then the "Days to include", however I don't understand why when I Load 150 Days instead of 110 Days, it greatly effects the Cumulative and Relative volume. Also my chart is set up for continuous contract - Volume based rollover- Back Adjusted Thanks Nathan |
| [2018-03-06 03:55:46] |
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We updated the documentation for this study. Refer to: Relative Volume: Inputs Added: Although if Minimum Required Data for Day as Percentage is set to a percentage greater than 0, then there are going to be weekends and other days like holidays skipped in the chart requiring that the Days to Load Chart Setting be set even higher than Period - Days to Include. For example, if Period - Days to Include is set to 14, then you should set the Days to Load in the chart to at least 20 to ensure there is sufficient data to account for weekends and holidays. Also, based on the settings you are describing where you are limiting the days loaded in the chart, the Relative Volume values are only going to be valid for the recent day or days. Not prior days. 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: 2018-03-06 03:58:38
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| [2018-03-06 21:18:00] |
| Nate1 - Posts: 8 |
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Okay so I'm still having a little trouble with this. I just want to make sure my data is accurate and set up correctly. What I am looking for is the Relative Volume and Cumulative Volume Ratio for the last 100 Trading days. Setting up the study is straight forward, its how my chart settings effect the outcome that I am confused. I am now loading 365 Days. (The cumulative ratio changes based on the number of days I load) I am not loading evening or weekend data. (This also effects the Cumulative ratio).My date range in file is 2017-11-27 (I cannot figure out how to change this) Does this sound correct or am I missing something? Thanks for your time Nathan |
| [2018-03-07 04:07:39] |
| Nate1 - Posts: 8 |
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I got an email saying there was a new post, however I did not receive a response. Also to Clarify what I am looking for, I'm looking for the current day Relative volume and Cumulative Volume Ratio, based on the last 100 Days.
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| [2018-03-07 16:19:42] |
| John - SC Support - Posts: 31501 |
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It sounds like the place you are getting caught up is with the Input for Minimum Required Data for Day as Percentage. If this is set to any value other than 0, then if a day over the calculation range does not have enough data to meet this threshold, then the calculation goes back an additional day. It continues to do this until it has met the Days to Include number, or hits the beginning of the data, whichever comes first. This is documented here: Relative Volume: Inputs The easiest solution is to simply set this value to 0. If you do this, and you have at least 100 days loaded, then changing the Number of Days to Load to a higher value should not impact the results. If you do use a value greater than 0, then you will play with the number of days loaded to find the right number that is greater than the days it needs to correctly complete the calculation. Also, the number of days to load is affected by whether this is an Intraday chart or a Historical Chart. You can find the documentation on this subject here: https://www.sierrachart.com/index.php?page=doc/ChartSettings.html#DateRangeInFile For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-03-07 16:24:49] |
| Nate1 - Posts: 8 |
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I will look into this. Thank you for the quick response! You guys have a great Help Support Team. I have been very impressed with the amount of information available on the website support boards, and also the response to the questions I cannot figure out on my own. |
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