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Cumulative Delta data error

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[2018-04-19 18:00:51]
[Go To First Post]
WarriorTrader - Posts: 245
Hello,

I have a study that has been in use for over five years now. It draws a line at today’s high and low cumulative delta values. SC current version seams to be adding around 200 contracts to the delta values, both highs and lows. It is not a consistent number. I have included some pictures including how the study looks in SC version 1209. Here is how the values are defined for a high value:


SCFloatArray DeltaHighArray;
sc.GetStudyArrayUsingID(DeltaStudy.GetStudyID(), 1, DeltaHighArray);

------------

DeltaHighValue = sc.GetHighest(DeltaHighArray, sc.Index, DyanmicLookback);

-------------------------

DeltaHighLine_Tool.BeginValue = DeltaHighValue;

The problem could be in the sc.GetHghest sc.GetLowest function or the DeltaHigh array.

Also, the Swing High Low study no longer works with the cumulative Delta candlesticks. I've included a picture of that too, although I don't really care if you fix it or not - no longer using it.


Hopefully this it the last problem I encounter. I finally have SC current version down to 20% CPU, faster than what it was in version 1209.


Thx,
--WT
Attachment Deleted.
imageDeltaError1.png / V - Attached On 2018-04-19 17:58:31 UTC - Size: 118.42 KB - 292 views
imageDeltaError2_1209.png / V - Attached On 2018-04-19 17:58:39 UTC - Size: 92.31 KB - 250 views
imageSwingHighLow Error.png / V - Attached On 2018-04-19 17:58:55 UTC - Size: 90.39 KB - 249 views
[2018-04-19 18:12:40]
[Go To First Post]
WarriorTrader - Posts: 245
Hello,

The same discrepancy can be found when you use AutoSnap with a Horizontal Ray. It is around 100 contracts there even when you have the AutSnap set to "sensitive".


--WT
[2018-04-19 18:16:22]
[Go To First Post]
Sierra Chart Engineering - Posts: 104368
We do not provide debugging services and the idea that there is something wrong on the Sierra Chart side is totally false.

You need to analyze this problem and resolve it on your side.
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
[2018-04-19 18:33:49]
[Go To First Post]
WarriorTrader - Posts: 245
Here is the code I use for the "X" in the picture. It uses the DeltaLowArray right from the source. The problem is with the DeltaLowArray which gets it data forom the sc.GetStudyArrayUsingID()

SCFloatArray DeltaLowArray;
sc.GetStudyArrayUsingID(DeltaStudy.GetStudyID(), 2, DeltaLowArray);



      //Historic Low Pivot short term
      PrevLowPivotMarkerDelta.Clear(); // Reset tool structure. Good practice but unnecessary in this case.
      PrevLowPivotMarkerDelta.ChartNumber = ExternalChartNo;
      PrevLowPivotMarkerDelta.AddAsUserDrawnDrawing = 1;

      PrevLowPivotMarkerDelta.DrawingType = DRAWING_MARKER;
      //PrevLowPivotMarkerDelta.LineNumber = 7417760;
      PrevLowPivotMarkerDelta.Region = 1;

      //BarIndex = max(0, sc.ArraySize - 35);

      PrevLowPivotMarkerDelta.BeginIndex = SavedPrevLowPivotIndex;
      PrevLowPivotMarkerDelta.BeginValue = DeltaLowArray[SavedPrevLowPivotIndex]; //this data is coming from SC sc.GetStudyArrayUsingID() function

      PrevLowPivotMarkerDelta.Color = SavedPrevLowPivotColor; //RGB(255,255,0);
      PrevLowPivotMarkerDelta.AddMethod = UTAM_ADD_ALWAYS;

      PrevLowPivotMarkerDelta.MarkerType = MARKER_X;
      PrevLowPivotMarkerDelta.MarkerSize = 3;

      PrevLowPivotMarkerDelta.LineWidth = 3;

      sc.UseTool(PrevLowPivotMarkerDelta);



My code is working as expected. I have been around here a long time (7 years) and have NEVER asked anyone at SC to debug my code.

Thx,
WT
Date Time Of Last Edit: 2018-04-19 18:38:14
[2018-04-19 21:57:59]
[Go To First Post]
WarriorTrader - Posts: 245
Hello,

Ok I found out what the problem is. The study used data from the home chart then displays the line on the remote chart. The cumulative delta numbers on the remote study are not exactly the same. Off around a couple hundred contracts.
I adjusted the times in the chart settings so the overnight times were there the same. Now they are only one contract off. Problem solved. Your were right. SC is working fine.

In the older versions of SC you could make sure both cumulative delta's were the same - just load all the data. But in this SC version you can’t split a file, so all I can do is set a date to start loading data.

Thx,
-WT


PS - The AutoSnap was more responsive in the older version. I can't get the horiz. ray to fix exactly on a high or low delta candle - even when I expand the range of the bars to an extremely small range.

--edit: I stand corrected on the AutoSnap also. Turns out I did not have AutoSnap selected on the menu.
Date Time Of Last Edit: 2018-04-19 22:23:03

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