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Direct MessagesDate/Time: Fri, 19 Apr 2024 15:43:08 +0000
Range Bars Closing Mid Bar
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| [2018-04-24 00:56:36] |
| User104854 - Posts: 441 |
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I recently changed data providers and I'm noticing instances where the range bars I use on one of my charts are not closing at the high or the low of the bar but in between. I'm using range bars open=close so after the bar closes the 'Last' should equal the high or the low of the bar depending on if it closed up or down. I never encountered this with my previous provider. Any chance there's an adjustment that I can make or is this a complete data provider issue? I've attached a screenshot. Thanks.
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 Range Bars.png / V - Attached On 2018-04-24 00:54:54 UTC - Size: 63.95 KB - 314 views |
| [2018-04-24 05:31:16] |
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Refer to this page: Number Of Trades, Volume or Range Bar Charts Do Not Match Setting or Are Not Accurate or Are Inconsistent It looks as though those bars are being cut early because you have New Bar at Session Start enabled. 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 |
| [2018-04-24 13:30:18] |
| User104854 - Posts: 441 |
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Actually I don't have it enabled. The screenshot that I sent showed 2 instances close to each other and neither was at the session start.
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| [2018-04-24 19:39:16] |
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Follow through the instructions in the first section here: Number Of Trades, Volume or Range Bar Charts Do Not Match Setting or Are Not Accurate or Are Inconsistent 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 |
| [2018-04-24 21:44:02] |
| User104854 - Posts: 441 |
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Thank you for the info but I still can't get it to work. I changed the intraday setting from 1 second to 1 tick. Made sure that split data records is checked. I verified the tick data. The historical data is set to 186 days for 1 tick data. I scrolled to the beginning of my chart and deleted and re-downloaded the data. I still have bars where the close is in the middle of the bar. What else can I try or am I missing a step? Is there a setting for historical 1 tick data? |
| [2018-04-24 22:24:16] |
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Provide an image of the chart or Trade DOM, by following these instructions: https://www.sierrachart.com/index.php?page=doc/PostingInformation.php#Image 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: 2018-04-24 22:24:27
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| [2018-04-24 22:27:42] |
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Actually, it just occurred to us, this is the reason why you see what you do: range bars open=close
Refer to the description here: Chart Settings: Intraday Chart Bar Period >> Bar Period Type >> Range Per Bar - Open=Close (in ticks) Update: This may not be correct. We would have to look into the code further and analyze this. 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: 2018-04-26 01:55:57
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| [2018-04-24 23:00:16] |
| User104854 - Posts: 441 |
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I've provided a screenshot. Here's the deal. Using these type of bars is nothing new to me. I recently switched data providers and am now using CQG WebAPI and this has to have something to do with it. Previously I was using Gain and never had this problem, ever. I'm using 4 tick range bars open=close like I always have. Once one of these bars closes the 'last' should always equal the high or low of the bar unless new bar on session start is checked which it isn't, nor are these bars that I mention at the start of the session. Now with this new provider I see instances where the last does not equal the high or low. In my screenshot I hovered over the bar to show the chart values. With this particular bar the high is 2708.00, Low 2707.00 and the last 2707.50, right in the middle. Would it make a difference if I use CQG Fix Trading? Maybe there's a setting for this data provider? Please advise. |
| Range Bars.png / V - Attached On 2018-04-24 22:50:10 UTC - Size: 136.1 KB - 281 views |
| [2018-04-25 18:48:42] |
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We have determined that there is not tick by tick data in the chart data file. Carefully follow through each of the instructions here: Tick by Tick Data Configuration 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 |
| [2018-04-27 13:56:03] |
| User104854 - Posts: 441 |
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I followed the steps and it appears to be working. Some of the historical data still isn't perfect but I'm not worried about it. I haven't seen an instance in recent days. Thank you.
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