Support Board
Date/Time: Fri, 09 May 2025 19:26:19 +0000
how to contribute a study ?
View Count: 2133
| [2013-10-11 11:23:56] |
| wwwingman - Posts: 185 |
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Hi, I would like to contribute a study to sierra users. I have not seen such a tool before, and a small community of traders I work with find serious interest in this tool. Can this be one of the user contributed studies ? Should I send the dll to sierra ? I am considering distributing the code under GPL, is this a problem for Sierra user contributed studies ? W. |
| [2013-10-11 16:25:15] |
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You can contribute a study. Could you provide us the source code for it? If so, we will compile it and add it to the User Contributed Studies list. You can send the source code through: https://www.sierrachart.com/usercp.php?page=SupportTickets Or to support _AT_ Sierra Chart.com. 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 |
| [2013-10-14 17:47:28] |
| wwwingman - Posts: 185 |
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done. sent to indicated email.
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| [2013-10-15 06:03:01] |
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Thank you. The easiest thing for us to do is to include it compiled into the User Contributed Studies list in Sierra Chart. Will that be OK? So the source code is not provided. However, in the documentation for it, you can link to the source code that you keep somewhere. Refer to this page: http://www.sierrachart.com/index.php?l=doc/doc_ACSILDocumentationMembers.html 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: 2013-10-15 06:03:16
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| [2013-10-15 06:50:32] |
| wwwingman - Posts: 185 |
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Yes, including the compiled version is ok with me. I have included lite documentation for the study, including the the description field with a contact email. If I make a new version (or other studies), I will find a place to host the code. W. |
| [2013-10-15 14:10:04] |
| crazybears - Posts: 314 |
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Hi could you tell what's the name of the study thanks :) |
| [2013-10-15 14:32:47] |
| wwwingman - Posts: 185 |
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The DLL is ECIVwap. There are two studies inside, ECIVwap & ECIAnchorVwap. W. Date Time Of Last Edit: 2013-10-15 14:33:08
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| [2013-12-20 15:16:12] |
| User51517 - Posts: 58 |
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Hi wwwingman, I've noticed ECIVWAP sometimes will not show anything on certain days. Then the next day everything is fixed (but still no drawing for the previous day). Have you noticed the same happened to you or other users? And would you mind sharing the code for this study? Thank you! |
| [2013-12-20 15:56:02] |
| wwwingman - Posts: 185 |
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User51517, Have not noticed the problem. And was not informed by other users. Please contact me by email (indicated in study documentation). W. |
| [2013-12-20 16:10:36] |
| User51517 - Posts: 58 |
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Hi, is your email listed in the documentation correct? I just received an error message: delivery to the following recipient failed permanently invalid address |
| [2013-12-20 16:18:38] |
| wwwingman - Posts: 185 |
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User51517, fixed the problem. try again. |
| [2013-12-20 17:26:48] |
| wwwingman - Posts: 185 |
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Problem identified. It is related to bars with no volume at all (seem to happen on renko on thin markets, or gaps etc...). Will post a fix to sierra and will update you. Code is GPL, so yes, it can be shared. Thank you. W. |
| [2016-02-18 01:46:41] |
| User83814 - Posts: 26 |
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Hi wwwingman, I know your ECIVWAP is VWAP band based on standard deviation. Is there any chance you can write a modified version using multiples of ATR for the band? I find it helpful to examine how ATR/STD bands intertwine with each other. Thanks |
| [2016-02-18 01:58:17] |
| wwwingman - Posts: 185 |
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Hi @User83814 Thx for the interest in the ECIVwap. I don't have time/use for that at this point. As indicated before code is under GPL, so it can be shared and modified easily, and I believe many traders can do what you ask to change. BigMike / others is your friend. -- W. |
| [2016-02-20 02:03:45] |
| Halco - Posts: 92 |
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This is a very interesting study. I especially like the VWAP Channel. Are there any threads anywhere about it or further documentation on it? Thanks for contributing this.
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| [2016-02-20 11:11:03] |
| wwwingman - Posts: 185 |
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@Halco, I created the ECIVwap when I was active in the private banker forum. The channel version is more something I made for my own research. If you chose the study documentation you will see my email. You can contact me. I hope this is OK with Sierra. I am not trying to sell anything here (and the ECIVwap is GPL...). -- W. Date Time Of Last Edit: 2016-02-22 13:49:05
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| [2016-02-25 19:20:31] |
| User83814 - Posts: 26 |
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Hi I noticed inconsistency in ECIVWAP study. Please see attached screen shot. It shows bond futures charts on 15 min and 5 range, with brown dots as VWAP. From my understanding, VWAP should be the same regardless of time frame. Yet 15 min is above VWAP, and 5 range is below. Quite large difference. Can you please look into it? Thank you |
 ECIVWAP inconsistency.PNG / V - Attached On 2016-02-25 19:19:21 UTC - Size: 75.28 KB - 375 views |
| [2016-02-25 20:13:17] |
| wwwingman - Posts: 185 |
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The only 100% valid vwap is built based on 1 tick charts. Which is not the case here. I use all the trades, but it is still an approximation. Much better the most available vwaps there, but still an approximation. Comparing vwap on charts that are so different in nature should lead to potentially few ticks difference, depending on the time frames used. In this case, I would suppose 1 tick difference would not be a surprise. But not "a large difference". I checked in on my feed. And at least now ~15:00 NY time there is no difference on the vwap value. Enclosed-by SC. Date Time Of Last Edit: 2016-02-25 20:14:38
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| LookAtMe1.png / V - Attached On 2016-02-25 20:14:22 UTC - Size: 134.66 KB - 400 views |
| [2016-02-25 20:17:56] |
| User83814 - Posts: 26 |
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Hi thanks for the quick the check. I checked again on my own, and still get a 10 tick difference. I'm using CQG feed and the 2 charts are duplicate of each other, except for the time frame difference. I understand a little difference is expected, and everything is approximate. But 10 ticks off is alarming. That's why I asked. Date Time Of Last Edit: 2016-02-25 20:23:03
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| ECIVWAP inconsistency 2.PNG / V - Attached On 2016-02-25 20:22:28 UTC - Size: 108.4 KB - 374 views |
| [2016-02-25 20:30:06] |
| wwwingman - Posts: 185 |
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I use IQFeed. And never saw such a difference of 10 ticks, even on much bigger time frames. I suggest making a test with the Sierra Vwap. If it does the same thing, it probably mean * your data feed volume per price is wrong. Or, * that something is wrong in the charts (for ex, session don't start at the same time, or that you don't have a new bar open on session start etc...). -- W. |
| [2016-02-26 13:18:28] |
| User83814 - Posts: 26 |
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I checked on my home PC last night. Everything worked fine. This morning I rolled bond futures to June contract, and it's working as expected. Strange though what I saw yesterday. Thank you for your contribution to the sierra community! |
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