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Direct MessagesDate/Time: Fri, 26 Apr 2024 02:34:18 +0000
Post **1793** Spreadsheet Problems NOT Related to cells disappearing
View Count: 1420
| [2018-09-19 17:46:20] |
| doctor10 - Posts: 76 |
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Spreadsheets are calculating differently. Don't understand exactly how or why. After update from 1781 to 1808 the same chart data, studies, and formulas are rendering different entry and exit time signatures than what can be observed by reverting to 1781. Refreshed data once within both versions to confirm it wasn't a data issue. I initially tried updating at 1789 and experienced the cell dropping and reverted to 1781. EDIT: Also post 1781 moving through charts is laggy and the chart values tool lags behind the mouse badly live(as opposed to barely noticeable when sierra is healthy) not so bad offline(usually doesn't happen at all when sierra is healthy). I recreated the same issues encountered in 1808 in 1794. Please advise, Date Time Of Last Edit: 2018-09-19 19:16:55
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| [2018-09-20 18:43:26] |
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You cannot rule out there is some difference with the data causing a difference or some other setting. Also, for us to help with this we need to know what exactly is different. Otherwise, we cannot help. Actually there may be a slight difference in the timestamps of an order fill. But they are still going to be correct. EDIT: Also post 1781 moving through charts is laggy and the chart values tool lags behind the mouse badly live(as opposed to barely noticeable when sierra is healthy) not so bad offline(usually doesn't happen at all when sierra is healthy). Most likely this is graphics related if it is something new. Update to the latest release which is 1809.
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: 2018-09-20 18:43:55
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| [2018-09-20 19:05:50] |
| doctor10 - Posts: 76 |
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But I can reproduce the differences and make them disappear by rolling back the same instance of sierra to 1781 with the SAME DATA. I have checked and checked again. There is no way it is setting or data related because I can get my usual outputs(Entry Price-Time/Exit Price-Time) in 1781. In the same iteration of sierra update to 1808, run again and my outputs are wrong. Then roll it back to 1781 and everything is fine. I have been working on this system for awhile and I have transitioned through many versions of sierra with this set up without issues. I will post back if issues persist in 1809. Thank you, Date Time Of Last Edit: 2018-09-20 19:49:55
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| [2018-09-21 18:59:11] |
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Okay at this point we need you to tell us precisely why your automated trading system is performing differently. You should be able to tell. You can run two copies of Sierra Chart side-by-side and look at the differences and tell us why the result is different. That is fully within your control because everything is visible to you and a major portion of what you are doing is your own code. From our position there is no way we can possibly know why. Here is the explanation of why: Automated Trading Management: Troubleshooting Automated Trading System Behavior We simply cannot provide any further help unless you give us very clear specifics. We want to help but we need specifics. Otherwise we cannot. Here are instructions to run another copy of Sierra Chart: Using Multiple Data and Trading Services at the Same Time: Step-By-Step Instructions to Install Multiple Copies of Sierra Chart 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: 2018-09-21 21:01:03
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| [2018-09-22 15:41:25] |
| doctor10 - Posts: 76 |
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Ok guys I think I found a clue. I'm reading slightly different results between 1781 and 1809 for Study Subgraphs difference calculations involving price and standard deviation bands based on price. Did anything about renko calculation methodology change? I confirmed the issue shows up at version 1793. Thanks, Date Time Of Last Edit: 2018-09-22 18:22:44
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| [2018-09-23 23:42:05] |
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No other than resolving an issue where with a certain Renko configuration, where some Renko bars can be longer than the specified number of ticks. But this was a very rare condition.
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: 2018-09-24 19:19:22
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| [2018-09-24 15:50:52] |
| doctor10 - Posts: 76 |
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Okay at this point I need you to tell me precisely which "certain Renko configuration" is calculating differently.
Date Time Of Last Edit: 2018-09-24 15:51:05
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| [2018-09-24 19:22:40] |
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It would be very doubtful you would have been affected by this because it would have been very obvious and it was a rare condition. The particular modes affected were ones that support this: New Bar When Open Crossed Once again we highly doubt you would have been affected by this. It would have been very obvious to you if you were affected by this because you would see an unusually long Renko bar compared to the others. 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 |
| [2018-09-24 19:30:51] |
| doctor10 - Posts: 76 |
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I see. Alright so any ideas why the same studies, same formulas, same data are getting different results for simple calculations in version 1793 and onward?? I have reproduced this with fresh installs. I have reproduced this with freshly downloaded data compared with stored data. I need to know what is causing this difference. Any chance you could undo that change(easier said probably) for a pre-release? Or send me a version? - D Date Time Of Last Edit: 2018-09-24 19:37:27
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| [2018-10-02 01:25:59] |
| doctor10 - Posts: 76 |
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Here are some shots. Fist two screens below show values for the studies that are within the typical variance in values I am used to seeing between any two data sets and versions of sierra chart. http://www.sierrachart.com/image.php?Image=1538437446418.png http://www.sierrachart.com/image.php?Image=1538437511902.png The third screen below shows how post 1793 sierra calculates the same studies. The darker blue grid indicates that it is the same instance of sierra chart that I used to take the version 1781 screen in link number two. The data remained completely unedited between the two shots. http://www.sierrachart.com/image.php?Image=1538442966172.png I know you guys are busy but I don't want to be stuck on old versions... I am aware of my unorthodox renko settings. I would like to be clear that I have been using this format for quite sometime in real time and back test without issue. Please let me know if I am SOL... Date Time Of Last Edit: 2018-10-02 11:36:43
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| [2018-10-04 00:24:59] |
| doctor10 - Posts: 76 |
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I am finding different values for number of bars in the exact same time periods between pre-1793 and post-1793 via the spreadsheet system. I did a fresh data download for each instance of sierra I had open. Each instance was version 1781. An example time period that I checked was 2018-09-01 - 2018-10-02. Both instances counted 205919 bars. I updated one of the instances to 1814 and the same time period reads 205009 bars. I have retested this and found consistency in the bar numbers between any two instances of any version pre1793 sierra chart in any time period. When either of them is updated past 1793 the number of bars changes for the same time periods. Might this be what is causing my calculations to vary so much from an update? What might cause this discrepancy in number of bars? How did one update out of hundreds I've done while developing this system just toast it's calculations? I get that it is not really your problem and sierra chart engineers are not obligated to fix or otherwise change anything but I have had no question in my mind about sierra chart's reliability. I have come to find that most of my issues with the platform in the past are due to a lack of my understanding exactly how to use the tools provided. That being said I have come to trust the renko configuration I was using and I would like to somehow be able to continue using it if at all possible. Date Time Of Last Edit: 2018-10-04 12:32:26
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| [2018-10-04 17:35:30] |
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Any chance you could undo that change(easier said probably) for a pre-release? Or send me a version? I did a fresh data download for each instance of sierra I had open. Each instance was version 1781. An example time period that I checked was 2018-09-01 - 2018-10-02. Both instances counted 205919 bars. I updated one of the instances to 1814 and the same time period reads 205009 bars. I have retested this and found consistency in the bar numbers between any two instances of any version pre1793 sierra chart in any time period. When either of them is updated past 1793 the number of bars changes for the same time periods. Might this be what is causing my calculations to vary so much from an update? 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: 2018-10-04 17:36:35
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| [2018-10-04 18:00:22] |
| doctor10 - Posts: 76 |
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Thank you for getting back to me. I know you guys do ALOT and I think it's awesome. I will attach a chartbook that covers the mentioned example time period. I think this is what you are asking for. No studies. Just my renko format. That's GC - NYMEX via IB. Doubt I need to tell you but just to be clear. A fresh data set, a version of 1789 or earlier and a version of 1793 or later with the renko format in the attached chartbook will produce different total numbers of bars for the same time periods. Thank you again for taking a look. Date Time Of Last Edit: 2018-10-04 18:08:48
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Private File |
| [2018-10-23 23:07:29] |
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We apologize for the long delay. We are starting to look at this now. First are you aware that you are using this particular Renko Bar mode which was made for one particular user: "New Trend Bar When Range Exceeded | New Reversal Bar When Reversal Amount Met Plus 1 Tick and References Prior Close | First Trend Bar Same Length as Reversal" 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 |
| [2018-10-24 00:45:44] |
| doctor10 - Posts: 76 |
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I am and I liked it but the difficulties here made me look at a few things pretty thoroughly since I shouldn't be reliant on such minutia. It seems that those settings produce identical results to 2 price changes per bar. Has anything changed with the the way vol/NoT/OI are displayed or associated per bar? Slightly unrelated question... What is the longest you would allow studies to calculate live before recalculating the chart? Have you found a practical limit or should calculations remain accurate indefinitely? Date Time Of Last Edit: 2018-10-24 04:22:58
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| [2018-10-25 18:07:09] |
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We still need more time to look into this. or should calculations remain accurate indefinitely? Yes.
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: 2018-10-25 18:07:16
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