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Date/Time: Thu, 25 Apr 2024 12:57:05 +0000



NYSE TICK

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[2018-10-05 13:57:56]
AKR - Posts: 523
This issue has been addressed several times by other users and myself too and I know you are fed up of discussing.
Still it is very important to my trading and its so far the only thing that really really is annoying in Sierra.

Its the values of the NYSE Tick. I know its calculated I know its unweighted and I know it does not need to 100% align to what the S&P is doing.
I know you checked your calculation several times and consider it more correct than even other platforms but the thing is that it does misguide one where TradeStation´s Tick gives you the perfect information. And in the end that is what counts, as a trader I dont care for the calculation I just want it to support my trading in the best way.

Pls have a look at yesterday´s morning ES + Sierra Tick and TS Tick. First of all already during the balance before the break down Sierra shows some mediocre -300/-400 values where as TS is already at -600. But ok, at least Sierra is completely below zero too, something that is often not the case when TS is. Secondly and much more important. If you look at the pullback from 2906 to 2912.75 or so. TS Tick stays completely below zero where as Sierra gets some new Tick highs on the day and much higher values than it showed on the down move. That is a completely different story shown and that right info would have been on a day like yesterday really important info.

As I assume you will not look into that again (but still I want to address and probably waste your time as it is really important) is there a possibility to include TS data into Sierra? I have seen it is possible in MultiCharts? I really love Sierra and I dont want to use a second software in addition or so. But that Tick is a real pain in ...

PS: the yellow line in the TS chart is the zero line on the tick.
Date Time Of Last Edit: 2018-10-05 13:58:47
imageSierra Tick.JPG / V - Attached On 2018-10-05 13:55:53 UTC - Size: 86.97 KB - 303 views
imageTS Tick.JPG / V - Attached On 2018-10-05 13:56:01 UTC - Size: 153.04 KB - 301 views
[2018-10-05 17:33:57]
Sierra Chart Engineering - Posts: 104368
Here is the relevant documentation on this:
Sierra Chart Market Statistics: Market Statistics Calculations Compared to Other Data Services

And here is more recent documentation on this:
Sierra Chart Market Statistics: Recent Analysis

And if there is a problem with what we offer why is it that what we have matches nearly exactly with IQ Feed:
Why Sierra Chart TICK-NYSE Market Statistic Calculation is Very Good

And where are there are differences, it is because IQ Feed appears to be doing a sampling method rather than including all trades.

We definitely do not see us at all even considering accessing another services market statistics and we do not even really know how that would be possible.
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: 2018-10-05 17:36:53

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