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Direct MessagesDate/Time: Thu, 18 Apr 2024 07:57:52 +0000
TPO Initial Balance Range
View Count: 2478
| [2019-01-18 17:58:30] |
| bitshine - Posts: 7 |
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Hello, I am trying to setup initial balance range for us markets, the time range for IBR is 4pm > 9:30am. However, there is a issue as during the non cash period it sometimes seems to skip some letters in the TPO, which the IBR does not take into consideration, so its not possible to get the exact IBR during non-cash. example - https://i.imgur.com/aVXqR1g.png if u can see where the AAA tpo starts, the one on the right is different to one on the left. Question - Is it possible to set initial balance range by time like 4pm to 9:30am instead of sum of tpo letters? |
| [2019-01-18 18:34:49] |
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The initial balance range is not meant to be calculated across a large span of time. It probably should work but this is the first time we have had anyone mention doing anything like this. We only accept chart images posted using this method here: https://www.sierrachart.com/index.php?page=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: 2019-01-18 18:36:56
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| [2019-01-18 19:10:02] |
| bitshine - Posts: 7 |
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the IBR is suppose to be the pre-cash / overnight session, 1 hour is suitable for the german bund due to 1hr pre-market, but us equities have a much longer overnight session, which is why it needs to calculate over a larger span of time
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| [2019-01-19 10:52:00] |
| bitshine - Posts: 7 |
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Any chance that we can get a time range IBR option instead of just sum of TPO letters?
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| [2019-01-21 21:02:18] |
| John - SC Support - Posts: 30927 |
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You should be able to accomplish what you want with a combination of settings for the TPO Letter/Block Time Period Length, TPO Letter/Block Time Period Length Unit, Initial Balance Range and Chart Session Times. From your example, if you want an Initial Balance Range from 16:00 to 09:30, then be sure that the Evening Session hours starts at 16:00. Then set the following: TPO Letter/Block Time Period Length Unit -> Minutes TPO Letter/Block Time Period Length -> 30 Initial Balance Range -> 35 Whatever you use, just be sure that the range you are working with is evenly divisible by the Time Period Length and Unit (from your example, 15 minutes or 30 minutes would work fine, but 20 minutes would not). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-01-21 21:15:45] |
| bitshine - Posts: 7 |
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I have tried to do that, however, the tpo seems to skip some letters during the pre-market assumingly because during pre-market hours, there is not much trading, and when theres no trade tpo doesnt post a letter. Thus, when i enter a 35 letter IBR for the evening session, it includes more than the evening session since tpo skipped a lot of letters during evening session. Which is why I suggested to add a time period based option for the IBR. Thanks |
| [2019-01-21 21:43:58] |
| John - SC Support - Posts: 30927 |
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Ok. We see what you are saying, and you are correct. It is counting up the sub-periods that exist and non-existent sub-periods are not taken into account. We will add your request to our list of work items, but we cannot make any commitment in terms of when we will be able to get this done. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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