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Direct MessagesDate/Time: Thu, 25 Apr 2024 00:53:58 +0000
[User Discussion] - setting to designate bar at end of time period instead of beginning?
View Count: 718
| [2019-02-10 19:39:32] |
| uM8137 - Posts: 180 |
|
This threw me for a bit. Suppose I am looking at a 1-minute OHLC bar chart in SC at 8:04am NYC time. I see that SierraChart by default is graphing 1-minute bars with the timestamp at the beginning of the bar's time, so the close plotted at 8:04am bar actually represents the closing price in force at 8:05am. Is there a setting somewhere in SC (to shift the bars over by one) so that the closing plotted for the 8:04 bar represents the closing in force at 8:04am? This caught me up because with the defaults I have "certain knowledge of the future"(!). * * * Below is supporting detail. This is way more detail than hopefully anyone should need; feel free to ignore this if the above question makes sense. F.US.EPH19 from CQG ticks {"TickID":32552477, "Tm":"2019-02-07T08:03:59-05:00", "Cl":2713.25, "Sz":1, "Hi":2713.25, "Lo":2713.00, "Op":0.00} {"TickID":32552478, "Tm":"2019-02-07T08:04:00-05:00", "Cl":2713.25, "Sz":2, "Hi":2713.25, "Lo":2713.00, "Op":0.00} {"TickID":32552479, "Tm":"2019-02-07T08:04:00.001-05:00", "Cl":2713.25, "Sz":2, "Hi":2713.25, "Lo":2713.00, "Op":0.00} ... so Cl = 2713.25 for 8:04 {"TickID":32552638, "Tm":"2019-02-07T08:04:58-05:00", "Cl":2713.00, "Sz":1, "Hi":2713.25, "Lo":2713.00, "Op":0.00} {"TickID":32552639, "Tm":"2019-02-07T08:05:03-05:00", "Cl":2713.25, "Sz":1, "Hi":2713.25, "Lo":2713.00, "Op":0.00} ... so Cl = 2713.00 for 8:05 {"TickID":32552852, "Tm":"2019-02-07T08:05:54.028999-05:00", "Cl":2712.75, "Sz":1, "Hi":2713.00, "Lo":2712.75, "Op":0.00} {"TickID":32552853, "Tm":"2019-02-07T08:06:01-05:00", "Cl":2712.75, "Sz":1, "Hi":2713.00, "Lo":2712.75, "Op":0.00} ... so Cl = 2712.75 for 8:06 {"TickID":32552984, "Tm":"2019-02-07T08:06:53.005-05:00", "Cl":2713.00, "Sz":1, "Hi":2713.00, "Lo":2712.75, "Op":0.00} {"TickID":32552985, "Tm":"2019-02-07T08:07:02.999999-05:00", "Cl":2713.00, "Sz":1, "Hi":2713.00, "Lo":2712.75, "Op":0.00} ... so Cl = 2713.00 for 8:07 {"TickID":32553116, "Tm":"2019-02-07T08:07:52.015-05:00", "Cl":2713.25, "Sz":1, "Hi":2713.50, "Lo":2713.25, "Op":0.00} {"TickID":32553117, "Tm":"2019-02-07T08:08:03-05:00", "Cl":2713.25, "Sz":1, "Hi":2713.50, "Lo":2713.25, "Op":0.00} ... so Cl = 2713.25 for 8:08 so I expected: tm sym unix_epoc my_close_of_1min_bar 2019-02-07T08:04:00-05:00 F.US.EPH19 1549544640 2713.25 2019-02-07T08:05:00-05:00 F.US.EPH19 1549544700 2713.00 2019-02-07T08:06:00-05:00 F.US.EPH19 1549544760 2712.75 2019-02-07T08:07:00-05:00 F.US.EPH19 1549544820 2713.00 2019-02-07T08:08:00-05:00 F.US.EPH19 1549544880 2713.25 2019-02-07T08:09:00-05:00 F.US.EPH19 1549544940 2712.50 the sequence of Closes I see plotted on SC: nyc_tm SC_1min_ohlc_bar_plot_close 8:03 2713.25 8:04 2713.00 8:05 2712.75 8:06 2713.00 8:07 2713.25 8:08 2712.50 screenshot of what I am seeing: http://www.sierrachart.com/image.php?Image=1549827038980.png |
| [2019-02-10 22:03:20] |
| User907968 - Posts: 802 |
|
Maybe someone else can has a better answer, but using your example - 08:04 1-min OHLC bar = trade activity taking place during the 60 seconds from 08:04:00-08:04:59.9999999 i.e. the closing price is the last traded price after 08:04:00 and before 08:05:00 - or the closing price of the 1-min time period beginning at 08:04:00. |
| [2019-02-10 22:54:12] |
| Sawtooth - Posts: 3976 |
|
Is there a setting somewhere in SC (to shift the bars over by one) so that the
The SC 8:04 open-timestamped bar has the same OHLCVTAVBV data as a 8:05 close-timestamped bar.closing plotted for the 8:04 bar represents the closing in force at 8:04am? This caught me up because with the defaults I have "certain knowledge of the future"(!). It's just a matter of the timestamp's time. There is no "certain knowledge of the future". To create close-timestamped bars, (to shift the bars over by one) you can do this: - Add the Spreadsheet Formula (Bar) study. - Use these formulas: Open: =O[-1] High: =H[-1] Low: =L[-1] Close =C[-1] - Check 'Display As Main Price Graph' Or you can use the attached Study Collection. |
 Close-timestamped bars+.StdyCollct - Attached On 2019-02-10 22:50:00 UTC - Size: 9.45 KB - 252 views |
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