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Date/Time: Sun, 28 Apr 2024 20:37:28 +0000



Market Depth Historical Graph and WIDE!!! price ranges

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[2019-03-25 20:21:35]
User138602 - Posts: 169
DAMN!!! i heared about bookmap not long ago and SURELY want to make use of this tool. 2 days ago i finally found out what Market Depth Historical Graph actually is...AWESOME!!!!!
Its not as specialist as bookmap but it has all the essentials and does the trick...just needs tweaking.

What i miss: Today we had a decent drop in bitcoin. So the price range on the chart gets bigger. While bookmap merges several price ticks together as you zoom out, sc doesnt. The endresult is in sc the ChartDOM is unreadable and the color shaded price levels get thinner and thinner, In this case, is it possible to set a bigger tick size on the DOM and several price levels get calculated as one?

i attached to files for comparison and better understanding

Best Regards
image25-03-_2019_21-15-54.png / V - Attached On 2019-03-25 20:18:33 UTC - Size: 188.53 KB - 1863 views
imageBookMap 25-03-_2019_21-19-24.png / V - Attached On 2019-03-25 20:20:16 UTC - Size: 296.22 KB - 1991 views
[2019-03-26 21:50:00]
Sierra Chart Engineering - Posts: 104368
You can use this setting to combine market depth levels:
Chart Settings: Market Depth Combine Increment in Ticks (Chart >> Chart Settings >> Market Depth menu)

But it does not affect the Market Depth Historical Graph study but we will work on that later.

You can also increase the actual Tick Size for the entire chart. Just be aware that this can have other implications, particularly to some Drawings and Studies that are dependent on the Tick Size. Refer to the documentation here:
Chart Settings: Tick Size (Chart >> Chart Settings >> Symbol >> Symbol Settings menu)
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: 2019-03-26 21:50:32
[2019-03-27 18:47:12]
User138602 - Posts: 169
Is it possible for you to give us an option for the coloring before working more on the Market Depth Historical Graph? Btw., can you already give a ROUGH ETA?

Every color range always scales up from the background color. I would prefer the shading starts from the end of previous color range. If one wants to have a smooth transition from yellow to orange, then it really doesnt work that well. I use a grey background and because of that, the orange level doesnt scale from yellow into orange but rather from greyish into orange and this really doesnt help to grasp visually fast what the study is telling.

Keep it up, you guys are awesome.
[2019-03-27 21:16:14]
John - SC Support - Posts: 31159
We understand what you are asking for and will take it under consideration, although we cannot give any idea of a timeline.

In the meantime, one thing you can try doing to help your need is to increase the value for the Minimum Volume Intensity Percent, as this will eliminate some of the colors that are more towards the background color.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2019-03-30 09:14:14]
User541156 - Posts: 67

I guess what we need here is this to work automatically with the vertical scale zooming in and out.
[2019-04-28 22:25:24]
whats1thingnow - Posts: 407
You can use this setting to combine market depth levels:
Chart Settings: Market Depth Combine Increment in Ticks (Chart >> Chart Settings >> Market Depth menu)

But it does not affect the Market Depth Historical Graph study but we will work on that later.

this is the solution i was looking for!

market depth historical graph is some times too thin (hence cannot see) when the volatility increases

any eta for this?
[2019-05-11 01:19:56]
Sierra Chart Engineering - Posts: 104368
We would expect this to be completed sometime during the next 60 days.
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
[2019-08-23 04:46:23]
User138602 - Posts: 169
Greetings,

MarketDepthCombineIncrementInTicks seems only to work with the chart dom colomn. does sc support merging several price levels into 1 market depth level for the historical markt depth study yet?

Thx
[2019-08-23 05:00:37]
Sierra Chart Engineering - Posts: 104368
No not yet.
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
[2019-11-09 03:57:06]
whats1thingnow - Posts: 407
You can use this setting to combine market depth levels:
Chart Settings: Market Depth Combine Increment in Ticks (Chart >> Chart Settings >> Market Depth menu)

But it does not affect the Market Depth Historical Graph study but we will work on that later.

please please please help

this request has been more than 60 days

thank you
[2019-11-09 13:12:36]
nosast - Posts: 290
I don't know how Bookmap is doing this exactly but it seems that they use some logic to cluster the levels (based on the overall liquidity percentage?) so that they highlight areas instead of single price levels. It would be great if Sierra engineers take a deep look into Bookmaps implementation and build something similar. Would love to get rid of Bookmap and only use Sierra as a all-in-one solution. I just can't get used to trading from Bookmap ;-)
[2019-11-28 14:45:27]
whats1thingnow - Posts: 407
from [2019-05-11 01:19:56]

We would expect this to be completed sometime during the next 60 days.

please help
[2019-12-19 00:28:55]
nosast - Posts: 290
Any update on the combined historical depth?
[2019-12-30 21:07:28]
whats1thingnow - Posts: 407
happy new year! let's make this happen

post #7 back in May 2019
We would expect this to be completed sometime during the next 60 days.

we need this to see the market depth for markets like NQ or else it's too THIN

please help



thanks
[2020-01-29 21:21:56]
smrtallk - Posts: 1
@User138602 Looks awesome! Would you mind sharing your template?

Thank you!
[2020-02-03 18:53:33]
User138602 - Posts: 169
This template is confusing as hell. I am not using it anymore, sry.
[2020-02-12 19:33:08]
Profile Trader - Posts: 167
Those of you using Bookmap software please go into Bookmap Forums and go into Features and Benefits request.
Open the Thread Please add Support for Sierra Chart Data Feed.
An post a support message if you would like another data feed option that is
1. More then 10 levels
2. Tick by Tick data
3. Reasonably Priced
4. Possible future integration (based on building a relationship) between two great platforms.

Thanks in advance for the time and consideration
[2020-02-23 05:34:41]
whats1thingnow - Posts: 407
promised back in post #7 back in May 2019
We would expect this to be completed sometime during the next 60 days.

please fix
[2020-03-09 21:47:33]
Sierra Chart Engineering - Posts: 104368
We do apologize for the delay. We always get busy with so many other things. We are going to do our very best to have this done in the next 30 days or less.
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
[2020-04-11 20:32:08]
whats1thingnow - Posts: 407
awesome!

looking forward to this because market depth historical graph is some times too thin (hence cannot see) when the volatility increases

please let us know when this is done :)
[2020-04-24 16:56:10]
whats1thingnow - Posts: 407
We do apologize for the delay. We always get busy with so many other things. We are going to do our very best to have this done in the next 30 days or less.

again been more than 30 days

please please please help!

market depth isn't useful for very thin markets if we CANNOT see the depth lines

thank you

thank you!!!!!
[2020-04-24 17:21:50]
John - SC Support - Posts: 31159
We are working on it. It's just slow going as there is a lot to deal with.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-06-04 20:53:11]
John - SC Support - Posts: 31159
We have completed the work to have a "Combine Increment in Ticks" option in the Market Depth Historical Graph. This will allow you to specify the number of ticks to sum together as an Input to the Market Depth Historical Graph and the total will be displayed with the colored bar ranging from the top to the bottom of the summed data range.

The new Input documentation can be found here:
Market Depth Historical Graph: Combine Increment in Ticks

We are working on additional documentation to explain the logic behind the combining.

This option will be available in Pre-Release 2118.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2020-06-04 20:53:46
[2020-06-04 22:55:59]
nosast - Posts: 290
Very nice. Really looking forward to testing this on thinner markets.
Date Time Of Last Edit: 2020-06-04 22:56:24
[2020-07-01 00:01:36]
whats1thingnow - Posts: 407
works perfectly! way to go :)

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