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Direct MessagesDate/Time: Fri, 26 Apr 2024 18:08:50 +0000
numbers bars error in volume recorded
View Count: 1026
| [2019-04-25 19:45:14] |
| User175327 - Posts: 31 |
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Hi- The numbers bars are nor recording volume correctly....here is a 1min chart and 4t renko chart both with numbers bars volume being drawn....why don't they match???? http://www.sierrachart.com/image.php?Image=1556221495188.png |
| [2019-04-25 19:48:14] |
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They certainly are not going to match. That inherently does not even make sense.
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 |
| [2019-04-25 20:24:07] |
| User175327 - Posts: 31 |
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Hmm, I beg to differ, why shouldn't they have the same number of contracts traded at relative highs? Look at the arrows drawn....the 24695 price level with the two relative highs. The 1min bar on the left shows 16 contracts traded and the 4t renko on the right shows 11 contracts traded!! |
| [2019-04-25 20:41:37] |
| User175327 - Posts: 31 |
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Here is another instance. If you add the contracts traded at the top four price levels, they don't match! So what is happening, which one is correct? http://www.sierrachart.com/image.php?Image=1556224884467.png |
| [2019-04-26 03:06:35] |
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Yes we see what you mean and we ran a test and we do see a match at the top levels of the corresponding high bar. Why there would be a difference in your case, we are not sure. Make sure there is no filtering set: Chart Settings: Volume Filter (Chart >> Chart Settings >> Data Limiting >> Volume Filter Settings menu) You also need to set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration 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 |
| [2019-04-26 04:40:58] |
| User175327 - Posts: 31 |
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I checked both of your suggestions and it isn't either of those. Now that I am looking for the "error" it appears quite prevalent and all through the day. I can find it on nearly every bar. Any other ideas? Have you heard of this before? Thanks |
| [2019-04-26 05:04:28] |
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Well there must be some explanation for this. Renko bars does complicate this.
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 |
| [2019-04-26 05:13:21] |
| User175327 - Posts: 31 |
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Hey- I found the issue....apparently it has to do with the "gap fill" settings. They sync up when they are set the same regardless of bar types. For whatever reason when one chart is on "gap fill none" and the other on any of the "gap fill" selections it throws the recorded volume off at price. Not sure why the gap fill would do that(suspecting the filler to be a zero) but anyway, it might be something you want to take a look at down the road. Cheers- |
| [2019-07-05 09:38:56] |
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What you are seeing makes sense and is documented. Refer to the information here for Gap Fill and how it works: Chart Settings: Intraday Chart Bar Period >> Gap Fill (Chart >> Chart Settings >> Bar Period >> Intraday Chart Bar Period 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 |
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