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Date/Time: Sat, 20 Apr 2024 12:40:34 +0000



How to start Tick bars? ie Aggregation type:Tick, aggregation period:100 ticks

View Count: 1119

[2019-06-19 17:32:46]
jy - Posts: 6
Good afternoon,

I am unable to find in settings the aggregation type TICK and aggregation period 100 Ticks. I see range bars with ticks and renko bars with ticks but not a tick based aggregation period. If not I would appreciate some help with setting up chart bars based on tick change

Thank you
[2019-06-19 18:43:15]
Sierra Chart Engineering - Posts: 104368
Refer to this Bar Period Type:
Chart Settings: Intraday Chart Bar Period >> Bar Period Type >> Number of Trades Per Bar (Chart >> Chart 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
[2019-06-19 22:47:20]
jy - Posts: 6
Thanks for your time. I am new at Sierra and I really like it and it may be the ultimate solution for me if I can solve a few major issues along the way. You recommend choosing Number of Trades-per-bar as a solution to my question.

With respect, a Trade-Per-Bar is not the same as a Tick Per Bar. Every trade is not a always a Tick, there could be 100 contracts traded at a certain one tick level without a change in Ticks. Is this maybe why this trade-per--bar option does not bring up the same Tick CHart as any other chart provider would display.

Any other thoughts? Am I missing something?

Kind Regards
[2019-06-19 22:55:38]
cmet - Posts: 534
All standard tick charts are based on number of trades.
[2019-06-19 23:52:07]
Sawtooth - Posts: 3976
there could be 100 contracts traded at a certain one tick level without a change in Ticks
Maybe you want to use the 'Price Changes Per Bar' bar type:
Chart Settings: Price Change Bar
[2019-06-20 04:00:08]
Sierra Chart Engineering - Posts: 104368
We are fairly sure you do want Number of Trades per Bar.

The other thing we would add is 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
[2019-06-21 10:22:49]
jy - Posts: 6
That's the issue I am having. Trade number is not the same as Tick Chart; there could be 10000 block trade at a certain tick without a single tick change.
[2019-06-22 02:56:18]
Sierra Chart Engineering - Posts: 104368
It is still not clear exactly what you need. The only Bar Period Types which match what you want or close to what you want are as follows:
Number of Trades Per Bar
Price Changes Per Bar
Volume Per Bar

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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