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Date/Time: Mon, 29 Apr 2024 02:22:46 +0000



AMP client

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[2020-02-26 23:49:06]
AndreyPoroshin - Posts: 102
Rectangle tool - annoying service | Post: 208494

I do not quite understand why such a platform, provided by a broker to a client, is not legitimate as a support. The broker pays you or has a certain contract, on the basis of which the Sierra Chart had its own interest. And now, when everything goes as it should, the Sierra Chart says that the client from the AMP can go to hell. What is your problem? You roll a barrel on CQG, on Rhythmic, on IB, and now on clients. You do not solve the problem of recording the depth of the market by closing discussions. And at the same time, you want the client to purchase your platform directly from you. Something is wrong here. You guys have a lot of strong competitors, you probably forgot about it. I keep a Russian blog and I urge colleagues to use your platform in every possible way, make videos, write articles, and praise. And you tell me figuratively, go from here, you're from AMP. Yes, you are crazy. Better solve the problem of recording the depth of the market, or remove this function and do not fool the traders. Your platform is only remarkable for this, that many record the depth of the market. But it turns out that these are incorrect deceptive data, we analyze them and deceive ourselves, and we acquire incorrect skills on the basis of the oblique function of the program. Backtesting on your platform is simply disgusting, especially since there is nothing to compare. And I’m not talking about the depth of the market, but about many other situations. I studied back and forth functionality of the back tester and adapted to it, but until now I get incorrect results almost every day although I do everything on accurate testing with the CPU.
Change your policy, soften it, it will be more correct than to treat your clients as stray dogs.
Date Time Of Last Edit: 2020-02-26 23:51:25
[2020-03-06 09:00:03]
Sierra Chart Engineering - Posts: 104368
We want to let you know that we did do further testing to verify the recent changes to the replaying of market depth data and we get a consistent and accurate result for the pulling and stacking data. We can explain the procedure, and you can verify yourself.

But we did our testing using the Denali Exchange Data Feed. We would not expect a difference though with CQG but perhaps there could be.

lot of strong competitors,
No not really. In regards to what we offer for the price and quality and the speed, there really is not much competition. Certainly in particular areas others may have some strengths but overall Sierra Chart is very good.

. Better solve the problem of recording the depth of the market, or remove this function and do not fool the traders.
There definitively is no problem at all with the recorded market depth data and we verified there is no problem with the replaying of that data. This is with 100% certainty. The reason this conclusion is just so very incorrect, is that every single depth update, is recorded as it is received from the data feed. There simply is nothing wrong with that at all.

And we made sure that during the replaying of the depth data, that the calculations involving depth data are done at the right points in time after each record is read. And we verified the accuracy of this by looking at pulling and stacking data after replaying it for a few minutes. And compared to the original real-time data at a certain point in time.

But there are known issues with CQG market depth data and this is explained here:
CQG Trading Platform Service: CQG Market Depth Data

Regarding back testing, refer to:
Auto Trade System Back Testing: Consistency Between Back Tests

We have never seen any inconsistencies or inaccuracies with back testing. and no one has ever been able to show us an example of this other than when using an ACSIL variable which was accessing the estimated replay time, but the accuracy of that varies with varying speeds. And the documentation has been updated in regards to this for that particular function/variable.

And also regarding our support policy, in regards to Sierra Chart accounts through brokerages, this is explained here:
Support Board Posting Information: General Information

I keep a Russian blog and I urge colleagues to use your platform in every possible way, make videos, write articles, and praise.
Thank you. We did not know that. We do not really know who we are dealing with on the board.
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: 2020-03-06 11:10:07
[2020-03-06 10:44:04]
Ackin - Posts: 1865
Sierra Chart Engineering)

You have the best depth data on the market. Nobody doubts that. But not everyone can reliably store this data (reason: time, hardware, quality Internet, etc.). Most people only want reliable results from their strategy tests. Nothing more.

I think that if you offered a paid service to download a one-off package of historical depth data (for example, a month back), you would bring in new customers, satisfy dissatisfied customers, and eliminate similar inquiries. There is demand for this service for several years here.

Just an opinion ...
[2020-03-10 17:55:20]
Sierra Chart Engineering - Posts: 104368
We are working on finally releasing support for serving historical market depth data. But still allow 2 to 3 months.

We do not intend there would be any additional cost for 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
Date Time Of Last Edit: 2020-03-10 17:55:33
[2020-03-10 19:30:46]
AndreyPoroshin - Posts: 102
Thank you for such a civilized response, unlike my angry message for you. I ask for understanding. A very interesting theory about bursts in the data stream from CQG. I will specifically plug in Denalli to do the research. If you are really sure of what you say, it will be very good.
[2020-03-11 17:40:45]
Sierra Chart Engineering - Posts: 104368
You can test the Denali Exchange Data Feed for free this month. There will be no cost at all. Instructions:
Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges*

If the outcome is the same we will look it. Although really even with CQG there should be a consistency between real-time market depth data and the market depth data and derivative calculations (Like pulling and stacking values) during a replay.

Update to the current version:
Software Download: Fast Update
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: 2020-03-11 17:42:04
[2020-04-20 00:34:51]
Sierra Chart Engineering - Posts: 104368
We have been doing some work related to the replaying of market depth data and one thing we do realize is that during a back test, in particular an accelerated one, the market depth updates are going to lag behind the processing of the last trade data.

We can solve this but it is going to make the process of back testing less efficient.

And then there is also the problem where market depth data has true millisecond time stamping and the trades do not yet have true millisecond time stamping but that is coming in about 2 months.

So there are couple of issues that still have to be worked out.
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: 2020-04-20 00:36:28

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