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Direct MessagesDate/Time: Fri, 19 Apr 2024 19:55:34 +0000
Market depth Pulling/Stacking
View Count: 8127
| [2021-06-27 22:54:01] |
| ertrader - Posts: 641 |
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SC Support...Pulling and stacking in Numbers Bars calculated Values 2 has been working well and as programmed. Thank you! Would it be possible to add a number of levels selection? For instance, currently the sum is for the total of number of depth levels set in Symbol Setting. Let's say 30. Can it be added that only a subset can be set? For instance..a selection of 5 levels? It seems fairly straightforward to add a filter option for number of levels to calculate (as long as the level is less than the number set in Symbol settings). Also, I do understand the filter would impact any other calculated values selected for display..... not just Pulling and Stacking. Date Time Of Last Edit: 2021-06-27 23:16:16
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| [2021-06-27 22:58:29] |
| j4ytr4der_ - Posts: 914 |
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I second this request! I've been trying to replicate a feature from Jigsaw that they call the "flipbook". And I have it working great, except that my Sierra version always uses the full depth and I can't select the number of levels off price, to consider. Being able to specify say 3 or 5 levels only (above and below) would finally let me get this dialed into what I want to see. Thanks in anticipation! =)
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| [2021-06-27 23:17:19] |
| zippyzip - Posts: 293 |
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everyone always looking for stuff to be like bookmap or jigsaw , if you want there stuff just use there's , sierra chart is different for reason as that other stuff is garbage just 2 cents
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| [2021-06-27 23:26:35] |
| ertrader - Posts: 641 |
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Competition at work....lot's of good ideas out there... this one is really simple. One thing I like about SC is that it is constantly being improved, refined and getting better and better as new capabilities and ideas emerge..adapt or Die!
Date Time Of Last Edit: 2021-06-27 23:27:20
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| [2021-06-27 23:38:10] |
| j4ytr4der_ - Posts: 914 |
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I don't want anything to be like Jigsaw. I want to take one specific idea they have, and implement a version of it in Sierra. And I've already done so and it works fine - with this one exception which would make it far better. There is room for more than one approach and room for more than one software vendor.
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| [2021-06-27 23:59:02] |
| ertrader - Posts: 641 |
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Oftentimes, the most relevant pulling and stacking information is nearest to price... but you want to see what is further up or down on the DOM for additional context. Adding a filter is an effective and simple way to get relevant, "in the now", information and reduce skewing. Date Time Of Last Edit: 2021-06-28 00:40:54
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| [2021-06-28 00:00:29] |
| SpearChucker - Posts: 101 |
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+1 Great idea.
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| [2021-06-28 00:17:35] |
| zippyzip - Posts: 293 |
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you can already do all that in SC was my point
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| [2021-06-28 00:19:58] |
| j4ytr4der_ - Posts: 914 |
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Yes and I'm creating it but need to be able to filter the book down so as only to see the activity close to price. I never said anything about not being able to do it in SC. But SC does not have a pre-built flipbook equivalent as far as I'm aware. If I am mistaken and you can point me to it, that would be lovely.
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| [2021-06-28 00:55:32] |
| ertrader - Posts: 641 |
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Maybe I missed it too... without writing my own study, where can I see a subset (filter level) of Pulling and stacking summarized like in the Numbers Bars calculated value 2? I looked everywhere and access to P/S at all was the reason I originally created the request in this thread. Prior to pulling and stacking in Numbers Bars calculated value 2, the only way I could get the information was through ACSIL or visually on the DOM. For me, simple, accurate access was NOT trivial and I appreciate SC's willingness to add P/S to a study so we can use and reference the information. Date Time Of Last Edit: 2021-06-28 01:13:45
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| [2021-06-28 14:24:23] |
| John - SC Support - Posts: 30973 |
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You can specify the number of Pulling/Stacking levels to display and that information directly impacts the information in the Numbers Bars Calculated Values 2 study (i.e. the Numbers Bars Calculated Values 2 is going to show the same information that is in the DOM). The number of Pulling/Stacking Levels is controlled with this setting: Global Trade Settings Windows: Maximum Bid/Ask Market Depth Pulling/Stacking Levels (Global Settings >> Chart DOM Settings >> Other >> Other Settings) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-06-28 16:10:17] |
| j4ytr4der_ - Posts: 914 |
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Thanks John, but I've tried that and it doesn't seem to make any difference at all. I can set it to 1, 5, 100, or zero, and there is no change at all to the numbers in the NBCV2 study as far as I can tell.
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| [2021-06-28 16:13:07] |
| j4ytr4der_ - Posts: 914 |
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Hmmm or maybe there is. Honestly it's really hard to tell... I can definitely see more or fewer numbers in the book, but I can't really tell if the NBCV2 study is changing or not. It's moving around so fast all the time, not sure how to evaluate this.
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| [2021-06-28 16:26:10] |
| John - SC Support - Posts: 30973 |
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It is hard to tell. What I did to verify is select File >> Disconnect and then check the numbers. Then back to File >> Connect to Data Feed, wait a few seconds, then File >> Disconnect. That way, you can verify the numbers in the DOM match what is in the Numbers Bars Calculated Values 2.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-06-28 16:45:56] |
| j4ytr4der_ - Posts: 914 |
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Good idea I'll give that a shot. One more thing I just noticed... I usually have my DOM font set to 1pt so I can "hide" that column somewhat, but I reset it and now I can see that in the DOM, BIDs are on the bottom, ASKs are on the top. But in the NBCV2 study, BIDs are on the top, ASKs are on the bottom. Small thing, but visually it confused me for a bit. |
| [2021-06-28 16:48:58] |
| j4ytr4der_ - Posts: 914 |
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OK by your suggested exercise they do seem to match up. So I guess setting to 5 levels (in my case) is in fact working. Whatever else Jigsaw is doing in their flipbook is likely responsible for the extreme difference in behavior when plotting the data as a histogram. I'd still prefer to see a way to filter only in the NBCV2 study and not globally, since I want only 5 levels in the study but more elsewhere. But at least now I have my answer regarding filtering the depth as it stands today.
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| [2021-06-28 19:01:43] |
| John - SC Support - Posts: 30973 |
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But in the NBCV2 study, BIDs are on the top, ASKs are on the bottom
You can set the order of the rows in the Numbers Bars Calculated Values using the Input for Subgraph Display Order. Refer to the information in this section: Numbers Bars: Numbers Bars Calculated Values Input Descriptions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-08-10 16:03:50] |
| User736044 - Posts: 51 |
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Would it be possible to also add a Bid/Ask Pull/Stack diff so when the bid is strong and offer weak it will show a positive nr instead of negative, is just a little confusing when the ladder is strong it shows negative. Thank You! |
| [2021-08-10 16:44:21] |
| John - SC Support - Posts: 30973 |
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WRT Post #42, we will see if we can get to this soon. But we can't make any promises.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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