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Date/Time: Sat, 11 May 2024 09:35:48 +0000



Depthbars glitch at 800/800 and further depth levels increase reminder

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[2020-04-21 15:36:39]
User311344 - Posts: 136
Hey,

Theres some calculation error at 800/800 boudaries of Depthbars study. As you can see on enclosed screenshot when depth exceeds 800 levels the study starts to behave very strange. Seems as some not zeroed variable in your code that goes heywire.

When I set the limit for that study to 799 all goes to normal (charts below). Same goes for different instruments (CL, ES, NQ) so it's not asset dependant and I also was checking the depth so it's not that theres some mysterious bid/offer excatly at 800 level that causes it. Seems as some kind of bug in the code.

Also Id like to repeat our sincire request of extending the number of available depth levels from 800/800 to 1500/1500. We have volatile markets now and more and more often we dont see the whole depth spectrum and our market calculations become not that precise (layering/matching mechanisms).

You actualy promised that already after removing 480/480 limit in your code to 800/800, but the promise was to extend it more.
CQG data for crude CL has only 400/400 levels + SWITCH TO DENALI | Post: 213096

We love the feed, we love sierra, we love you guys! Working with your tools is a giant value add to our trading process and great fun too!!! Thank you!!!

Kind regards!
image799.png / V - Attached On 2020-04-21 15:34:53 UTC - Size: 2.65 MB - 244 views
[2020-04-24 10:24:09]
Sierra Chart Engineering - Posts: 104368
We are aware of this and will get to it as soon as possible.

Although unlikely there is a calculation error. It would have more something to do with the quantity of orders around the 800 level boundary.
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:
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[2020-04-24 11:41:22]
User311344 - Posts: 136
OK.

And what about increasing available depth levels to 1500 levels? Today volatile markets have depth distributed way over 800 levels (attached screens for CL and ES yesterday day session), and since market makers offset their close-to-price plays with outlying orders it affects our market mapping models to significant degree.

Denali feed is almost perfect with just that one nasty caveat. Please increase number of depth levels at least for crude and ES. The rest of assets, even those vigorous as NQ, tend to be contained within 800 levels (screen).

Really looking forward to it!!! Thank you!!!
imageES_levels.jpg / V - Attached On 2020-04-24 11:40:53 UTC - Size: 11.26 KB - 215 views
imageCL_levels.jpg / V - Attached On 2020-04-24 11:41:02 UTC - Size: 14.89 KB - 208 views
imageNQ_levels.jpg / V - Attached On 2020-04-24 11:41:14 UTC - Size: 18.52 KB - 200 views
[2020-05-31 09:07:34]
Sierra Chart Engineering - Posts: 104368
The increase to 1400 levels, has been completed weeks ago. Also make sure you are running the current version of Sierra Chart:
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

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