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Date/Time: Fri, 29 Mar 2024 13:46:26 +0000



Custom symbols/spread/pairs question

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[2020-09-14 19:21:41]
User220914 - Posts: 239
Hi,
if i do a custom symbol and create a differenced pair say CLz20-clz21 i can get a time chart where the
time interval i pick is where your system matches the prices in that time frame to make it accurate.

My question is if i take this data the "OUTPUT" of this "spread/pair" and use the volume chart or range chart how is
it calcualting this chart? what volume is it referencing to begin with because i can get a chart and it will change based on volume that
I enter but I know it is not referencing the spread volume because it doesnt know what that really is?

is it a combination of the 2 symbosl volume?
the first symbols volume?

Just need to understand what I am looking at on a chart thank you.
[2020-09-24 16:06:43]
User220914 - Posts: 239
I understand you are busy but this is a bonafide solid question.

I would like to know as i think everyone else who might use a custom symbol as to how
sierra chart cretes the custom symbol including the volume.

thank you in advance
[2020-09-25 07:24:45]
Sierra Chart Engineering - Posts: 104368
We are not sure the answer to the question without looking into this. However, it would not make sense that there would be true accurate volume for a custom calculated symbol.
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: 2020-09-25 07:24:54
[2020-10-01 15:26:24]
User220914 - Posts: 239
I agree there is no way to "KNOW" what the volume is on a custom symbol however if
i made a chart of say CLz20 and CLZ21

CLZ20+CLZ21 i do get a volume associated with this custom symbol so i am wondering how this volume is figured
and can i get a the volume of those 2 symbols just added together for my time period.

I am tryign to understand how I can do a constant volume chart on custom symbols but i have no idea
what your system is using to build these bars and data. it gets even more complicated say
if i was to do something like this 2*{CLZ20}+3*{clZ21} because i still just want
the original clz20 and clz21 volume because we cannot create fake volume.

Does sierra use the multiplier on the underlying (outright) symbols volume?

how would i get sierra to chart actual volumes for the underlying always in an absolute value so they are
always positive since volumes are real not relative.

the next question would be if i did a constant volume chart for my pair which volume would it be referencing to make the bars and
can it be just 1 side or both?

thank you and i think a quick explanation of how sierra chart is building or matching these pairs or custom symbols might help me with what i want.
even if my custom symbols shows 5000 in price the volume of the underlying does not change no matter what my custom symbol is yet when i chart
a custom symbol in sierra chart the volumes are not doing this?

thank you
[2020-10-03 10:31:30]
Sierra Chart Engineering - Posts: 104368
We prepared this documentation here related to this:
Custom Calculated Symbols: Custom Calculated Symbols Volume Calculations (Very last section at the end)

Does sierra use the multiplier on the underlying (outright) symbols volume?
No.
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: 2020-10-03 10:33:39

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