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Date/Time: Wed, 01 May 2024 00:28:03 +0000



Adding bars high and low

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[2021-08-15 15:53:06]
User237543 - Posts: 71
Hi there

I would like to backtest last year s futures indexes price data, eg RTY Russell 2000 from August 2020, however the choices shown only goes back to June 2021 contract.

Pls advise how I can retrieve the historical data for last year, so I can set the replay mode to play from there.

Also how far back I can go to for these historical data.

Thanks!
[2021-08-16 16:30:26]
John - SC Support - Posts: 31240
If you want to open a specific contract, then just type in into the Selected Symbol field on the Find Symbol window. For instance, if you are looking for the U contract for the RTY from 2020, then you would enter RTYU20-CME (or whatever is appropriate for your particular trading service).

If you want to have historical data starting today and going back to 2020, then you would need to use a Continuous Futures Contract. Refer to the following:
Continuous Futures Contract Charts
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-08-20 23:18:46]
User237543 - Posts: 71
Hi

I would like to add a 3 day rolling average of the Pivot Daily PP (yesterday s HIgh+Low+close/ 3) to my chart ,
Is there a study I can use to add this to my chart?

Thanks
Amy
[2021-08-23 14:47:52]
John - SC Support - Posts: 31240
I would like to add a 3 day rolling average of the Pivot Daily PP (yesterday s HIgh+Low+close/ 3) to my chart ,
Is there a study I can use to add this to my chart?

You would have to do the calculation manually, but it's not that hard. Personally, I prefer the Spreadsheet Formula for this kind of thing, but you can also use the Arithmetic Study or the Spreadsheet Study.

In the Spreadsheet Study you would enter the following formula (assuming this is on a daily chart):
=((H[-1] + L[-1] + C[-1]) / 3 + (H[-2] + L[-2] + C[-2]) / 3 + (H[-3] + L[-3] + C[-3]) / 3) / 3

Refer to the following for the Spreadsheet Formula:
Spreadsheet Formula
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-08-24 09:33:15]
User237543 - Posts: 71
Hi thanks

I noticed there is a study called Pivot Point Variable Period , is it not the same if I change the time period length to 3 days and time period type to DAYS?
Will the calculation be different from using the Spreadsheet formula?

Thanks
Amy
[2021-08-24 18:02:58]
John - SC Support - Posts: 31240
They are not the exact same calculation. The Pivot Points - Variable Period finds the Open/High/Low/Close of the previous period and then uses those in the Pivot Points calculation.

This is different from finding the Average of the High/Low/Close for each day and then averaging those.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-08-27 16:31:44]
User237543 - Posts: 71
Hi I would like to backtest price data of Russell RTY with its ATR for the month of Jan 2006 to 2007. Can I go that far back?
Will this be available?
And how can I retrieve it ?

Thanks
[2021-08-28 14:07:53]
John - SC Support - Posts: 31240
We only have intraday data available back to 2009 for the RTY.

In general to look at data further back in time, you have two options:
1) Enter the specific contract you want on the Find Symbol window. For example, you would enter RTYH09-CME (or whatever the proper formatting is for your specific service) in order to get the data for the H contract from 2009.

2) Use a Continuous Contract and set the Date Range in Chart Settings. Refer to the following:
Continuous Futures Contract Charts

and the following:
https://www.sierrachart.com/index.php?page=doc/ChartSettings.html#UseDateRangeFromTo
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-09-03 16:21:38]
User237543 - Posts: 71
Hi John On 23 Aug, you gave me a spreadsheet formula for a 3 day rolling averages of the daily pivot

I tried it and it worked! thanks so much Like to ask if I want to do the 5 days rolling averages of the daily pivot, should I
just add
+(H[-4]+L[-4]+C[-4])/$+(H[-5]+L..........C[-5]/5?

I would also like add a 3days rolling averages of the daily pivot s Pivot HIGH and Pivot LOW

So I can create 3 lines on my chart:

3 days Rolling avg PP High-------------
3 day Rolling avg PP-------------------
3 days Rolling avg PP Low--------------

(I use the Sierra chart s daily pivot Formula 28)

Pivot Point (PP) =(prior High + Prior Low+Prior Close)/3
Daily Range (DR)=Prior High -Prior Low
d=(prior High-Prior Low)/2
r=Pivot Point-d

Pivot Point High =Pivot Point +r
Pivot Point Low =Pivot point -r

Can you please advise what input should I use as the formula?

Thanks so much for your help

Amy
[2021-09-03 17:04:47]
John - SC Support - Posts: 31240
if I want to do the 5 days rolling averages of the daily pivot, should I
just add
+(H[-4]+L[-4]+C[-4])/$+(H[-5]+L..........C[-5]/5?

Yes.

I would also like add a 3days rolling averages of the daily pivot s Pivot HIGH and Pivot LOW

In this case, since you are just taking the data from a single subgraph (the Pivot Point High, the Pivot Point, or the Pivot Point Low), then you can just use one of the Moving Average studies and set it to reference the Pivot Point you want and set the Length as appropriate for the time you want to cover on the particular chart. Refer to the information for the Moving Average - Simple here:
Moving Average - Simple
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-09-03 17:48:17]
User237543 - Posts: 71
Thanks so muchI will

On another matter. I have set my ES chart with the initial balance for 10:30am, showing two lines IB high and IB Low.
I would like to add lines calculated based on a % of the ATR (10 days), say 15%, on top of this IB High and below of the IB Low.

Like this:

-------IB High + ATR 15%

-------------- IB High

_____________ IB Low


-------IB Low -ATR 15%


Can you advise how I can go about this?
Thanks
Amy
[2021-09-03 18:17:47]
John - SC Support - Posts: 31240
If you are using the Initial Balance study to get those lines then it is just a matter of also having the ATR study and then using the Arithmetic Studies to add/subtract/multiply the Subgraphs to get what you want. Refer to the following for the Arithmetic Studies:
Using the Basic Arithmetic Studies

If you are using a TPO chart, then you would need to do the calculation for the Initial Balance lines on a different chart (using the above) and then overlay them onto the TPO chart. Refer to the following for how to Overlay a study:
Study/Price Overlay Study
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-09-03 18:22:54]
User237543 - Posts: 71
Thanks for your quick response and great ideas.

Fantastic!
[2021-09-04 16:52:09]
User237543 - Posts: 71
Hope you had a nice weekend!
one more question on the Spreadsheet formula for 3 days rolling avg pivot point,
I noticed the Start time for this is 06:00:00 to 05:00:00 (New York time), whereas my Pivot Point Daily (using the standard Sierra study)
starts from the time which I set in my Chart Setting-Main settings: 18:00:00 to 17:00:00 (New York time)

How can I change the 3 days Rolling Average to start the same time as my Pivot Daily?
Can I get them to align? At the moment they do not.

Thanks
Amy
[2021-09-05 16:46:11]
User237543 - Posts: 71
Hi have a question VWAP:
I m using Sierra s Custom Study ECIVwapV.15 for my Intraday VWAP.
I would like to add the previous day VWAP line to it,
so that I can see them both on the same intraday chart.
Is that possible?

Thanks
Amy
[2021-09-06 14:01:26]
John - SC Support - Posts: 31240
Hope you had a nice weekend!
one more question on the Spreadsheet formula for 3 days rolling avg pivot point,
I noticed the Start time for this is 06:00:00 to 05:00:00 (New York time), whereas my Pivot Point Daily (using the standard Sierra study)
starts from the time which I set in my Chart Setting-Main settings: 18:00:00 to 17:00:00 (New York time)

How can I change the 3 days Rolling Average to start the same time as my Pivot Daily?
Can I get them to align? At the moment they do not.

We do not know for sure, but you would need to look at how you are defining your bars for the Spreadsheet Formula, and also check your Time Zone and Session Times to make sure they are all the same.

Hi have a question VWAP:
I m using Sierra s Custom Study ECIVwapV.15 for my Intraday VWAP.
I would like to add the previous day VWAP line to it,
so that I can see them both on the same intraday chart.
Is that possible?

Since that is not a Sierra Chart study we simply do not know. Perhaps others that have used it (or modified it) can help you.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-09-10 11:50:26]
User237543 - Posts: 71
Hi
Is there a table I can set so I can see the volume traded for eg ES Sept , and ES Dec
So I know when best to roll over?
Thx
Amy
[2021-09-10 14:35:17]
John - SC Support - Posts: 31240
You can always view this on the CME Group website. For instance, for the ES, here is the link:
https://www.cmegroup.com/markets/equities/sp/e-mini-sandp500.quotes.html
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-09-10 15:18:24]
User237543 - Posts: 71
That s great! Thanks so much for the link!
[2021-10-18 11:42:44]
User237543 - Posts: 71
Hi

Would like to use 2 computers showing Siera charts at the same time, is that possible ? do I need to pay for extra?

thanks
[2021-10-18 15:37:41]
John - SC Support - Posts: 31240
Would like to use 2 computers showing Siera charts at the same time, is that possible ? do I need to pay for extra?

You would not need to pay extra for the Sierra Chart software, but you will need to pay extra for the Denali Exchange Data Feed. The exchanges require an additional exchange fee to be paid for a second computer. Refer to the information/instructions here:
Denali Exchange Data Feed: Denali Exchange Data Feed on Two Computers Simultaneously

Note that the Sierra Chart Exchange Data Feed is NOT available on multiple computers at the same time.

We mention the Sierra Chart Exchange Data Feed, as we see that you have the data feed itself activated, but you do not have any exchanges activated. You previously had the HKFE exchange activated, but it did not renew on October 1, 2021. If you want to have this data, then you would need to reactivate that exchange. You can do this, from the following link:
https://www.sierrachart.com/UserControlPanel.php?page=ExchangeDataFeedFeatures

Or, if you do not want that data any longer, then be sure you deactivate the Sierra Chart Exchange Data Feed so you are not charged again next month for the $25.00 fee. You can deactivate the data feed at the following link:
https://www.sierrachart.com/UserControlPanel.php?page=ExchangeDataFeedFeatures&UserID=152341#DataConnections
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-12-02 11:56:50]
User237543 - Posts: 71
Hi I am using the Sierra chart Senkou Span A & B, however I would like to set to so when Span A below Span B, the cloud (area in between ) is red, pls advxsehow I can do that, thanks
[2021-12-02 15:53:40]
John - SC Support - Posts: 31240
You would need to change the color of the Span B subgraph to Red and have the color for the Span A Subgraph a different color. Refer to the following:
Chart Studies: Subgraphs Tab >> Color
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-01-12 23:21:24]
User237543 - Posts: 71
Hi On the DOM which I ve set up, on the bid size and sell size columns, only the size at the traded level is shown, others are missing.
Pls advise how can I set it so they show up too.

Also the Bid size and sell size column, I would like to fill in the columns background in green and red, however I m not able to set it
both in the global setting graphic setting or the individual chart graphic setting. DO not response to the setting no matter what I change it too. pls advise.

thanks
Amy
[2022-01-13 00:03:27]
John - SC Support - Posts: 31240
Hi On the DOM which I ve set up, on the bid size and sell size columns, only the size at the traded level is shown, others are missing.
Pls advise how can I set it so they show up too.

You need to have data that includes the Market Depth data. Right now, you are signed up for the Full CME Group (CME, CBOT, COMEX, NYMEX) for nonprofessional Trading accounts, which does NOT include Market Depth.

You can change your exchange options at the following page:
https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed#Exchanges

Just be aware that you will pay the full amount for the exchange for the remainder of the month in which you activate it. Therefore, if you choose the $33.00 exchange, you will pay $33.00 today for data through the rest of the month and then pay $33.00 on February 1, 2022 for the data through February (the exchanges do not pro-rate).

Also the Bid size and sell size column, I would like to fill in the columns background in green and red, however I m not able to set it
both in the global setting graphic setting or the individual chart graphic setting. DO not response to the setting no matter what I change it too. pls advise.

Refer to the following setting and the associated Sell Column background:
Customizing Fonts, Colors, Line Styles, and Widths for Chart Trading, Chart DOM, and Trade DOM: Chart DOM Buy Column Background
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2022-01-13 00:03:51
[2022-01-13 00:20:00]
User237543 - Posts: 71
Hi Thanks for your quick reply. I only need the market depth for CME, so Do I just activate the CME with market depth for non professional, USD11 per month?
And keep the Full CME group without market depth at USD3.5?

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