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Date/Time: Fri, 26 Apr 2024 17:28:35 +0000



'Cumulative Delta Up Down Tick Volume' different on 15M Candles Vs Numbers Bars - Issue!

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[2022-08-16 12:12:27]
J DIDDY - Posts: 104
HI Support,

ISSUE:

'Cumulative Delta Up/Down Tick Volume' (SG47) in 'Numbers Bars calculated Values' study showing different totals on 15M Candlestick bars Vs 15M Numbers Bars for YMU22-CBOT.

Therefore, I do not know which one is correct.

The chart setup is otherwise exactly the same, and settings are set to 'NO' for:
- Combine Trades Into Original Summary Trade (Data Feed and Exchange Specific)
- Reset Day Calculations At Both Session Start Time.
(Yes I checked other posts/questions)

The totals for 'ALL' other stats in 'Numbers Bars calculated Values' on both charts are all correct/consistent (Delta, Total Vol, AskV-BidV Bar Diff, POC Vol). If the other subgraphs relating to volume were also different this MAY make more sense - but they aren't.

INFO:

- Issue is every day
- 'Numbers Bars calculated Values' Study is exactly the same across all charts - I created a default setting then added it all all my charts so it's consistent.
- Continuous Futures Contract - Volume Based Rollover, Back Adjusted (Both charts)

Numbers Bars Screen
https://www.sierrachart.com/image.php?Image=1660651046366.png

Candlesticks Screen
https://www.sierrachart.com/image.php?Image=1660650648849.png

Many thanks in advance
[2022-08-16 17:38:24]
John - SC Support - Posts: 31153
Actually, the "Cumulative Delta Up/Down Tick Volume" in the Numbers Bars Calculated Values are different. So there is something going on in terms of the underlying data not being exactly the same. There is something in the Chart Settings that is different, so you would have to go through and look at all the options to figure out what is different.

The easier thing to do would be to duplicate one of the charts and then add/remove the Numbers Bars to have the identical charts. You should not have any issues with the data being the same when you do this.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-08-18 03:33:55]
Sierra_Chart Engineering - Posts: 14103
Are these charts from the same installation of Sierra Chart?
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2022-08-18 03:36:17
[2022-08-18 07:43:59]
J DIDDY - Posts: 104
Yes they are. I only have one installation. I’m a member of ‘the pit’ and the basic chart is Bish’s for the ES. I simply changed the symbol and added the other studies I wanted then duplicated the chart for different time frames. So all other settings should be consistent to each other.

Thx
[2022-08-18 12:27:29]
Sierra_Chart Engineering - Posts: 14103
Make sure both instances are set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this:
Tick by Tick Data Configuration
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-08-18 12:42:48]
J DIDDY - Posts: 104
Yes I've checked and the global setting is set to 1.

The 2 charts in question are in the same chart book for the YM symbol. So the global settings cover both charts.


I also checked the Intraday data editor and the info is as follow:
Open : 0
No of Trades: 1
Volume: 1


Thx

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