Date/Time: Fri, 27 Jan 2023 15:02:40 +0000
[User Discussion] - Question regarding Chart Bars when the Market moves very fast:
View Count: 120
|silvereagle - Posts: 23|
I've got a renko chart with two studies.
Study 1. Sierra's Bar Numbering Study, which is set to number every 1 bar and is hidden on the chart.
Study 2. I have a custom study, which logs bar data and references the Bar Numbering subgraph from Study 1 --and the logger uses that number as the bar_id for the log file.
This bar logger works fine as long as bars on the chart do not print very fast. I use Denali data feed but have seen the same behavior with Replay. During a big news announcement, the chart will often print bars very quickly. I have also seen it where out of the blue, three bars might just pop onto the chart very quickly.
From the documentation I use the the "new bar" code example to log the previous bar data upon getting a new bar. (It's the code which just looks at the PriorArraySize and does a less-than sc.ArraySize comparison). Again. works just fine when things aren't moving exceptionally fast.
However, when things do move fast, I end up with missing log files for the bars that "poof" appeared on the chart. These bars are visible on the chart, and they line up with the appropriate Bar Number (when I unhide Study 1). But data like OHLC does not exist for the missing bars since they were not logged in a file upon new bar "event".
When I look at the Sierra Message Log, it even appears that the New Bar "Event" was not triggered for those "poof" bars.
I thought this might have to do with Chart Settings:
- Chart Update Interval in Milliseconds: I set this to 5 and still have seen the same results.
Is there another setting buried somewhere that I need to adjust ? Or perhaps is there a line of code or two that would ensure every bar does get logged regardless of how fast the bar printed?
Thanks for any and all help! :)
|bradh - Posts: 722|
Multiple Renko bars can appear at once when the price is moving faster than the bar size. There are ways to manage this with the Chart Setting Bar Period>>Renko Bar New Bar Mode (List), you may be able to minimize the effect with the right settings.
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