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Date/Time: Thu, 25 Apr 2024 10:36:42 +0000



bollinger bans on 5 min tick

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[2014-05-21 19:27:45]
User39309 - Posts: 15
I am using the sierra real-time data service. I use the tick on 5 min bar as a region 2 overlay with es in region 1. I put 12,2,sma BB on the tick and they aren't calculating correctly (I have a snapshot). Also noticed the uvol dvol for NYSE is very different than esignal. Tick number is also diff.
[2014-05-21 19:37:01]
Sierra Chart Engineering - Posts: 104368
For information about how market statistics are calculated, refer to:
http://www.sierrachart.com/index.php?l=doc/SCMarketStatistics.php#CalculationsAlgorithms

There will be differences with the market statistics compared to other services and we can provide no further help with that at all. The values provided by Sierra Chart are correct based upon the calculation methods.

Provide an image of the chart you are referring to by following these instructions here:
https://www.sierrachart.com/index.php?l=PostingInformation.php#Image

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: 2014-05-21 19:38:08
[2014-05-21 19:46:04]
User39309 - Posts: 15
http://www.sierrachart.com/image.php?l=1400701521972.png

[2014-05-21 19:52:13]
Sierra Chart Engineering - Posts: 104368
The Bollinger Band calculation looks reasonable to us. Why do you think it is incorrect?

We assume you have set the Based On setting with that study to the TICK-NYSE overlay study?
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: 2014-05-21 19:52:34
[2014-05-21 19:54:46]
User39309 - Posts: 15
Yes it is based on the tick overlay. Look at the values area(yaxis and look at the upper band value vs the value of the reference. Its off by over 400.
[2014-05-21 19:55:17]
User39309 - Posts: 15
Also same for lower.
[2014-05-21 19:56:21]
User39309 - Posts: 15
Or maybe that value ref is only for the tick itseld?
[2014-05-21 20:07:28]
Sierra Chart Engineering - Posts: 104368
This is an issue with the scaling.

What you need to do is change the Scale Range for the Overlay study to Automatic. This will solve the problem. Here is the documentation for this:
http://www.sierrachart.com/index.php?l=doc/doc_Scaling.html#ScaleWindowStudy
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: 2014-05-21 20:07:39

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