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Direct MessagesDate/Time: Thu, 25 Apr 2024 02:05:59 +0000
Scid Ok but Bad charting
View Count: 2138
| [2013-04-30 23:46:56] |
| fxz - Posts: 32 |
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Hello, please see the spikes at 16:50:32 30th April 2013 http://www.sierrachart.com/image.php?l=1367365034852.png the scid is correct no such volume or askVol frequently i see these spikes on the chart which desroy any auto trading strategy but here the scid extracted, you can see no such values of the chart the scid is correct why the spikes on the chart? 0.04.2013 16:50:31.00 1,315 1,315 1,31495 1,31495 1 10082 0 0 30.04.2013 16:50:31.00 1,315 1,315 1,3149 1,3149 1 10082 0 0 30.04.2013 16:50:31.00 1,315 1,315 1,3149 1,3149 1 10082 0 0 30.04.2013 16:50:32.00 1,315 1,315 1,3149 1,3149 1 10082 0 0 30.04.2013 16:50:32.00 1,315 1,315 1,3149 1,3149 1 10082 0 0 30.04.2013 16:50:32.00 1,315 1,315 1,3149 1,3149 1 10082 0 0 30.04.2013 16:50:32.00 1,315 1,315 1,3149 1,3149 1 10082 0 0 30.04.2013 16:50:32.00 1,31505 1,31505 1,3149 1,3149 1 10082 0 0 30.04.2013 16:50:32.00 1,315 1,315 1,315 1,315 1 10098 0 16 30.04.2013 16:50:32.00 1,31505 1,31505 1,315 1,315 1 10099 0 17 30.04.2013 16:50:32.00 1,3151 1,3151 1,31505 1,31505 1 10100 0 18 30.04.2013 16:50:32.00 1,3151 1,3151 1,31505 1,31505 1 10100 0 18 30.04.2013 16:50:33.00 1,3151 1,3151 1,31505 1,31505 1 10100 0 18 30.04.2013 16:50:33.00 1,3151 1,3151 1,31505 1,31505 1 10100 0 18 30.04.2013 16:50:33.00 1,3151 1,3151 1,31505 1,31505 1 10100 0 18 30.04.2013 16:50:33.00 1,3151 1,3151 1,31505 1,31505 1 10100 0 18 30.04.2013 16:50:33.00 1,3151 1,3151 1,31505 1,31505 1 10100 0 18 30.04.2013 16:50:33.00 1,3151 1,3151 1,31505 1,31505 1 10100 0 18 30.04.2013 16:50:33.00 1,3151 1,3151 1,31505 1,31505 1 10100 0 18 30.04.2013 16:50:33.00 1,3151 1,3151 1,31505 1,31505 1 10100 0 18 30.04.2013 16:50:33.00 1,3151 1,3151 1,31505 1,31505 1 10100 0 18 30.04.2013 16:50:34.00 1,31515 1,31515 1,31505 1,31505 1 10100 0 18 i have disabled ,checking on chart setting Disable data file updating Thanks |
| [2013-04-30 23:56:20] |
| fxz - Posts: 32 |
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Note i have tried alternatively and all together disabling Split Data records and Allow Real time upodating and Disable file updating |
| [2013-05-01 02:30:57] |
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This looks OK for us. You would have to set the chart bars to Number of Trades Per Bar = 1 to clearly identify a problem. Where you see an increase in volume means simply that you have 2 ticks/trades at that point. 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: 2013-05-01 14:41:50
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| [2013-05-01 07:13:23] |
| fxz - Posts: 32 |
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Yes the chart setting Period for the above example is Range in Tick (New Bar on range) 1 if i switch to Range in Tick (Standard or True or Fill gaps )1 the result is even worse ,the volume are accumulated as follows and the BidVol AskVol are not the values of the scid file http://www.sierrachart.com/image.php?l=1367391528599.png anyway with this period (Ticks new bar) the spikes are 1 spike every 4 to 10 minutes circa , the scid files looks Ok, seems SC makes an error eventhough the lines per second are less than 10 Why randomly SC charts 2 ticks when it charts usually 1 tick on the above scid file example yoiu you can check the scid lines Date Time Of Last Edit: 2013-05-01 07:17:22
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| [2013-05-01 07:40:14] |
| fxz - Posts: 32 |
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I fixed in this way, inserting 1 as a fixed value in every new tick line on the NumberTrades scid record , seems SC refers to it for the accumulation, being thje value 1 ,no accumualtion, so it s all OK now please dont modify this logic otherwise i ll go in trouble as per the above example Thanks |
| [2013-05-01 14:33:54] |
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We do not know what it is you are trying to point out to us. The algorithm for range bar construction is somewhat complex. The details are documented here: http://www.sierrachart.com/index.php?l=doc/doc_ChartSettings.html#RangeBarStandard There is nothing wrong with the way those bars work. What you see is based upon your data, and the algorithm used to create the type of bars you have specified. What you see is based upon very definite and consistent logic. We do not understand what you are trying to tell us here. If range bars do not give you the results that you are looking for, then do not use them. Set your chart bars to Number of Trades Per Bar = 1 if that is what you want. Seems like that is what you want. Previously we said set the chart bars to 1 Tick. We do not mean 1 tick Range per bar. What we meant is Number of Trades Per Bar = 1. We have updated the prior post. 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: 2013-05-01 14:44:49
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