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Direct MessagesDate/Time: Tue, 23 Apr 2024 07:43:52 +0000
Time and sales during replay ?
View Count: 2511
| [2013-05-01 08:15:53] |
| KissGimp - Posts: 6 |
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Hello. Is it somehow possible to have working "Time and sales" window during replay ? I kinda a need that window for my strategy, but I am not sure how could I test it properly without this working. I am using Zen-Fire demo and tick data. Realtime data from the feed displays everything correctly, but moving even like hour before and starting replay gives nothing. Is it some kind of hidden setting ? Thanks for the reply |
| [2013-05-01 08:35:27] |
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From documentation: The Time and Sales window for the chart that is being replayed is supported during a Standard Replay and will display trades as they occur. The Time and Sales window will accurately display the true historical trades if the Intraday data file contains tick by tick data. Otherwise, there will be one trade each displayed for each of the Open, High, Low, Close values of the underlying data records in the Intraday data file.
The Accurate Trading System Back Test Mode Replay Mode does not support the Time and Sales window during replays for performance reasons. 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 08:35:42
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| [2013-05-01 08:41:25] |
| KissGimp - Posts: 6 |
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Ok thank you, I had noticed in documentation too before you posted. However I have to ask, is it really necessary to block some feature because of performance ? Wouldn't be better to let user choose this depending on the power of his machine ? I have pretty much high end computer so it should be able to handle it. Are you planning to allow this in future release ? Date Time Of Last Edit: 2013-05-01 08:52:17
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| [2013-05-01 08:58:08] |
| KissGimp - Posts: 6 |
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Ok, I have read more and now I understand, I am supposed to use Standard Replay unless auto testing. I had switched to it and Time and sales works correctly. However I have noticed that Market Depth window (together with DOM graph) are still not displaying correctly (see attached screenshot). What could be possibly wrong ? |
 trading_market_depth.PNG / V - Attached On 2013-05-01 08:58:01 UTC - Size: 25.99 KB - 650 views |
| [2013-05-01 09:15:57] |
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In the next release, if you are doing a replay with Accurate Trading System Back Test Mode and it was not initiated from the Trade menu, then the Time and Sales window will work. During a replay it is only possible to get the best bid and ask prices. Not all of the market depth levels. 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 |
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