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Direct MessagesDate/Time: Fri, 26 Apr 2024 09:53:32 +0000
Market Internal Calculations Not Making Any Sense After SC Update
View Count: 614
| [2023-04-11 16:02:00] |
| Techotomy - Posts: 104 |
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Both my tick and volume internal calculations are not making any sense after the SC update to Revision 45597 yesterday. I was forced to update after some incompatibility issue with the service I was using (Rythmic). For instance, both the percent tick calculation (100*{TICK-NYSE_NASDAQ_NYSEMKT}/({DTIS-NYSE_NASDAQ_NYSEMKT}+{UTIS-NYSE_NASDAQ_NYSEMKT}) on the bottom panel and the internal volume calculation (100*{NVOL-SP}/{TVOL-SP}) on the second to bottom panel have constant values from 10:00 to 10:30 on 4/11 (see https://www.sierrachart.com/image.php?Image=1681228508588.png). I have a redundant tick calculation in TV that does not show the constant values, and the tick values should not be constant across 7 subsequent 5 minute intervals. I did not have this issue before the update, and have seen this issue both yesterday and today.
Date Time Of Last Edit: 2023-04-11 16:02:20
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| [2023-04-11 16:22:00] |
| John - SC Support - Posts: 31131 |
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You can not claim that those values are the same across that time period by looking at them. Most likely, they are just much lower than the current values, therefore they look the same, but if you scroll back, they will most likely expand so you will see them as being different from one another. Or, you can use the Tool Values Window to verify that they are all the same or not. If they really are all the same value, then you would need to look at the underlying data that makes up those Custom Calculated Symbols and see what the data looks like during that time. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-11 17:56:03] |
| Techotomy - Posts: 104 |
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They are the same values, verified by the both the Tool Values Window and zooming into the tick panel to the hundredth decimal precision (https://www.sierrachart.com/image.php?Image=1681234486128.png). The internals don't match the price action. I've been looking at the SPY almost exclusively every day for about a year. Something is wrong. I've also included an image showing the underlying values for the tick calculation. Those underlying values don't match the graphed calculation (see https://www.sierrachart.com/image.php?Image=1681235555805.png) |
| [2023-04-11 20:49:16] |
| John - SC Support - Posts: 31131 |
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That is the overnight session, for which the Market Statistics do not have any information. Since you are putting this on a chart that does have data, it looks like it is extrapolating the information from the close to the next open in order to show bars during that time.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-12 09:48:49] |
| Techotomy - Posts: 104 |
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The data in question is from the regular trading session, 10:00 - 10:30 EST, not the overnight session. You can see that the underlying market internals used to make the calculations are available (see previous post).
Date Time Of Last Edit: 2023-04-12 09:50:28
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| [2023-04-12 15:12:14] |
| John - SC Support - Posts: 31131 |
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The thing to try is to delete the data from just before the problem area and have the system redownload/recalculate it. We do not know why there was a lack of the calculation during those times. Refer to the following instructions: Data Errors or Spikes in Charts, Flat or Flat Line Graph, Compressed Graph, Errors with Date/Time Values: 2.1.2 Deleting and Re-downloading Data. (Easier and Recommended Method) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-19 15:53:08] |
| Techotomy - Posts: 104 |
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This does not work. I've already tried deleting, reloading, and recalculating the data, and tried again from your post.
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| [2023-04-19 16:24:49] |
| Techotomy - Posts: 104 |
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The same calculation works on Version 2417 Revision 42894, but not on Version 2491 Revision 45597. Again, I was forced to upgrade to the new version when using Rithmic, so reverting back isn't a solution. Please advise.
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| [2023-04-20 10:26:57] |
| Sierra_Chart Engineering - Posts: 14092 |
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Is historical data set to be downloaded for the custom calculated symbol? Refer to: Custom Calculated Symbols: Instructions In particular step 11. Are you missing any historical data for the symbols which are part of the custom calculated symbols? Make sure the data is complete for those components symbols. Open charts for them showing the full 24 hours, and refer to if you need to download missing data for them: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart We will also test this: 100*{NVOL-SP}/{TVOL-SP} Do you have the order of the calculation correct? So you first want to multiply NVOL-SP by 100 and divide by TVOL-SP? 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: 2023-04-20 10:27:22
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| [2023-04-23 17:33:06] |
| Techotomy - Posts: 104 |
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Historical Data should not need to be set since the issue occurs with realtime data. I set it anyway and the issue still occurs. I believe the update changed some of my setting since I believe I had already set this, and had definitely set another setting that changed after the update (previously had hand tool as default before update). No, I'm not missing any of the underlying data. You can see that the underlying data is already available in my previous post on [2023-04-11 17:56:03]. Yes, 100*{NVOL-SP}/{TVOL-SP} is the calculation I am using. Again, the calculation works on Version 2417 Revision 42894, but not on Version 2491 Revision 45597. I can see a similar graph between both revisions except for the constant values from 10:00 to 10:30 on 4/11 I mentioned earlier. |
| [2023-04-25 21:11:33] |
| Sierra_Chart Engineering - Posts: 14092 |
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We need to do some testing. Would seem very unlikely we would find a problem but we will test, but we cannot get to this until next week.
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 |
| [2023-05-05 15:20:45] |
| Techotomy - Posts: 104 |
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I upgraded another instance of SC from the old version to 2497 revision 45800 and the same flat lining is happening to the data (see https://www.sierrachart.com/image.php?Image=1683299627346.png) whereas it didn't happen before in the older version. The upgrade also changed my settings, such that the Download Historical for Formula Symbol was changed from Yes to No. I would be surprised if this is not reproducible on your side it has been reproducible on my side.
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| [2023-05-08 19:44:08] |
| Sierra_Chart Engineering - Posts: 14092 |
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Yes this is definitely going to be the case: The upgrade also changed my settings, such that the Download Historical for Formula Symbol was changed from Yes to No.
We still have not had a chance to test this. We should get to it this week. 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 |
| [2023-05-09 08:33:46] |
| Sierra_Chart Engineering - Posts: 14092 |
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The only thing we are concerned with is whether the calculation is correct: . I would be surprised if this is not reproducible on your side it has been reproducible on my side.
Reproducing what you see is not relevant. It is not relevant, that we see what you see. We will verify the calculation is correct at all times and if it is, there is no problem. 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: 2023-05-09 08:34:07
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| [2023-05-09 08:39:34] |
| Sierra_Chart Engineering - Posts: 14092 |
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The calculation is correct and no problems are observable so far as we have expected. This is what we currently see: https://www.sierrachart.com/image.php?Image=1683621626205.png The chart on the right, is doing the calculations using the arithmetic studies, and the source data: Using the Basic Arithmetic Studies We are using the 24 hour symbols so that we have data at this time. 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: 2023-05-09 08:41:22
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| [2023-05-09 09:24:17] |
| Techotomy - Posts: 104 |
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Did you implement the algorithm in Version 2417 Revision 42894 and then update to 2491 Revision 45597? Also, you are looking at a different time frame and at a different time with different symbols. I can just as easily show you some snippet of my defunct algorithm that happens to work correctly, when it flat lines at another time. A broken clock works correctly twice a day. "Yes this is definitely going to be the case: The upgrade also changed my settings, such that the Download Historical for Formula Symbol was changed from Yes to No." Why should it definitely be the case. Shouldn't the update retain my prior settings? If this is case, then I'd need to redo my entire setup every time there is an update because it will have been compromised. "Reproducing what you see is not relevant. It is not relevant, that we see what you see." Why is reproducing what I see not relevant? I'm showing you an issue were my setup was compromised by the update. How is that not relevant to maintaining system integrity? Date Time Of Last Edit: 2023-05-09 09:28:03
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| [2023-05-12 16:03:59] |
| Techotomy - Posts: 104 |
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Here is some more flat lined data that occurred today (see https://www.sierrachart.com/image.php?Image=1683907410883.png). I deleted all data and downloaded, then reloaded and recalculated, but it is still there. I believe the flat lining occurred when my computer was sleeping. How do I fix this?
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| [2023-05-12 16:59:21] |
| Sierra_Chart Engineering - Posts: 14092 |
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No, this is not relevant: Did you implement the algorithm in Version 2417 Revision 42894 and then update to 2491 Revision 45597?
This is not relevant and we have run it an entire day without an issue: Also, you are looking at a different time frame and at a different time with different symbols. I
Why should it definitely be the case. Shouldn't the update retain my prior settings? Yes, and 99.9999% of the time this is the case. This particular setting among thousands and thousands of settings in Sierra Chart, had the default changed because of the downloading of historical data for custom symbols is very time-consuming and by default this has been turned off. Due to how Symbol Settings are saved, since the default changed, it may very well have changed the state of this particular setting for existing custom formula symbols.No, this is not the case at all: If this is case, then I'd need to redo my entire setup every time there is an update because it will have been compromised.
This is a very isolated specific one time case, to ensure less issues with custom calculated symbols.We have not been able to reproduce the problem. I believe the flat lining occurred when my computer was sleeping Therefore this is the problem. We will make sure there is no historical data downloading problem upon a reconnect to the data feed.
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: 2023-05-12 17:00:20
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| [2023-05-12 18:32:49] |
| Techotomy - Posts: 104 |
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What do you mean by, "We will make sure there is no historical data downloading problem upon a reconnect to the data feed."? Are you investigating an issue with the historical data downloading on your end? I tried re-implementing the calculations on another instance and could not get the historical data to show up even with the Download Historical for Formula Symbol option set to Yes. |
| [2023-05-17 15:10:59] |
| Sierra_Chart Engineering - Posts: 14092 |
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The issue looks like it is relating to the creation of historical data for the formula symbol. Does this issue occur in a sub instance of Sierra Chart? Yes we are looking at problems with historical data creation for a formula symbol. We should have our testing complete today and identify any issues. 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: 2023-05-17 15:12:03
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| [2023-05-19 07:27:38] |
| Techotomy - Posts: 104 |
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I've only tested main instances.
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| [2023-05-19 08:30:49] |
| Sierra_Chart Engineering - Posts: 14092 |
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When you have the problem you have to go to Intraday charts for the component symbols and see if there is any missing data there for the time period where you see no output for the formula symbol.
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 |
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