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Date/Time: Thu, 28 Mar 2024 23:07:05 +0000



Cumulative Tick

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[2014-08-07 16:14:14]
User28682 - Posts: 233
Hi,

Does SC offer a cumulative tick study somewhere? Or can someone point me to where more info on one might be?

Thanks

Tom
[2014-08-07 17:29:04]
Sierra Chart Engineering - Posts: 104368
Not quite sure what study you are looking for.

However, there are 3 Cumulative Delta Bars studies:
http://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s296
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
[2014-08-07 17:52:16]
User28682 - Posts: 233
Thanks, I am looking for a study based on "TICK" the NYSE TICK, not on any one individual security.

Tom
[2014-08-07 18:05:21]
Sierra Chart Engineering - Posts: 104368
It sounds like you want to use the Cumulative Sum of Study study:
http://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s134


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
[2014-08-07 18:26:55]
User28682 - Posts: 233
Thanks, that study makes sense. I inserted $TICK in top pane, cumulative tick below it. I have "no" for reset...nothing happens. The $TICK up top is not even updating. See attached.

Thanks

Tom
Attachment Deleted.
imagecumulative_tick.png / V - Attached On 2014-08-07 18:26:22 UTC - Size: 38.16 KB - 542 views
[2014-08-07 18:32:27]
Sierra Chart Engineering - Posts: 104368
You need to use the symbols from the new Sierra Chart market statistics data feed:
Sierra Chart Market Statistics

The symbol is TICK-NYSE.

You are using the old 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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-08-07 18:47:01]
User28682 - Posts: 233
Thank you again. Does this cumulative study work on an intra day chart like I have attached?

Thanks

Tom
imagecumulative_tick_2.png / V - Attached On 2014-08-07 18:46:49 UTC - Size: 32.85 KB - 585 views
[2014-08-07 22:22:10]
Sierra Chart Engineering - Posts: 104368
Yes it will. Go to the Study Settings for Cumulative Sum of Study and set the Study and Subgraph to Reference study part of the input to the "Main Price Graph". And the Subgraph to Last.
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: 2014-08-07 22:22:32
[2014-08-08 00:03:19]
User28682 - Posts: 233
Thank you for that time and help. So, to make sure I understand this study. If I don't reset this cumulative line at the beginning of each day, and I use regular market session hours, it should be a continuous line that keeps on adding/subtracting the latest value, right? makes sense to me that way.

So, attached are my settings for this study based on TICK-NYSE, AND a chart with TICK-NYSE on top and
Cumulative Sum of Study for TICK-NYSE below it. I am looking at a daily chart for the last 3 days. On my chart, today is point "C", yesterday is "B", and the day before yesterday is "A". The change in closing TICK-NYSE from point "A" to "B" was approximately 373 pts (A = -144, B = 229, so -144 to 229 = 373pts). Your Cumulative study should then add 373 pts to its previous total to get a new total, right? Its total at "A" in the lower chart is 12,121, add 373 and get 12,494. But, the value at point "B" is actually
12,352. Something doesn't add up here. The difference from yesterday "B" to today "C" in closing NYSE-TICK is -367pts, almost the same as the change the day before. Subtract 367 from 12,352 (12,352 - 367= 11,985). Your actual value for today in the lower chart is 12,215 "C" in the lower cumulative chart.

What am I missing here? It should very simply add or subtract the latest change to a running cumulative line. I looked at the cumulative TICK from another source and instantly could see something wasnt adding up. Maybe I am just missing something.

Thanks

Tom
Attachment Deleted.
imageCum_Sum_of_Study_Settings.png / V - Attached On 2014-08-08 00:02:44 UTC - Size: 29.3 KB - 625 views
[2014-08-08 17:40:24]
Sierra Chart Engineering - Posts: 104368
What is the timeframe of the chart bars that you put the study on? With the way that you want the calculations to be done, the bars need to be Daily bars, because every chart bar is included in the calculation. You cannot do this on an Intraday chart, otherwise it will not work like you want.
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
[2014-08-11 14:53:10]
User28682 - Posts: 233
Thank you much, I got the cumulative TICK-NYSE working. I did notice an issues though, the last two days NYSE TICK stops printing a quote, while all my other stuff seems fine? EX: at 10:33 pacific time it stopped printing.

Thanks

Tom
[2014-08-11 16:50:00]
Sierra Chart Engineering - Posts: 104368
When this happens again, let us know and then we will check.

Also post a copy of the Message Log at the time that it happens:
https://www.sierrachart.com/index.php?page=PostingInformation.php#log
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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