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bar duration

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[2024-04-12 15:36:42] #1 [Go To First Post]
User411320 - Posts: 263
Hello, I want to use the slope function in the spreadsheet, with the x values being a MA and the y values being time. So I used the bar duration but in the spreadsheet it doesn't show as seconds interval. attached is that it's giving me. I'm using renko.


Screenshot 2024-04-12 113336.png / V - Attached On 2024-04-12 15:36:32 UTC - Size: 27.88 KB - 15 views

[2024-04-12 16:34:08] #2 [Go To First Post]
John - SC Support - Posts: 31293
That is the time in the native format. Select that column then select "Spreadsheet >> Number Format" and select "Time" for the format. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-04-12 16:53:38] #3 [Go To First Post]
User411320 - Posts: 263
Hello John, Thank you that worked, but now I think I have a different issue. Not sure if it's suppose to look like this (attached photo). I used the same approace as the documentation in regards to using the last 10 close prices and last 10 time intervals.


Screenshot 2024-04-12 125306.png / V - Attached On 2024-04-12 16:53:25 UTC - Size: 52.47 KB - 21 views Screenshot 2024-04-12 125247.png / V - Attached On 2024-04-12 16:53:31 UTC - Size: 13.15 KB - 19 views

[2024-04-12 17:20:54] #4 [Go To First Post]
John - SC Support - Posts: 31293
We can not say that it is wrong. That is, you need to keep in mind that since you are looking at Heikin-Ashi bars, the time is not constant. So even though you have a Moving Average that looks good over given time period, the slope of the line over the bar periods is going to be different for every point. What is it exactly that you are wanting to see? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-04-12 17:28:41] #5 [Go To First Post]
User411320 - Posts: 263
I'm trying to calculate the first derivative of a time series

[2024-04-12 18:27:52] #6 [Go To First Post]
John - SC Support - Posts: 31293
Ok, we understand that. But the issue is that we are not dealing with a function, therefore we have to actually evaluate the derivative at a specific location. This is what we are trying to understand better. For instance, are you wanting the slope of the tangent line at each point of the Moving Average? Or are you wanting to find a linear regression fit to the Moving Average over a certain number of bars and then find the slope of that line? Or are you wanting to do this based on the Close of each of the bars? Also, as we stated above, you most likely are not really wanting to do this with respect to time, but rather with respect to the number of bars. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-04-12 18:41:49] #7 [Go To First Post]
User411320 - Posts: 263
I apologize as I'm still learning. So I got the idea from a article from HackerNoon (not sure if I'm allowed to post link), attached is a picture of the formula being used and the result. You asked 3 different questions and the answer is, I'm not sure. Whatever is the simplest route and I'll go from there.


Private File Private File

[2024-04-12 19:19:56] #8 [Go To First Post]
John - SC Support - Posts: 31293
Since you are dealing with discreet data points and not a continuous function, the derivative is really going to be the slope of the line between two points. As such, if you want to get the first derivative of the Close of the bars, you would just need to take the close of one bar minus the close of the previous bar. Since the separation is 1 bar, your "run" is 1, so there is nothing you need to enter into the divisor. To do this in a Spreadsheet Study, for instance, you would enter the following formula: =E3 - E4 In looking at this, we are not sure how the graphs were determined in what you posted. We can not get anything that looks as "clean" as what they show. So we think there is something else going on with whatever it is that you are reading. We do not have any issues with posts to other sites, as long as the post is not breaking any rules from the other site. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-04-12 19:58:28] #9 [Go To First Post]
User411320 - Posts: 263
Wow, you made it so simple. Thanks In regards to the "run" being 1, what if I changed it to any other value (2,3,4,100,etc), what would I have to input as the divisor? Since no issue (https://hackernoon.com/advanced-techniques-for-time-series-data-feature-engineering) here is the link. I'm referring to part labeled "Derivatives"

[2024-04-12 20:59:25] #10 [Go To First Post]
John - SC Support - Posts: 31293
You would need to enter the number of bars over which you are calculating. 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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