Login Page - Create Account

Support Board


Date/Time: Thu, 25 Apr 2024 14:40:29 +0000



2 unrelated questions

View Count: 1337

[2014-08-25 12:10:51]
Herb - Posts: 9
1. In ACSIL, I would like to force a chart to be a reversal bar chart. Setting sc.ReversalTicksPerBar does not seem to work as documented. I seems to work only if the chart is a time based chart (and not e.g. a range bar chart).

2. In the settings for Interactive Brokers, I miss the option 'delay between histrical data requests' (version 1174), coming from version 1107. This option was very helpful for setting a longer delay in order to avoid pacing violations.

Thanks.
[2014-08-25 17:22:29]
Sierra Chart Engineering - Posts: 104368
1. We will look into this.


2. We will have to see about this. This whole problem with pacing violations is a complete nightmare and IB needs to resolve this. It really is absurd that this continues to this day.
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
[2014-08-27 05:12:37]
Sierra Chart Engineering - Posts: 104368
1. We think we know why this is happening and it will be resolved in the next release.
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
[2014-08-27 08:43:32]
Sierra Chart Engineering - Posts: 104368
1. Actually we now know why this happens. It is first necessary to set sc.RangeBarValue to 0 before setting sc.ReversalTicksPerBar , in order to change the Bar Period Type.

Unless the Bar Period Type is based upon seconds, you need to set the corresponding variable for the current Bar Period Type to 0 before changing to another one.


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: 2014-08-27 08:44:01
[2014-08-27 13:13:07]
Herb - Posts: 9
I already experimented with these settings, but I didn't get the correct reversal bars, and in the chart header and the chart properties it still says range bar.
[2014-08-30 17:28:58]
Herb - Posts: 9
I still await a satisfactory answer to both questions





Date Time Of Last Edit: 2014-08-30 17:31:11
[2014-08-30 20:27:40]
Sierra Chart Engineering - Posts: 104368
1. We have identified no problem with this. Here is a code example to work from:

SCSFExport scsf_ChangeBarPeriodTypeExample(SCStudyInterfaceRef sc)
{
  if (sc.SetDefaults)
  {
    sc.GraphName = "Change Bar Period Type Example";

    sc.StudyDescription = "This study is an example to change between Range and Volume Bars. It continuously changes between these two Bar Period Types, so the chart will continuously reload.";

    //During development set this flag to 1, so the DLL can be modified. When development is completed, set it to 0 to improve performance.
    sc.FreeDLL = 0;

    return;
  }

  if (sc.LastCallToFunction == 1)
  {
    sc.SecondsPerBar = 1*SECONDS_PER_MINUTE; // Set back to 1 minute
    sc.RangeBarType= IBPT_RANGE_IN_TICKS_STANDARD;
    sc.RangeBarValue = 0;
    sc.VolumePerBar = 0;
    sc.NumberOfTradesPerBar = 0;
    sc.DeltaVolumePerBar = 0;
    sc.ReversalTicksPerBar = 0;
    sc.RenkoTicksPerBar = 0;
    return;
  }

  if (!sc.AreRangeBars())
  {
    sc.RangeBarType= IBPT_RANGE_IN_TICKS_STANDARD;
    sc.RangeBarValue = 2;
    sc.VolumePerBar = 0;
    sc.NumberOfTradesPerBar = 0;
    sc.DeltaVolumePerBar = 0;
    sc.ReversalTicksPerBar = 0;
    sc.RenkoTicksPerBar = 0;

  }
  else if (!sc.AreVolumeBars())
  {
    sc.RangeBarType= IBPT_RANGE_IN_TICKS_STANDARD;
    sc.RangeBarValue = 0;
    sc.VolumePerBar = 5000;
    sc.NumberOfTradesPerBar = 0;
    sc.DeltaVolumePerBar = 0;
    sc.ReversalTicksPerBar = 0;
    sc.RenkoTicksPerBar = 0;
  }


  
}


2. The proper solution to this will be to change to package 3 to use the Sierra Chart Historical Data service which is now integrated with the Interactive Brokers trading service. This will be used for both Historical Daily and Historical Intraday data downloads.

Let us know if you would like us to do that.

What exchanges are the symbols you are charting from?
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: 2014-08-30 20:29:24
[2014-08-31 13:20:33]
Herb - Posts: 9
Thank you for your answers.

1. I see. The trick is to go back to a time based chart in a first step. Perfect, that works.

2.Reintroducing the option ‘delay for historical data requests’ would be a far more customer friendly solution and should not be too difficult to do. Please consider.

[2014-08-31 19:39:54]
Sierra Chart Engineering - Posts: 104368
1. You most definitely do not have to go back to time-based bars. Where does the code show this? You do not have to do this.

The code example continuously switches between range and volume bars. It does not go back to fixed time bars.

2. How is it more customer friendly? Using the Sierra Chart Historical Data Service if it provides data for the markets that you require, is monumentally more customer friendly. It just works without any trouble. There is no guessing and effort to determine the appropriate time delay. It provides high-quality data with bid volume and ask volume and should be probably about 100 times faster in some cases.
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: 2014-08-31 19:40:33

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account