What Is New
Log of Changes and Improvements to Sierra Chart
This list contains major items of development, items which are notable, and changes and additions which users need to be informed about.
This is not a comprehensive changes and additions log. It only represents less than 25% of the actual development performed every day. There are not version notes for each version. The main Sierra-Chart documentation is updated as needed relating to the changes and additions.
In addition to the below listed items for each version, there are also various low-level improvements, issues resolved, and small additions that a release has which are not listed.
1783 Release Date: 2018-07-18
- Added new option in Chart DOM Settings: Recent/Current Volume Bars Length Relative to Bid and Ask. When this option is enabled, the length of the Volume bars in the Recent Bid and Recent Ask DOM Columns is based on the maximum value in either the Recent Bid or Recent Ask columns. The Current Traded Bid Volume and Current Traded Ask Volume work the same way.
- Rearranged the Chart DOM Settings window due to the number of items available on the window.
- As of this version, with ACSIL it is no longer possible to change the chart bar period using the individual ACSIL members like sc.VolumePerBar. It is now required to use the sc.SetBarPeriodParameters function. This change is necessary to properly support sc.SetBarPeriodParameters.
- Corrected a problem when editing a Trade Activity Log entry where the Symbol was not being set correctly in the case of a simulated entry and would cause a simulated order fill entry to no longer be displayed on a chart and also the Value Format would be incorrect.
- Finalized the development of the Spread Order Entry study. This can be accessed through the A tab of the Trade Window for the chart. It is recommended that this feature only be used in Trade Simulation Mode until you are certain it works properly for you.
- Memory allocation error handling has been added for the Market Depth Historical Graph feature. Previously an out of memory condition would lead to an exception being reported in the Message Log and this could lead to unpredictable behavior, at the very least with the Market Depth Historical Graph study.
- Spreadsheet performance improvements.
1781 Release Date: 2018-07-11
- Resolved a problem from a recent release when there are non-simulated Trade Positions for more than one Trade Account at the same time for the same symbol, these Positions were being reported under one account and not separately. It is essential to update to this version or higher if you are actively using more than one non-simulated trading account at the same time. This issue arose with lower level development with the tracking of Positions.
1778 Release Date: 2018-07-05
- Support for the old Renko chart studies has been permanently discontinued. At this point we are declining all further support for them. You should use the Bar Period Type >> Renko Bar setting in Chart >> Chart Settings instead. If you want to use the older Renko studies you can but existing instances will no longer appear on the chart but they can be manually added through Analysis >> Add Custom Study >> Sierra Chart Custom Studies and Examples. They are listed as Renko Chart and Renko Chart Enhanced. If you have any difficulties, you can provide your Chartbook through the Support Board and we will make the necessary change to make these studies visible in your Chartbook again.
- Support has been removed for CQG server-side bracket orders. If you need support for these types of orders, it is recommended to use the CTS low-cost connection model. Server-side OCO orders are still supported with CQG. You can also run an older version of Sierra Chart for continued support of them. There have been too many associated issues with CQG server-side bracket orders and we are no longer willing to support them as they cause problems for users and create a poor impression of Sierra Chart when the issue is not even on our side to begin with.
- Corrected a problem where under a certain set of conditions the title bar of chart windows was not being set with the descriptive text. This can also be resolved by unchecking Global Settings >> General Settings >> General 4 >> Destroy Chart Windows when Hidden.
- Fixed a problem with Numbers Bars Calculated Values Gridlines not displaying by default on an existing study after an update to the latest version. This will not fix the problem for anyone that has already upgraded, in this case, you just have to manually set the Subgraphs you do not want to Ignore, and then turn the Gridlines Subgraph to Visible.
- Completed development of the futures Trading evaluator service. At this time this will only be tested by some selected trading evaluators. It is not available at this time for general use until we have approval from the CME for the lower-priced exchange fees for it. There is no guarantee this will happen though. We do look forward to being able to offer the service because it will remove the need for CTS or Rithmic for futures trading evaluation. We now have our own fully integrated and standalone solution. This greatly simplifies the service for evaluating futures trading performance and provides a totally reliable and consistent solution. The concept of connection problems and trading issues, are completely eliminated.
1776 Release Date: 2018-07-02
- Added 4 new subgraphs to the Numbers Bars Calculated Values study - Average Bid Volume Per Trade; Average Ask Volume per Trade; Bid Volume per Second; and Ask Volume per Second.
- Corrected a problem from a recent release where the High/Low/Last During Position fields were not being set for non-simulated positions. This would affect the maximum open position profit and loss calculations in the Trade Activity Log.
- Added new ACSIL functions to get and set study Inputs in any chart including the chart the calling study is located on.
- Added several new options to the DTC Service Client to skip the use of the logon message, skip the encoding request, enable relay server mode and enable JSON message logging.
- Resolved some issues with Bid & Ask Depth Bars study related to Bid and Ask prices. Bid and Ask prices are now obtained from each chart bar.
- Solved an issue with new line characters not being added to the saved message log, which arose in a recent release.
- When using the Add Additional Symbol study with Intraday charts, a deadlock condition can occur where Sierra Chart completely freezes. This issue is now resolved. This was caused by critical sections by different threads being entered in an inconsistent order.
1771 Release Date: 2018-06-27
- Separated TPO Profile Input for Highlight TPO Value Area and POC into two Inputs: Highlight TPO Value Area and Highlight TPO POC.
- Added new Input option for Numbers Bars - Ignore 0 Values for Minimum Highlight that will display highlights of the Minimum value that is not 0.
- Numbers Bars performance improvements.
- When using Split profiles with Numbers Bars, Ask or Bid Volumes of 0 will not display a volume bar.
- Added option for whether to draw text at the beginning or end of the following drawing types: Line, Arrow, Calculator, Zig Zag.
- For TPO profiles, when these letters/blocks are set to be displayed in individual columns, then when using the Chart Values tool the actual Date-Time of each of those columns will be displayed in the Chart Values windows and on the time scale.
- Numbers Bars performance improvements.
1765 Release Date: 2018-06-15
- Corrected the issue from the prior release where there was a detrimental performance impact for ACSIL studies using Volume at Price data. There is now no longer any detrimental performance impact.
1764 Release Date: 2018-06-11
- Forward Curve study added. This allows for up to 5 dates to be specified as days back from today, and the curves are drawn for a specified period of months in the future from those dates.
- Added new option to the TPO Letter/Block Colors Input with the TPO Profile Chart study to support coloring the day and evening session letters or blocks separately in TPO profiles.
- Additional performance improvements with Volume Profiles and TPO Profiles. The previous performance improvements in some cases made performance worse under certain cases. All of these cases have now been optimized and overall there is much higher performance now. Performance with chart data loading should also be improved when using studies which require volume at price data.
As a result of these performance improvements, any ASCIL custom study which uses sc.VolumeAtPriceForBars must be recompiled for this version or higher because otherwise, they may perform poorly or less optimally due to the changes. So recompiling is important to do for those custom studies on this version or higher. Note: We have determined a solution to this problem and it will be implemented in version 1765 which will be out before 2018-06-16. Therefore, recompiling will no longer be necessary.
1761 Release Date: 2018-06-09
- Resolved a problem with the display of Spreadsheets which arose in a recent version which occurred under certain conditions.
- Resolved an issue from a recent release with displaying TPO profiles in their own column which would cause an exception. Also other TPO profile related issues from the recent pre-releases, after the performance improvements, have been resolved.
- Some users have experienced an issue where there are unusual window display problems within the program, when using the new Control Bar. We are aware of this. We are only aware of two cases of this and this will be resolved.
1757 Release Date: 2018-06-04
- TPO and Volume Profile performance improvements.
- Added new ACSIL functions for accessing volume at price data from TPO and Volume Profiles in the chart from other studies.
- Improved the Trade Statistics for Charts tab on the Trade Activity Log. All charts that are maintaining a Trade list are now listed.
1754 Release Date: 2018-05-31
- Added new Time in Force setting to submit order at a set time.
- Added a new Input to the Volume at Price Threshold Alert Study V2 that will highlight any group of adjacent alerts that is the same size or larger than the setting.
- Numbers Bars study new Font Size input and new minimum and maximum font size Inputs. These inputs need to be checked to make sure they are set as you require.
- When using scaling in, and the order which has been determined to be the order to have its quantity increased when the scaling in order fills, is no longer working, it will be reactivated.
- Corrected a problem where in some cases changing the Tick Size through Chart Settings would not have gone into effect.
1749 Release Date: 2018-05-22
- Implemented new Control Bar which does not use operating system buttons but instead efficiently drawn buttons which reduce system resources.
- Added new study Average True Range - Normalized.
1748 Release Date: 2018-05-12
- Up to 20 Graphics Settings configurations can be saved and loaded to allow changing between color schemes very quickly.
- Corrected a problem from a recent release where when duplicating a chart which uses its own individual Graphics Settings, the settings were not copied to the new chart.
- The General Trade Settings option HoldLimitAttachedOrdersOnClientSideUntilTouched has been removed as it is no longer necessary now that there is the Limit if Touched - Client order which effectively does the same thing. This is what is recommended to be used as the alternative. If there is any functionality which you cannot accomplish now that this option has been removed, let us know and we will see how best to implement this.
- Corrected a problem with chart replay when jumping forward By Number of Trades or To Next Bar, where the replay would continue until the end immediately. This is resolved.
- Added Subgraph for Count of Alerts to the Volume at Price Threshold Alert v2 study that contains the count of the alerts per bar.
- Basic support for Cycle Chart Drawing tool from ACSIL.
- Added new option to Chart >> Chart Settings: Do Not Change Symbol Settings for Chart on Symbol Change.
- Working on implementation of Forward Curve study (not yet completed).
- Corrected an issue from a recent release where when Historical Daily data needs to be downloaded from a source other than the Sierra Chart Historical Data Service, that was not happening and instead the data was being downloaded from the Sierra Chart Historical Data service. For example, this would be a problem with Interactive Brokers and IQ Feed.
- Added Cumulative Delta Up/Down Tick Volume Subgraph to Numbers Bars Calculated Values.
- Added new Time in Force setting for trading to send an order at a specified time. This is on the Trade Window and is named Send Order at Time.
- Solved an issue with Trade >> AutoTrade System Bar Based Back Test with Scan where the very first symbol being scanned, would have the back test run for a second time when returning back to that symbol after the scan is completed. Also when the back test completes within a single chart update cycle for a symbol, the back testing for additional symbols would not continue. This problem is resolved.
1742 Release Date: 2018-05-08
- Corrected an issue relating to price multipliers with the DTC server which arose recently. This was causing a problem when using services like CTS for trading from a sub instance of Sierra Chart. The order prices were being multiplied to higher values. This is now solved.
- When combining records on the Time and Sales window, an alert will only sound the first time it is triggered for a particular record.
- Corrected a problem with Time and Sales alert messages which could cause an exception.
- Corrected an issue where the Always on Top state for a detached chart window would be disabled when using Global Settings >> General Settings >> Bring Detached Windows To Top On Main Window Focus.
- Time in Force for Simulated Orders is now implemented. For example, day orders will cancel at the end of the trading day.
1738 Release Date: 2018-04-28
- Corrected an Attached Order quantity problem when the attached orders cannot have all the same quantities as the parent order quantity. Due to the recent change to support fractional quantities, the attached orders were getting set as fractional when the parent order quantity is changed and they cannot all have the same quantity. This is now corrected.
- Corrected problem with menu translations which arose in the last few versions.
- Corrected some issues and made improvements to the feature to submit spread orders through A tab of the Trade Window.
- Ranges of Base Graph and Subgraph identifiers are now supported in Simple Alert Formulas. For the documentation, refer to Referencing a Range of Data.
1735 Release Date: 2018-04-21
- Feature to submit spread orders independent of exchange traded spreads. This supports up to four different symbols. This feature is accessible through A tab of the Trade Window. Press the Enter Spread Order button to add the Spread Order Entry study and open the Input settings for configuration. Documentation will follow shortly. This only works in Trade Simulation Mode at this time until it is fully tested.
- Symbol Settings to limit the quantity of a Trade Position and maximum Trade Order Quantity. These apply to all orders for the symbol. These settings are in Global Settings >> Symbol Settings >> Additional 2. They are named: Trade Position Limit, Order Quantity Limit. These settings are disabled if they are set to 0. Otherwise, the specified value is the limit.
- Updated Alert formulas and the Spreadsheet Formula Study to allow a range of data values to be entered. For example AVERAGE(ID0.SG1[0:-10]) gives the average of the last 10 bars of the Open of the Main Price Graph.
1734 Release Date: 2018-04-21
- TPO Profile Chart sub periods can now be based on seconds in addition to minutes. There is a new Input setting to control this.
- In Simple Alert Formulas when using the subgraphs SG22 and SG23 which refer to the Renko Open and Renko Close values, when the chart bars are not Renko, these will refer to the true Open and Close values respectively and not cause a formula error.
- Improvements to the feature to Flatten and Cancel orders at a set time on the Trade Window. Previously a confirmation would be shown at the time the Position is flattened, and this is no longer the case. The confirmation should not have been displayed. Anytime the time value is changed, it will reset the trigger date. Previously Flatten and Cancel action would only be allowed to occur once a day. There are now options to just cancel orders only and also to disable auto trading for the chart.
- Various other development.
1731 Release Date: 2018-04-12
- When reordering the charts through the main window MDI chart tabs or through the Windows and Chartbooks dialog, this order was not being saved to Chartbooks and was not being used on the Study Summary window. This issue has now been corrected.
- The Time and Sales window color settings are now in the Graphics Settings window. This allows for a global color configuration.
- Added new main window background color setting to Graphics Settings. This is the background color for the main MDI window in Sierra Chart.
1728 Release Date: 2018-04-03
- Added a new option to File >> Send File to User to send the main global configuration file to another user. When it is received, the users global configuration file will be replaced with what has been sent. This is useful in order to transfer your global configuration to another user to help them get started with Sierra Chart in the case where they want to share the same configuration that you have. Private account information is not transferred.
- Implemented a new tab on the Trade Window for the chart and Trading DOM labeled A (Additional). This has settings to flatten the current Trade Position and cancel working orders for the Symbol and Trade Account of the chart at a set time. This time is always according to the time zone of the chart. In an upcoming release this tab will also implement the ability to enter spread orders for nonexchange traded spreads.
1727 Release Date: 2018-03-30
- Implemented a solution when connecting to Interactive Brokers Trader Workstation when it prompts to allow the incoming connection, where the connection was getting immediately closed by Trader Workstation on the second prompt. This is now solved.
- For the Chart and Trade market data columns on the right side of the chart, the volume/quantity horizontal bars are now enabled and disabled through a common interface. The new common setting is in Trade >> Customize Chart/Trade DOM Columns. The new setting is named Show Volume Bars and can be set individually for each market data column. The old settings have been removed. The documentation will be updated as soon as possible.
- Added Chart Trade Window Selected Quantity Button Color to the Graphic Settings.
1725 Release Date: 2018-03-24
- New background coloring options for the Numbers Bars Calculated Values study.
- Implemented Global Settings >> Chart DOM Settings >> Recent Bid Ask Volume Timeout in Milliseconds. Documentation will be updated as soon as possible.
- Implemented some solutions related to some issues users have encountered with the new interface to Interactive Brokers Trader Workstation.
- Corrected a problem with market depth data during a chart replay, which arose in version 1718.
1721 Release Date: 2018-03-16
- Resolved some issues related to the market depth work done in 1718 and subsequent versions.
- Updated the interface to Interactive Brokers Trader Workstation to use the latest TWS protocol version. It is necessary to be running the latest Trader Workstation to be able to connect from Sierra Chart to Trader Workstation.
1718 Release Date: 2018-03-16
- Added new MACD Bollinger Bands studies to Analysis >> Studies.
- Now using a different function to start the Sierra Chart installer for a software update. This solves a problem where sometimes installer would not start after the Windows prompt to allow the installer to run.
- Added support for more than 50 market depth levels. Improved the internal storage and handling of market depth data. The number of orders, if available is maintained for each market depth level and is now displayed in the Market Depth Window. ACSIL functions can no longer use the old market depth arrays in the s_SCBasicSymbolData structure and must instead use the sc.GetBidMarketDepthNumberOfLevels, sc.GetAskMarketDepthNumberOfLevels, sc.GetMaximumMarketDepthLevels, sc.GetBidMarketDepthEntryAtLevel, sc. GetAskMarketDepthEntryAtLevel functions.
1717 Release Date: 2018-03-13
- Corrected an issue from a recent release where when getting a list of futures spread symbols through File >> Find Symbol, there would be an abnormal shutdown or subsequent instability after about 5 to 10 minutes.
- Corrected an issue from the prior release with the BitMEX Trading Direct service where the Stop Order Price Reference setting was not being applied.
- New ACSIL function members added.
1715 Release Date: 2018-03-09
- New BitMEX specific order related settings in Global Settings >> Data/Trade Service Settings.
- Added new TPO profile chart merge commands to select a beginning and ending profile to merge multiple profiles together.
- Corrected a problem from a recent release where simulated orders submitted through the DTC protocol server were not getting filled. This problem only affected simulated orders.
- Added user contributed studies 64-bit DLL.
1712 Release Date: 2018-03-06
- With the Global Profit/Loss Management feature, trade locking is now per trade account rather than across all accounts.
- When the bid price changes, the recent bid volume at that price will be zeroed. When the ask price changes the recent ask volume at that price will be zeroed.
- Corrected a problem with the new order types : Stop with Last Triggering and Stop with Bid/Ask Triggering where there were restrictions preventing the submission of the market order on triggering due to safety checks.
- Corrected a problem from a recent release where when submitting an order using ACSIL for a different Symbol or Trade Account, the tick size for the order was not being set before the order prices causing in some cases incorrect rounding.
1710 Release Date: 2018-03-03
- Added 2 new options in the Volume At Price Threshold Alert V2 that apply when using Ask Volume Bid Volume Ratios. One that allows for Zero value comparisons, and the other for how to deal with the zeros when they are compared.
- Added new order entry study: Trading: TriggeredMarketOrderForTradeSymbol . The study requires that you set the Trade and Current Quote Symbol in the Chart Settings to the symbol you want to trade.
- With the Trading System Based on Alert Condition study, the debugging output was incorrectly going to the main Message Log instead of the Trade Service Log as documented. This is now corrected. Also improved the logic with detecting state changes with the formula. The source code for this study is in the file: /ACS_Source/TradingSystemBasedOnAlertCondition.cpp
- Functions for enabling and disabling the horizontal and vertical chart grid have been added to ACSIL.
1708 Release Date: 2018-02-28
- Corrected issue with Bid and Ask Quantity Triggered Stop used as Attached Orders where the market order was not filling. This issue was only in Trade Simulation Mode.
- Added new ACSIL function to get Trade Positions by index.
- Added MACD Leader study.
- 64-bit build available. Resolved some issues with loading 64-bit version of existing studies.
- Implementation changes for Triggered Limit. A negative offset now specifies a lower limit for buy orders and a higher limit for sell orders. For Triggered Limit Attached Orders, the offsets are always positive and relative to the parent order price.
- Various other development.
1702 Release Date: 2018-02-16
- Corrected a problem with the Relative Volume study when it is based on other studies. The calculation to determine whether there is sufficient number of bars in a trading day was not able to be calculated in this case. Everyday was always determined to have insufficient data. This is now resolved.
- Changes to the implementation of the Trade Volume Triggered Stop order type. Also added Trade Volume Triggered Stop-Limit.
- Corrected an issue from a recent release where the Limit price for Trailing Stop-Limit orders was not being set in the case of when these are used as the main parent order.
1697 Release Date: 2018-02-01
- New option for Horizontal Ray and OHLC Ray drawing tools for Extend Until Future Intersection. When selected, the lines will only extend forward in time until it intersects a price bar. For the Horizontal Ray, this only works when the ray is extended forward in time. The option is removed when the ray is extended backward in time.
- New Trading System Based on Alert Condition study added. This simplifies automated trading. It can perform either a Buy Entry, Buy Exit, Sell Entry, or Sell Exit. Any number of these studies can be added to the chart to perform more than one order action on the chart.
- New Numbers Bars Text Coloring Method named Based On Separate AskVol BidVol Percentage. This performs the calculations in the same way as the Based on AskVol BidVol Percentage setting, but when displaying both Bid and Ask values, both sides will be colored regardless of dominance.
- Corrected a problem from a recent release where market data columns like Recent Bid Volume and Recent Ask Volume were not being calculated according to the correct Tick Size during a chart replay.
- Corrected a problem with one of the sub calculations for the Standard Deviation Bands in the Volume Weighted Average Price Rolling study.
- Enhancements to the Triggered Limit order type.
1694 Release Date: 2018-01-29
- New Order Types added: Bid Ask Quantity Triggered Stop (main order and attached order support), Triggered Limit (main order support), Trade Volume Triggered Stop (main order and attached order support). All of these stops work across all supported Trading services and in Trade Simulation Mode. Use these stops in Trade Simulation Mode to evaluate they work properly for you first.
*Last modified Friday, 02nd March, 2018.