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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.

  • 535 Release Date: 2009-11-05

    • Corrected a problem arising with a recent release with splitting and merging of TPO profiles, when using the TPO and Volume Profile Chart.
  • 534 Release Date: 2009-11-05

    • Corrected an issue where the Internal Position data outputted to a Spreadsheet where when using the Spreadsheet System for Trading study and performing a Medium, High or Very High Accuracy backtest at a high speed, it would not always be up-to-date. The Internal Position Data is now always fully up to date.
    • Corrected an issue from version 533 where the No Alert setting was treated as Alert 1.
    • Improved the formatting of alert messages from Advanced Custom Studies. They now include the chart name and the study name they originate from.
    • Added the Switch to DOM Mode command to the Trade menu. This configures a chart to be more like a traditional trading DOM. This is still a very new feature, and more work is planned.
    • Added the Market Facilitation Index Colored study.
    • Various low-level improvements.
  • 527 Release Date: 2009-10-26

    • Added color settings to the Time and Sales window for trades below the bid and above the ask.
    • Changed the sc.UseTool() function of the ACSIL so that the UseRelativeValue member works for all tools. Removed the TOOL_STATIONARY_TEXT tool because it is no longer needed as a result of these changes.
    • Added the Slope of MA34 (two stage) study to the user contributed studies source file.
    • Fixed a bug that arose when the feature for interactive scaling in other regions was added that caused the program to shutdown in a special case where a region had no studies in it.
    • Improved the setting of the bar spacing when the TPO and Volume Profile study is applied to a chart.
    • Added the command Chart >> Hide Chart to hide all the graphs and drawings on the chart.
    • Added menu items for the different scale types to the context menu for the chart scale area.
    • Added Edit >> Refresh All Intraday Data For Symbol command.
    • Added support for requesting historical weekly data from Barchart. To do this, add -W to the end of the symbol when opening a historical chart. The -W suffix is mutually exclusive with the -I suffix.
    • Corrected a problem that arose from recent prerelease with the TPO and Volume Profile Chart study where in some cases TPO letters would not be drawn for some time blocks.
    • Corrected a problem where when an alert message was added from an ACSIL study, the chart name was not included at the beginning of the alert line.
  • 525 Release Date: 2009-10-22

    • Corrected some issues with the TPO and Volume Profile Chart study arising from the recent changes to create consistent spacing for the profiles for each period.
    • Corrected a problem where when using default study settings for a particular study and you added a new instance of the study, the study values may have been all zeros.
  • 523 Release Date: 2009-10-21

    • Corrected some issues with the TPO and Volume Profile Chart study arising from the recent changes to create consistent spacing for the profiles for each period.
    • Additional improvements to the user interface for Attached Orders to only allow 2 orders per group and only one target and one stop.
    • Added a new Period Type to the Volume by Price study named One Period Fixed by Time. This provides a single volume by price graph that is a fixed amount of time that always is at the end of the chart. For example, if it is set to 5 hours, then it will be a volume by price graph of the last 5 hours.
  • 522 Release Date: 2009-10-18

    • Completed development of the new Bar Numbering study. This study will number the bars at the bar low starting from the beginning of the session for the trading day.
    • Corrected an issue with Attached Orders where they were not properly identified internally in the second revision of 519.
    • Added an option to Global Settings >> General Settings to hide the scrollbar from charts.
  • 519 Release Date: 2009-10-16

    • Further improvements have been made to the TPO and Volume Profile Chart study to create consistent spacing for each profile in the chart.
    • The Volume by Price, TPO Value Area Lines and Volume Value Area Lines studies have been updated to no longer use an independent start of trading day setting and instead use the start of trading day time based on the Session Times in Chart Settings for the chart. And the studies now use the standard Time Period Type and Time Period Length inputs. Upon upgrade these are reset to 1 Day. So you may have to make some changes to your settings.
    • Various low-level improvements.
    • Added a new auto trade variable: CancelAllWorkingOrdersOnExit.
  • 518 Release Date: 2009-10-14

    • The TPO and Volume Profile Chart study has been improved. The amount of space used by each TPO profile in the chart is much more consistent. This creates even spacing between profiles for a period.
    • The TPO letter handling for the TPO and Volume Profile Chart study has internally been improved and the interface has been simplified. By default the letters are from A to X and then a to x. This repeats as necessary. The letters can be customized by pressing the Customize TPO Letters button on the TPO and Volume Profile Settings Window.
    • The start time for TPO and Volume profiles with the TPO And Volume Profile Chart study are now controlled through the Session Times in Chart Settings. TPO letters also begin at this time. By default this will be letter A.
    • Various low-level improvements.
    • More efficient Spreadsheet Study processing. There have been additional improvements compared with version 517.
  • 517 Release Date: 2009-10-10

    • Reduced CPU usage when using the Spreadsheet studies due to reduced formula calculations. This should be a significant improvement. Feedback is appreciated.
    • Improved Interactive Scaling in other regions to be consistent with the first region.
    • Added the option Draw Bid And Ask Lines At Last Bar When Enabled to the Global Settings >> Graphics Settings window.
    • Re-added the Bid and Ask Average Line.
    • Added the Relative Momentum Index (RMI) study.
    • Added color settings to the Time and Sales window for trades below the bid and above the ask.
    • When Use Attached Orders For New Orders is enabled, and you are reducing the size of your position, the attached orders will not be applied unless Use Attached Orders When Scaling Out is check on the Trade Window Settings menu.
    • When you enter an order that will reverse your position without using Reverse and Cancel and Use Attached Orders For New Orders is enabled, attached orders will be attached with quantities equal to the new resulting position.
    • Corrected a problem from version 516 involving order quantities when modifying orders resulting from the above two new items, which were originally released into version 516.
  • 513 Release Date: 2009-10-06

    • Corrected a problem from a recent prerelease where the initial font size was too small.
    • When Use Attached Orders For New Orders is enabled and the Reverse and Cancel command is used, the existing position will be flattened and the new order to establish the new position will have Attached Orders attached.
    • In an earlier recent release, when the parent quantity is changed all of the Attached Order quantities are adjusted to match. This is part of a series of Attached Orders improvements that we are working on now.
    • Full support for trading when using the CTS T4 trading platform. Support for OCO orders and Automatic OCO orders for CTS T4 will be coming shortly. If you require this functionality, contact support so we can prioritize it for you.
  • 512 Release Date: 2009-10-06

    • Corrected a problem from a recent release with downloading of historical data that affected IB where there may have been repeating data of up to one minute at the end of the chart when reconnecting to the data feed.
  • 510 Release Date: 2009-10-05

    • Simple Alert Formulas now must use US English parameter and decimal number delimiters. This is to create a standard and avoid problems when delimiters from other Regions are used. You will need to update your alert formulas.
    • Corrected a problem with the Export Intraday Data function not exporting any data.
    • The automated trading documentation is now fully up to date and corresponds to version 508 and higher.
    • Added the SCTrading_FlattenAndCancelAllOrders () function to the ACSIL.
    • Improved the way filled orders are displayed on the chart.
    • Added keyboard shortcuts and toolbar buttons for the new Extended Rectangle Highlight tool.
    • Added the Auto-Snap to High/Low option to the Fib Retrace/Ext and 3Pt Retrace/Ext tools settings.
    • Fixed an issue where the scale would change unexpectedly when using the X&Y Constant Relationship scale.
    • Fixed the Save these settings as default feature in the Study Settings window where it had been broken a couple versions ago.
    • Added a spin control to the Speed setting of the Replay Chart window.
  • 509 Release Date: 2009-09-30

    • With the Spreadsheet System for Trading study, the trading related study inputs are outputted to columns I and J beginning at row 50. This data is read-only, it cannot be changed. Any changes do not affect the actual input settings.
    • Added support for intraday files over 2 GB in size.
    • Interactive Scaling now applies to all chart regions other than chart region 1. Therefore, it's possible to click and drag your pointer in the Values Scale on the right side of the chart in any chart region to interactively adjust the scale for that region.
    • Added the Cumulative Profit/Loss study. This data comes from the Trade Activity Log data.
  • 508 Release Date: 2009-09-30

    • The automated trading logic in Sierra Chart has undergone many internal improvements and some logic changes. The changes are described here. In this list, when we mention a "variable", we are referring to both the Spreadsheet System for Trading study input with that name, and to an ASCIL variable beginning with "sc.".
      1. When calculating the position combined with working orders quantities, we no longer distinguish between child orders and other orders. They are all considered independent orders. Although, when we calculate the quantity of orders that can Exit a position, we continue to look at only orders that reduce the size of the position. However, we count them all as if they are independent orders without distinguishing whether they are children or not. For example, if you have a long position with a quantity of 1 and you have 2 sell orders (stop and target) with a quantity of 1 each, the combined effective position will be -1. However, there is still proper interpretation that a long position exists, with Exits and anywhere else a position is important.
      2. The Entry logic has been changed so that a long or short entry cannot occur if there is a long or short position respectively, independent of any working orders. Unless Allow Multiple Orders in Same Direction is enabled. Working orders are also calculated and combined with the actual position to see if an entry is allowed or not, as always.
      3. Reversal Logic: A reversal cannot occur unless a position in the opposite direction actually exists. A working order that can create a position in the opposite direction, is not sufficient. When calculating the quantity for the reversal, we look at the current position quantity and the quantities of orders that can exit the position only. We do not consider working orders that can increase the size of the position. If you have the option to cancel all working orders upon entry, enabled, then only the position is considered.
      4. A new variable has been added to cancel all working orders upon a trade Entry: CancelAllOrdersOnEntriesAndReversals. This replaces the variable to cancel all orders on a reversal. The default for this is true.
      5. A new variable has been added to control allowing an Entry if there are working orders: AllowEntryWithWorkingOrders. The default for this is false. In other words, if there are working orders, a trade entry cannot occur. This also applies to Reversals as well.
      6. The automated trading variable MaximumPositionAllowedInSameDirection has been renamed to MaxPositionAllowed. This is for both ACSIL and Spreadsheets. It will now apply whether Allow Multiple Orders in Same Direction is true or false. It also will be compared to the actual position and to the position combined with working orders quantities. These changes will create a more expected result and provide a safer automated trading environment.
      7. There has been some reorganization of the study Inputs for the Spreadsheet System for Trading study. It is critical that when you upgrade to version 508, that you review all of your input settings to make certain they are correct.
      8. Support for writing trade signals to a text file to be used by another program for trading, has been removed from the Spreadsheet System for Trading study. The reason for this is now that the trading capability in SC is much more advanced, there's no longer a need for this kind of capability. Also it has created confusion for some users because this option was enabled by the user when it should not have been. Additionally, how the SC auto trade logic applies when using an external program, can be very complicated. It is something we just simply do not want to support. We also are going to be expanding support for additional trading platforms to provide greater connectivity, so there no longer is a need to use other trading programs.
      9. The internal auto trade management processing is much more efficient and organized. The code for ACSIL Trading and Spreadsheet Trading is now 100% common.
      10. The Trade >> Trade Service Log now only shows trade signals that are ignored and the reason. It does not show trade signals that are followed and result in an order. You can monitor those through Trade >> Trade Activity Log Or Trade Orders Window.
      11. The automated trading variable AllowMultipleOrdersInSameDirection has been renamed to AllowMultipleEntriesInSameDirection. This is for both ACSIL and Spreadsheets. For all of the auto trade variables and the current names, see the Auto Trade Management documentation page.
      12. It is critical that when you upgrade to version 508 or higher, from a prior version, that you test your auto trade system in Trade Simulation Mode, whether implemented using ACSIL or the Spreadsheet System for Trading study, to be certain that it functions properly. You will need to make any appropriate changes based upon the above described changes.
  • 507 Release Date: 2009-09-28

    • Corrected a problem with the behavior of Interactive Scaling on the right side values scale when the ChartDOM is displayed. This problem arose in 503.
    • Updated the project template for Visual C++ Express.
  • 506 Release Date: 2009-09-22

    • Corrected a problem with Trailing Stops, and made other low level improvements. We continue to recommend that you use trailing stops only with a simulation account. We did do testing with TD Ameritrade and Transact. The trailing stop functionality worked as expected.
    • A Visual C++ Express Template project has been provided. For more information, see this support board subtopic.
    • Maximum Open Position Profit and Loss are reset after a trade order fill. On the Fill tab of the Trade >> Trade Activity Log, the Maximum Open Position Profit and Loss represent the values at the time of a trade order fill.
  • 504 Release Date: 2009-09-22

    • Corrected some issues where when switching between chartbooks in the Windows and Chartbooks window, the charts would not be listed and other issues.
  • 503 Release Date: 2009-09-21

    • Added the ability to rearrange the order of windows/tabs in the Windows and Chartbooks window. This can be found in the menu under Window >> Windows and Chartbooks.
    • Added the Extending Rectangle Highlight tool. This tool can be selected from the menu under Tools >> Highlight Tools >> Extending Rectangle Highlight.
    • Fixed issues with using secondary colors and possibly the color arrays for subgraphs 32 and higher in the ACSIL. This issue was a result of the change when the number of study subgraphs was increased from 24 to 40.
    • Added an Apply button to the Study Settings window when changing the settings of a study directly from the chart.
    • Updated the behavior of mouse pointer input on the Chart DOM so that the input is always accepted exactly where the mouse cursor is over when the mouse button is lifted.
  • 502 Release Date: 2009-09-21

    • Corrected a problem with ChartDOM order entry where the order type may not always be according to your settings when entering an order from the bid column. This problem arose in version 501.
    • For the time being we have restored the old Chart Values window until a possible problem with the new one is resolved involving high CPU usage which appears to be related to complex interaction with other windows.
  • 501 Release Date: 2009-09-18

  • 500 Release Date: 2009-09-16

    • Completed development of the new Trailing Stop feature. See the Order Types documentation for more informatino. We recommend using this feature at this time only in Trade Simulation mode or with a simulation account from your trading service. We have done some testing with Transact and Interactive Brokers and at this time we have not seen any problems. Nevertheless, if you do use a trading service, please use a simulation account when using trailing stops.
  • 498 Release Date: 2009-09-16

    • Corrected a problem with the Move to Breakeven Stop order type when the order is modified.
  • 497 Release Date: 2009-09-15

    • This feature has been restored, because the issue with it has been solved: When using the OpenECry service, it is now possible to be running Sierra Chart and the OEC Trader software at the same time when using the same username. You no longer need to have separate usernames. The OEC Username and Password are set under Global Settings >> Data/Trade Service Settings.
    • Added the trailing stop types Triggered Trailing Stop and Move To Break Even Stop. The Triggered Trailing Stop can be used as either a primary order or an attached order. The Move To Break Even Stop can only be used as an attached order. These trailing stops should only be used in Trade Simulation mode until testing with live services is complete.
    • Holding down the Ctrl key while double clicking on a chart drawing will now create a copy of that chart drawing before moving or adjusting it.
  • 496 Release Date: 2009-09-11

    • Solved the problem with applying study collections saved with recent releases. You will have received an error that says "Incompatible Study Collection File" and the studies would not be applied. This problem has now been resolved.
    • It is now possible to copy chart drawings from multiple charts to a chart. In the Copy Chart Drawings From Chart #'s box on the Chart >> Chart Settings window, simply enter a comma separated list of source chart numbers. As before, it is possible to also to use a single chart number.
  • 495 Release Date: 2009-09-10

    • This version corrects several problems related to new development that has been done. An abnormal shutdown or freezing condition related to recent work on the Chart Values Window has been resolved. A problem where the Based On setting for studies would be lost after an upgrade has been resolved. A problem related to the Open E Cry interface has been resolved. This would affect data processing and connections to Open E Cry.
    • Due to some problems encountered with the feature to support sharing the same OEC username and password that you use with the OEC trader software, this change has been temporarily removed. Be sure you run version 495 or higher as there is a problem with version 493 or 494 using this feature.
  • 494 Release Date: 2009-09-09

    • Increased the number of study subgraphs from 24 to 40.
  • 493 Release Date: 2009-09-08

    • Added two new base data arrays to the ACSIL: sc.BaseData[SC_UPVOL] and sc.BaseData[SC_DOWNVOL]. These actually replace upticks and downticks that were added in version 490.
    • When using the OpenECry service, it is now possible to be running Sierra Chart and the OEC Trader software at the same time when using the same username. You no longer need to have separate usernames.
    • Corrected some problems with the Zig Zag study when using calculation mode 3. Reorganized the Zig Zag study inputs and corrected a problem with the display of the line Lengths. The documentation has been updated.
    • Added the Simple Trailing Stop Limit order type.
    • When using the Spreadsheet System for Trading Study, the Signal Only Once Per Bar input is set to Yes, and a signal is ignored because of this input setting, this condition is now logged in the Trade >> Trade Service Log.
    • A window for joining intraday data files together has been added. This can be opened with Edit >> Join Intraday Data.
    • A window for patching missing data in an intraday data file from another file has been added. This can be opened with Edit >> Patch Intraday Data.
  • 492 Release Date: 2009-09-04

    • Added redesigned trailing stop functionality. The first trailing stop type that is now available is "Simple Trailing Stop". This can be used either as an independent order or as and Attached Order. This should only be used in trade simulation mode because it has not been thoroughly tested. Within the next week, will be releasing three additional trailing stop types. This will also include a move to breakeven stop.
    • Corrected a problem with the Chart Values window not maintaining the scroll position for each individual chart.
  • 490 Release Date: 2009-09-01

    • Renamed the sg structure to sc (Sierra Chart) in all of the study source code files. sg can still be used. It is still supported. The documentation will be updated very soon.
    • Corrected a trade order price problem with the interface to IB affecting prices with smaller values. This would typically apply to stocks. They were not transmitted with the exact required format and this would cause an order price rejected error. This problem has been solved.
    • Added several menu commands to the Settings (S) menu on the Trade Window.
    • A zero level is not drawn for 2 (Fibonacci) and 3 Point Retracement and Extension tools when a level of 0 is not specified in the Tool Settings.
    • Improved handling of auto-coloring when using the fill draw styles.
    • Added a new input to the Zig Zag study: Display Length of Zig Zag Line.
    • Improved the look and layout of the Chart Values Window.
    • Updated Buffy study collections have been provided to support changes to the Fill Draw Styles for studies. If you are using a Buffy study collection, then reapply it from the Analysis menu, in order to get proper colors.
  • 489 Release Date: 2009-08-24

    • When getting order information using the ACSIL functions for getting an order, the Symbol member of s_scTradingOrderDetails no longer will have [SIM] at the beginning if the order is simulated. For more information see Getting Order Information.
    • All of the latest trading development and changes since version 471 have been tested with the Open E Cry service. No problems at this time have been found. However, Marked If Touched orders on the Open E Cry simulation environment never seem to get out of a held state. This is a server-side issue.
    • The Bid Ask Volume Bars GraphDrawType has been changed. The BidVolume and AskVolume are now colored separately on each bar. Rather than the colors for the BidVolume and AskVolume being based upon the ratio of BidVolume to AskVolume, they are now based upon the total volume of the bar relative to other bars. By default brighter colors are used when the volume of the bar is large relative to other bars. And darker colors are used when the volume is small relative to other bars. The colors can be configured in Global Settings >> Graphics Settings. They begin with Bid Ask Bar:.
    • Source code for the following studies is now included in the /ACS_Source/studies7.cpp file: Market Structure, SC Woodies Panel (This serves as a good example to create a panel of text information on the right side of the chart), Zig Zag.
    • Individual Attached Orders that are now in the All Groups OCA group, are now linked together. For example, if there is a Stop Attached Order with the OCA group All Groups and it is split into two orders because the parent has a quantity of 2 and there are two individual Limit Attached Orders, then when one of the stops is adjusted, the other one will automatically adjust as well. When one stop is canceled, then the other one will be canceled as well.
    • At this point we believe all of the major trading development and changes that has been done since version 471 has reached a stable point. However, first do trading in simulation mode and then with a simulation account with your trading service before doing live trading. This is always good practice. If we hear of no problems from users, then we will recommend this version and higher for all trading since it is much enhanced compared to version 471 and earlier.
    • Corrected several data processing problems with the interface to CTS T4. These problems would cause tick and volume overcounting. The Net Change, Daily High, Daily Low and DailyVolume data values are also now set from the data feed.

*Last modified Friday, 02nd March, 2018.