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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.

• 683 Release Date: 2011-03-10

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  • Corrected a problem with the Closed Profit/Loss calculations arising from version 681.
  • With the Rithmic trading service, added support for Market if Touched orders and historical tick data.
  • Added various new Numbers Bars related calculations which can be displayed underneath a Numbers Bars graph. To display these, you need to be using a Numbers Bars Graph Type. To display the calculation results, select Chart >> Chart Settings >> Advanced Settings 2 and enable the options in the Numbers Bars Graph Options frame.
  • Added a new Input type to the Advanced Custom Study Interface and Language which allows you to create your own custom selectable list of options that can be selected by the user of the study. The new functions are: sc.Input[n].SetCustomStrings("Zero;One;Two;Three"), sc.Input[n].SetCustomStringIndex(0), sc.Input[n].GetIndex(). The list of text strings are mapped to a zero-based index.
  • Various low-level improvements.

• 682 Release Date: 2011-03-07

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  • Included new interface files for the Open E Cry service. This is necessary to work with the latest OEC Trader software. Otherwise, you may not get streaming real-time updates for charts and quotes.
  • Various low-level improvements.

• 681 Release Date: 2011-03-04

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  • Improved the internal calculations used for trading positions Average Price and Open and Closed Profit/Loss. This considers the actual fill price of each individual fill. One thing to keep in mind is that we use an averaging method in the calculations. This gives a precise end result. However, the Average Price of the position is not necessarily always going to be to the exact Tick Size.
  • Corrected a problem with the integration to the Trading Technologies platform service where Trailing Stop orders and Move to Breakeven Stop orders would not display the new price they were adjusted to. The orders were being adjusted, but at a slower rate, and the new adjusted price was not displaying in Sierra Chart. This has all been resolved.
  • Various low-level improvements with the integration to the FXCM Trading service.
  • Added the Parallel Trendlines and Parallel Extending Trendlines tools.
  • Various low-level improvements.

• 678 Release Date: 2011-02-23

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  • Added the ability to open charts from other running instances of Sierra Chart. This can be done using the File >> Open Remote Chart Data File command on the menu.
  • Improvements with the Internal Position updating when using the FXCM Trading service. Various low-level improvements with FXCM trading support. In order to use the FXCM Trading service with this version and higher, it is necessary to download the latest FXCM API Client Software and install it. This will update any existing installation you have.
  • The Internal Positions are synchronized to the Service positions on a connection to the server when using FXCM Trading or Trading Technologies.
  • With the Trading Technologies platform service, market data now uses the timestamp provided by the Trading Technologies FIX server. This means that an incorrect Date and Time setting on your computer will not affect the charts. However, any problems with the timestamp with the server will.
  • With the Trading Technologies platform service, Daily Net change is now supported.
  • Increased the number of study inputs.
  • There are now 2 Send Attached Orders order types. One sends the defined Attached Orders relative to the specified price. This can be the price you right-click at on the chart before selecting Send Attached Orders by Price . The other one sends Attached Orders relative to the Average Position Price.
  • Various low-level improvements.

• 677 Release Date: 2011-02-14

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  • Corrected a problem with the TPO Value Area Lines study arising in version 676.
  • Various low-level improvements and new features.

• 676 Release Date: 2011-02-11

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  • Improvements with chart printing. This includes even margins and more exact adjustments to bar spacing to print the nearly identical number of bars on the printed page as compared to the chart window.
  • Added an input to Volume By Price study for extending Value Area lines.
  • Fixed an issue where values in the Values Scale would get cut off when using a fractional Price Display Format.
  • Aligning the Volume By Price profiles to bars differently based on the graph draw type of the base graph.
  • Changed the behavior of automatically snapping trendlines to the high/low of bars when holding down the Control key on the keyboard to draw horizontal lines, and also fixed issues with drawing vertical lines.
  • The TransAct price engine API has been updated.
  • When using IB Financial Advisor account related settings, the Financial Advisor Account Number is used when requesting real-time position updates.
  • Corrected a problem with the TPO Value Area Lines study and the TPO Profile Chart study involving the Value Area calculation which could cause an error message in the Message Log for the study and could also result in an incorrect Value Area calculation under certain less common conditions.
  • Filtered out trade fill events with the FXCM Trading service that are not the result of real-time fills. This was causing an incorrect Internal Position when these events occurred. In our testing, these events which were not the result of real-time fills, did not commonly occur.
  • Various low-level improvements and new features.

• 675 Release Date: 2011-02-04

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  • Corrected a problem with study precedence calculation arising in version 674.
  • The FXCM Trading service now use asynchronous functions. Order quantities can be modified.
  • Various improvements to the Volume By Price study, including new Period Types.
  • Added the ability to switch between Ticks and Price for Attached Order offsets.
  • Improved the speed of loading intraday data when there is a an extremely high number of bars in the chart such as when using a 1 Tick chart with a symbol with heavy trade volume and loading 30 days of data.
  • Various low-level improvements and new features.

• 673 Release Date: 2011-01-26

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  • Added support for FXCM Trading. This service can be used by selecting File >> Data/Trade Service Settings, and setting the Service to FXCM Trading. It is important that you set your FXCM account to a non-hedged account. If you are using an FXCM demo account, know that order submission may not always function properly. Sierra Chart is designed to work on an account that does not support hedging. There are some improvements that need to be made and additional testing that needs to be done. However, at this time the trading integration works reasonably well based on our testing. We may also require that you be assigned to our referral account at some point in the future, to be able to use this service. This may also allow you to receive free Sierra Chart usage time. For complete information and the instructions to use the FXCM Trading service with Sierra Chart, refer to the FXCM Trading Service page.
  • Corrected a problem with the Zig Zag study where it could go into an endless loop and freeze Sierra Chart, under certain unusual conditions.
  • Renamed the various arithmetic studies that use 1 or 2 subgraphs. New names:
    • Study Subgraph Add
    • Study Subgraphs Add
    • Study Subgraph Subtract
    • Study Subgraphs Difference
    • Study Subgraph Multiply
    • Study Subgraphs Multiply
    • Study Subgraph Divide
    • Study Subgraphs Ratio
  • Added new color settings in the Graphics Settings window for greater independent color control of the ChartDOM elements.
  • Added a function to the ACSIL called TimeZoneConversion. This function converts the given DateTime from the given time zone to the time zone that is set in the Data/Trade Service Settings window.
  • Revision 2: On the Attached Orders tab of the Trade Window, Attached Order offsets are now always specified in Ticks. This simplifies the user interface and the internal management Attached Order offsets.
  • Revision 2: Added two new Period Types to the Volume by Price study. They are One Period From Start Date-Time and One Period From Start Time. These let you create a single Volume Profile at the end of the chart from a specified Date and Time, or from the specified Time on the last day of the chart. Keep in mind the Volume by Price study can be added to the chart multiple times for different volume profile configurations.
  • Various low-level improvements and new features.

• 672 Release Date: 2011-01-22

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  • Added Inertia 2 study.
  • Fixed an issue with the Dash draw style with zero values and DrawZeros disabled.
  • Added the ability to scroll up/down using the mouse wheel on a chart in the Trading DOM mode.
  • Added support for the Google Financial Data service. This service supports historical intraday data and historical daily data.
  • Added separate colors for the highlight boxes in the Chart DOM. These colors are named DOM Buy Highlight Box and DOM Sell Highlight Box.
  • Resolved a problem with the Rithmic trading platform service where you may unexpectedly see non-simulated orders appear that you may not have entered. These were simulated orders from the Rithmic system that were rejected. When using a Rithmic demo account, you must use Sierra Chart Trade Simulation Mode for trading.
  • Improvements to the calculations to set the starting times for chart bars for more specialized conditions.
  • Various low-level improvements.

• 670 Release Date: 2011-01-11

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  • Combined the Chart Number and Study Number inputs with the Study/Price Overlay study into a single new Input which displays the full Chart names and the Study names on the selected chart. This was completed in a recent version. However, there was an issue with the selected Study name not mapping to the correct study. This now has been resolved.
  • Corrected market depth processing problem with the Rithmic trading platform.
  • Corrected data processing problem with the Rithmic trading platform.
  • Various low-level improvements.

• 658 Release Date: 2010-12-28

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  • Added futures and stocks market depth support for the DTN IQ Feed data service.
  • The Market Depth window has a cleaner appearance. It no longer uses scrollbars and the lines are now shaded based upon the depth level.
  • Updated the Volume by Price study to draw separate profiles for the day and evening session under the following conditions: The Volume Profiles are fixed by time and set to 1 Day. You have defined separate Evening Session Times in Chart Settings.
  • Added sc.ExternalServiceUsername to the ACSIL. This is set to the username for the currently selected data or trading service.
  • Added the ability to customize ten toolbar buttons to set a specific time period per bar for intraday charts. To customize the buttons, select Global Settings >> Customize Toolbar. In the list of Available Toolbar Commands, you will find ten buttons starting with the name Custom Bar Period. Add one of these buttons. With the button highlighted in the Selected Toolbar Commands list, press the Set Period... button to configure it to the period that you want.
  • Various low-level improvements.

• 656 Release Date: 2010-12-22

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  • Rewrote the TPO Value Area Lines study. It is now based on the exact same code base as the TPO Profile Chart study. Additional inputs have been added to the study.
  • The Price Display Format, the Multiplier, and the Currency Value per Tick set in the Global Symbol Settings are now applied to all price values in the following Windows: Positions Window, Trade Orders Window, Trade Activity Log Window. This is especially important when using TT. Any changes you make to the Global Symbol Settings will be applied to those windows. In the case of the Trade Activity Log, if you make changes to Global Symbol Settings, press the Fill Activity/Order Activity button to refresh the list with the changes.
  • The Range Bar setting in Sierra Chart now is specified in Ticks rather than the actual range value. Therefore, if your Tick Size is .25 and you want a range of 1, you would enter 4 in Chart >> Chart Settings >> Range in Ticks .
    
    
    For existing Chartbooks the existing Range Bar Value is translated to the new Range in Ticks setting. However, this depends upon a correct Tick Size in Chart >> Chart Settings having been set. If this is not set correctly, then the translated value which is set in Range in Ticks will be incorrect. In this case, your Range Bar chart will not display correctly. You will need to go to Chart >> Chart Settings on the menu and properly set the Range in Ticks and the Tick Size to the appropriate values.
  • Various low-level improvements.

• 655 Release Date: 2010-12-16

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  • The .Worksheet Study/System/Alert has been separated into two separate studies now. The names are: Spreadsheet Study and Spreadsheet System/Alert. They are no longer listed at the top of the Studies Available list. They are now listed in the W section in the list. The 1=Study 2=System/Alert input is no longer available in either of these new studies. The Spreadsheet Study is for creating studies which do not function as trading systems or alerts. The Spreadsheet System/Alert study is for creating studies which do function as trading systems or alerts. Existing instances of the .Worksheet Study/System/Alert study still will work as previously. No changes are necessary. However, if you have set 1=Study 2=System/Alert to 1, then the study will function as a normal study and not as a trading system or alert. If you have set 1=Study 2=System/Alert to 2, then the study will function as a trading system or alert and cannot be changed.
  • Corrected an issue with the Daily OHLC study when referencing another chart.
  • Corrected an issue in the sc.GetFirstIndexForDate function in the ACSIL.
  • Added Play Alert When Target Filled and Play Alert When Stop Filled settings to Trade >> Global Trade Settings.
  • Added ToolBar buttons, and menu items under Chart >> Bar Periods, for quickly changing the bar period to common periods.
  • Added a setting to change the Pricing Protocol Connection Mode for the TransAct service. This can be found in File >> Data/Trade Service Settings >> Connection Performance Settings.

• 654 Release Date: 2010-12-07

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  • Added the following new ACSIL variable: sc.ActiveToolYValue. This variable is the Y-axis value in the chart region that the mouse pointer is at when using one of the chart tools including the Chart Values tool.
  • Added Intraday Bar Period submenu to the Chart menu containing commonly used chart bar periods for Intraday charts. There are also corresponding toolbar buttons for these. Keep in mind, that you can set any time period you want for chart bars. You are not limited to just what is listed.
  • Added the Inertia study to the list of built-in studies.
  • It is now possible to set different sounds for when a Target order is filled and when a Stop order is filled. These settings are under Global Settings >> Trade Settings.
  • Added to the Trade Settings window, the option Update Maximum Open Position Profit/Loss On Every Tick. This will cause the Maximum Open Position Profit and Loss values to be updated on every price tick. This should not be used unless it is absolutely essential because it increases CPU usage and reduces responsiveness.
  • We have added spot gold and silver prices to the Sierra Chart Real-Time Forex Data Feed.
  • Added support for trading Scaling In functionality. This can be enabled by selecting Scale In Support on the Settings (S) menu on the Trade Window.
  • The Symbol of the chart and the Daily Profit/Loss value are now outputted to spreadsheets when using the Spreadsheet studies. The Daily Profit/Loss is only outputted when using the Spreadsheet System for Trading study.
  • Added StopAllOffset and StopAllInternalOrderID to the s_SCNewOrder structure in the ACSIL.
  • Various low-level improvements.

• 653 Release Date: 2010-12-07

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  • Support for the Rithmic trading platform service is now ready.
  • Various low-level improvements.

• 652 Release Date: 2010-12-03

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  • Corrected some minor issues with the Daily OHLC study from version 650.
  • Added the following new ACSIL members: sc.LatestDateTimeForLastBar, sc.GlobalDisplayStudySubgraphsNameAndValue, sc.DisplayStudyName, sc.DisplayStudyInputValues, sc.TradeServiceAccountBalance.
  • Added options to the Volume by Price settings window to control highlighting of the Value Area and Point of Control. Added an option to control the displaying and extending of the Point of Control line.
  • Added a new input to the TPO Profile Chart study named: Color Letters For Value Area And Point Of Control Instead Of Background. When this input is set to Yes, it will color the letters themselves rather than the background for the Value Area and Point of Control.
  • Added support for a new IB symbol format from the trading position data from IB. This solves a problem where the Service position may not display on a chart when using IB.
  • Updated the TransAct API files from TransAct. These files are used to connect to the TransAct service.
  • Added a new command to the Settings menu on the Trade Window for the chart: Use Stop-Limit Orders on Chart DOM. When there is a checkmark by this command, then Stop-Limit orders will be submitted rather than ordinary Stop orders when entering Stop orders from the Chart DOM.
  • Various low-level improvements.

• 650 Release Date: 2010-11-26

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  • The source code for the Daily OHLC study is now provided. Corrected some minor issues with this study that occurred with certain configurations of the Session Times in the chart.
  • Completed development for trading and data integration to the Rithmic trading platform. However, a connection to the live trading environment is still not yet supported. This is expected within a few days.
  • Various low-level improvements.

• 649 Release Date: 2010-11-18

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  • When order is submitted from an auto trade system, the quantity differs from the trade quantity on the Trade Window, and Attached Orders are set to not be used, the Attached Order quantities will remain the same and the trade quantity on the Trade Window window will remain the same.
  • Various small improvements with the TPO Profile Chart study. Additionally, when the Tick Size of the chart changes, the Letter/Block Price Increment input is automatically set.
  • Corrected a problem arising in a recent release where in the Trade Activity Log, when the Maximum Open Position Profit/Loss was read in after starting Sierra Chart, the fields were reversed.
  • Corrected an issue with the returning of internal order IDs when using Attached Orders with ACSIL trading.
  • Changes have been made to the processing of order fills from trading services. This resolves an issue with IB where when order is in a Canceled state and a fill occurs, it will not be disregarded as previously.
  • Corrected a small issue with the calculation of the number of bars used with the Volume by Price study when the Period Type is set to One Period Fixed By Time.

• 647 Release Date: 2010-11-10

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  • Improved the calculation of the TPO and Volume Value Area.
  • Corrected a problem with the TPO Profile Chart study that occurred when volume data is unavailable for a symbol or was unavailable for some bars in the underlying chart. The issue is that there would be no profiles displayed. This is now resolved.
  • The General Settings window now uses multiple tabs. It is more compact than previously.
  • Corrected a problem where the Quantity with the Service Position data for the TD Ameritrade service for short positions would display as a non-negative number. Now short positions use a negative number.

• 646 Release Date: 2010-11-03

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  • The password protection feature for Chart Studies is now complete.
  • All color and font settings for charts can now be specified for each individual chart. All of this is set through Chart >> Graphics Settings.
  • Corrected a problem with the TD Ameritrade service where when your position becomes flat for a symbol, the Service Position data for the symbol would not go flat unless you reconnected the data feed or you manually refreshed the Service Position data. This has been resolved.
  • We have made additional various improvements with the TPO Chart study. The core data construction code has been completely rewritten and is more efficient. It is essential that the Tick Size in Chart >> Chart Settings be set correctly when using this updated version, otherwise it may take a long time to create the TPO chart and it may not appear correctly. Splitting and Merging functionality is now fully supported. To access Splitting and Merging functionality, right-click on the chart and select the TPO Chart Operations submenu. TPO Letter/Blocks can be displayed in their own column. On the TPO Chart Operations submenu select Letters/Blocks In Own Column. We plan to support color coding of the Value Area and Point of Control with the Volume by Price study soon. We plan additional improvements with the TPO study as well.
  • Corrected some issues with the TPO Chart study from version 645
  • Second revision of 646: Added the input New Period At Day Session Start When Using Evening Session (1 Day Period Only) to the TPO Chart study. When this input is set to Yes, the TPO Period is 1 day, and evening session times are used on the chart, then a separate profile will be created for both the evening and day sessions.
  • All unknown error messages and out-of-order data messages have been eliminated from the TPO Chart study.
  • Various low-level improvements.

• 643 Release Date: 2010-10-22

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  • Added a Password Protect option for chart studies to protect viewing and changing inputs, and alternate names for the study and subgraphs. This development is not fully complete.
  • Several important improvements with the TPO Profile Chart study. They are as follows:
    
    The drawing of columns of TPO Letters or Blocks in TPO Profiles is now linked directly to chart columns which prevents overlapping of TPO Profiles when the chart bar spacing is reduced. The width of profiles is now controlled by altering the chart bar spacing. You can change the chart bar spacing by using the Up and Down arrow keys on your keyboard or by dragging the timescale at the bottom of the chart. Letters/Blocks are now highlighted to indicate the open, midpoint, value area, and point of control rather than using external drawn objects. Splitting and merging is being rewritten and is currently not functional and will be within a matter of days. Volume Profiles have been removed from the study. For Volume Profiles, add the Volume by Price study. It is now fully integrated to work with the TPO Profile Chart study. Further improvements will be made to the Volume by Price study to highlight the Value Area and Point of Control. Displaying TPO Letter/Blocks in individual columns is still under development. The button to customize TPO letters still needs to be added to the Study Settings window. You will notice there is no longer a separate TPO Profile Chart Settings window and the standard input list for studies is used instead now.
    
    Note: Due to the extensive changes with the TPO Chart study, you will notice that your existing instances of this study on your charts, will be reset to default settings after an upgrade. You will need to go into the Study Settings window for the TPO Profile Chart study and change the settings as you require.
    
    Refer to the TPO Profile Chart Study documentation for the most up-to-date information and usage instructions about this study.

• 642 Release Date: 2010-10-12

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  • Corrected a problem with OCO order entry from the chart where if the Trade >> Global Trade Settings >> Chart Trade Settings >> Stop Limit Orders: Maintain Constant Offset When Adjusting Limit Price option is enabled, the two prices used for these order types would be set to the second price. This normally should only affect Stop-Limit orders, which use two prices, during order modification. This issue arose in version 639. This problem has been resolved. This is a critical update if you use these order types.
  • Added the option Draw Study Underneath Main Price Graph to the Study Settings window. Removed the option Display Main Chart Graph On Top Of Studies, from Chart Settings.

• 641 Release Date: 2010-10-04

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  • Corrected a problem with IB order handling where order fills may not be detected under certain conditions when using IB managed OCO orders. This problem arose in 639. This is an important upgrade if you use IB for trading.
  • All of the OCO order types that support Attached Orders now support multiple OCO Groups for the Attached Orders.
  • Solved issues with TD Ameritrade and TT market depth data processing.
  • Various low-level improvements.

• 640 Release Date: 2010-09-30

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  • Corrected a problem with stationary text where the text may not display if the Days to Load in the chart was not set high enough. Stationary text is no longer affected by that setting any longer.
  • The following studies have been added: Add-Study Subgraph, Multiply-Study Subgraph. The following studies have been updated: Difference-Study Subgraph, Ratio-Study Subgraph. All of these studies use a single input to the select a reference Study and the Subgraph within the study to use in the calculation. If you have been using one of the existing studies previously, you may need to update the inputs due to the changes.

• 639 Release Date: 2010-09-25

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  • Added full market depth support for TD Ameritrade. This is for both NASDAQ and NYSE stocks.
  • Added the Clear Method Swing Line study presented in Stocks and Commodities magazine to the list of available studies.
  • Improvements with Stop-Limit Orders: Working with Stop-Limit orders is now much easier. The limit price is now automatically set in all cases. It is specified as an offset to the Stop price through the Stop-Limit Order Limit Offset setting on the More tab of the Trade Window for the chart. The value is always specified in Ticks. The default is 4 ticks. This setting is saved with a Trade Window configuration file so you can easily switch between configurations. The automatic setting of the Limit price applies to all Stop-Limit orders including Attached Orders and Trailing Stop-Limit orders. When you modify the stop price of a Stop-Limit order, the limit price maintains a constant offset and is automatically adjusted. When you modify the limit price of a Stop-Limit order, the limit is adjusted independently of the stop. This let you fine-tune the maximum amount away from the stop price that you want your order filled. If you have Stop Limit Orders: Maintain Constant Offset When Adjusting Limit Price in Chart Trade Settings enabled, then when you modify the limit price of a Stop-Limit order, the stop will maintain a constant offset and be adjusted as well.
  • Added an option to File >> Data/Trade Service Settings >> SC Server Settings to select the port to use for the SC Real-Time Server.
  • Added the option Up/Down Coloring For OHLC Bars Based On Previous And Current Close in Global Settings >> Graphics Settings. The default OHLC bar Up/Down coloring is based on the bars open and close.
  • Added a global option to display the time frame on chart tabs for charts that have a Custom Title Bar Name. This option is located at Global Settings >> General Settings >> Display Chart Timeframe on Tabs When Title Bar Name is Used.
  • Fixed a recent issue in the TransAct Interface where symbols entered with lower-case characters would not be found.
  • Fixed processing of historical data in the CTS T4 client for symbols with a format like 1/32, such as ZB.
  • Added members for direct access to common sc.BaseData/sc.BaseDataIn arrays in the ACSIL. These members are: sc.Open, sc.High, sc.Low, sc.Close, sc.Volume, sc.OpenInterest, sc.NumberOfTrades, sc.OHLCAvg, sc.HLCAvg, sc.HLAvg, sc.BidVolume, sc.AskVolume, sc.UpTickVolume, sc.DownTickVolume, sc.NumberOfBidTrades, sc.NumberOfAskTrades.
  • Added a control to the Data/Trade Service Settings for the CTS T4 client to specify the data type (minutes, seconds, or ticks) for downloading intraday data.

• 635 Release Date: 2010-09-08

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  • Corrected various small problems with downloading historical intraday data from the CTS T4 system. Currently data with a resolution of 1 second data is downloaded.
  • Resolved an issue with Attached Orders in Trade Simulation mode where these Attached Orders after they were modified, could potentially fill when triggered by price action even if they were still in a Pending Child state. This issue arose in version 627.
  • Resolved an issue where when using a Price Multiplier on a chart, Trailing Stop orders when modified, would not have have a proper price set for them and could cause an unexpected fill.
  • Resolved a problem from a recent release where the chart tabs may not maintain the same order when clicked on.
  • Updated Sierra Chart to support trading with the latest TransAct AT software. Initially there was a problem in the first revision of 635, but this has been resolved in the second revision.
  • Added an option for automatically saving all open chartbooks at a certain interval. This option can be found under Global Settings >> General Settings >> Auto-Save Chartbooks.
  • With the UDP service, added the OPEN_CHARTBOOK command.
  • Added vertical lines to the Chart DOM to designate click-able areas.
  • The Automated Trading Management logic no longer considers orders in a "Pending Child" state when calculating the quantity of "Working Orders". Only when a child order is transmitted after a parent fills, will it then be considered in the calculations.
  • Improved handling of errors with order modifications sent to live trading services. This also results trailing stop orders continuing to trail even after a single order modification error. With the TransAct service, when there is an error modifying an order, the order will return back to the Open state from Pending Modify and the error result will be shown in the Trade Service Log.
  • Automated Trading management change: When AllowMultipleEntriesInSameDirection is FALSE and there is a Buy/Sell Entry signal, only the actual position for the symbol is considered and not working orders which can establish a position if CancelAllOrdersOnEntriesAndReversals is set to TRUE. For example, if there is a working order which can result in a long position, you are currently flat the market and then there is another Buy Entry signal, the Buy Entry will be allowed assuming other automated trading exceptions do not block it.
  • Various other low level improvements.

• 631 Release Date: 2010-08-26

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  • Updated the TransAct service interface files.
  • With the CTS T4 service, all historical intraday data is obtained directly from CTS T4. All spread symbols are available. There is no extra charge for this service.
  • We have renamed various ACSIL trading structures and functions. The old names still work. The old name followed by the new name are listed here:
    s_scTradingOrderDetails -> s_SCTradeOrder
    s_SCTradingPositionData -> s_SCPositionData
    s_SCTradingOrderInput -> s_SCNewOrder
    SCTrading_BuyEntry -> BuyEntry
    SCTrading_BuyExit -> BuyExit
    SCTrading_SellEntry -> SellEntry
    SCTrading_SellExit -> SellExit
    SCTrading_GetServicePosition -> GetServicePosition
    SCTrading_GetSessionPosition -> GetSessionPosition
    SCTrading_CancelOrder -> CancelOrder
    SCTrading_GetOrderByOrderID -> GetOrderByOrderID
    SCTrading_GetOrderByIndex -> GetOrderByIndex
    SCTrading_CancelAllOrders -> CancelAllOrders
    Trading_ModifyOrder -> ModifyOrder
    
  • The OpenClose and BuySell members of s_SCTradeOrder are now integer constants rather than strings.

• 630 Release Date: 2010-08-19

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  • Corrected a Volume By Price issue where when using a volume period setting which is equal to a bar period, the volume profiles may not display at the end of the chart.

• 629 Release Date: 2010-08-18

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  • With the Spreadsheet System for Trading study, the chart Price Multiplier is applied to the Profit/Loss values outputted to column J.
  • Corrected issues from version 627 involving Trade Simulation. The problem of simulated Trailing orders not filling has been solved. The problem of the Last Activity date/time not being correct for simulated orders when replaying charts has been solved.
  • Corrected some issues with trade Profit/Loss formatting when a Price Multiplier is used.
  • The Automatic Trendlines study has been modified so that you can specify the High and Low Subgraphs that it is based upon. This is done through the Input Data High/Low Inputs. By default these are High and Low respectively. These can be changed if you are basing the study on something other than the Main Price Graph.

• 627 Release Date: 2010-08-17

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  • Some of the items listed here in this version, were added in previous versions but reported this version. Often this is the case until such time that the new features become stable.
  • When new lines are added to the Trade Activity Log, then the log was automatically saved within about three minutes. The log is also saved when exiting Sierra Chart. The number of days in the log that are saved, based upon the LastActivityTime for the record, is specified under Trade >> Global Trade Settings. If the TradeActivityLog is large, then the saving can be very time-consuming. Therefore it is possible that when there is new activity and the log is saved within three minutes while running Sierra Chart, that Sierra Chart will be in a frozen state while saving the log. We have made changes so the saving is significantly faster and less frequent.
  • Corrected an issue from prerelease 625 where there were issues with loading chart data and this could affect studies relying on the Volume at Price data and could cause abnormal shutdowns.
  • Improvements to the integration of the CTS T4 data feed. Sierra Chart now subscribes to the full tick by tick data feed available on the T4 platform. Also, trades which should be filtered out which affect charting, are filtered out. When the trade is reported by the exchange as having occurred in a spread, it is filtered out.
  • The trade simulation functionality has been internally revised to be more simplified. This lays the foundation for improvements with back testing which includes high-speed back testing.
  • Corrected a problem with high CPU usage from data feed processing that arose with support for Global Symbol Settings and special processing that was done for the IB service. This is now all resolved and this should make a significant difference for users affected by this.
  • Various low-level improvements.