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.
- Added two new Pivot Point study formulas.
- Volume By Price study improvements.
- Corrected a problem from a pre-release with the Pitchfork tool.
- Added an output for a Spreadsheet subgraph on the SideWinder study.
- Fixed the sc.SecondsPerBar variable in the Advanced Custom Study Interface.
- Added processing for the DTN IQ Feed extended last field.
- Added the Double Stochastic study.
- Includes a correction of a problem from version 161 and some recent pre-releases that caused IB backfill data to be time stamped off by one hour in certain timezones during daylight savings time. Versions 144 and earlier were not affected by this. Only some time zones were affected. There currently are some new problems with IB backfill. IB backfill problems experienced with versions 144 and earlier and all backfill problems, other than the one described with later pre-release versions, are due to IB and may include limitations and restrictions with their backfill service. IB is aware of the problems and they are working on correcting them. One of the IB problems is that you may miss the most recent hour of backfill data. This version has a patch that should download that most recent hour.
- A few small issues relating mainly to advanced custom studies have been corrected. Other features to be announced shortly.
- The TPO and Volume Profile Study now has the option to show the Virgin Point of Control. Select the Virgin POC checkbox inside of the TPO Input Settings Window.
- Made some improvements with the integration to opentick.
- Corrected a problem from a recent pre-release where text in the fill space on the right side of the chart was not properly aligned.
- The TPO and Volume Profile Study has been significantly modified to be much more efficient on updates. The study should be a lot faster now with no significant calculation time required after the initial calculation. Note that this is a pre-release although there are no known problems with it.
- Added a new study named DOM Data. This study will display the current Depth of Market data. It is intended to be used with the Spreadsheet Study. Therefore, also add the Spreadsheet Study to your chart. The DOM data will be visible at column AA, or after.
- Added support for the new TransAct trade engine. In order to connect to the TransAct platform, it is necessary to install the new TransAct AT software, which supports the new trade engine. Contact TransAct for assistance, if necessary.
- Added new draw-style for studies called BoxTop and BoxBottom. These styles work together to draw a rectangular hollow box.
- Added a new option in the Global Cursor feature to synchronize multiple charts with horizontal scrolling, so that all charts shift to the corresponding time. Also added an option to enable this synchronization for linked charts only. These options can be found under Tools >> Global Cursor Options.
- With the IB service, backfill data that is beyond your current computer's time is not filtered out from the chart. This change was necessary due to incorrectly timestamped backfill data from IB. It was previously filtered out to prevent out-of-order data in the charts.
- Corrected some issues with the studies of studies feature. See the based on description in Chart Studies for documentation.
- Updated the opentick interface to filter out values that were causing price spikes in charts.
- The Volume by Price has been modified to be able to specify the Start of Day down to the second. Additionally, you can now display a POC line across the entire period. The POC line can be configured inside of the Subgraphs tab within the Technical Studies Settings window.
- Corrected some issues with the Advanced Custom Study Interface and Language, relating to unallocated arrays. This may have caused a "Array is unallocated" error, or prevented a subgraph from appearing.
- Corrected several issues with the TPO and Volume Profile study related to changes in a recent pre-release.
- Added the Color Bar study.
- The primary start and end times in Chart Settings can now be reversed. There is now even greater flexibility with session time control.
- Added SymbolData member to the Advanced Custom Study Interface. This provides full access to all pricing data for a symbol. This includes the Depth of Market data, if supported for your service.
- Added the functions OnBalanceVolume, OnBalanceVolumeShortTerm, MovingAverage, Stochastic to the Advanced Custom Study interface.
- For TD Ameritrade and DTN IQ Feed service integration, the new daylight savings time rules for 2007 and beyond have been included. To ensure proper time stamping of data, it is critical that you update if you are using either of these services.
- Corrected a problem preventing the source code from being viewed when debugging an advanced custom study. This was due to some recent changes with the directory structure used for the development of advanced custom studies.
- Added a Color Bar draw style for a study subgraph to color a bar when the data in a subgraph at the corresponding bar is non-zero. This is very useful for Spreadsheet Studies and Advanced Custom Studies.
- Corrected the problem that was causing an "Array Is Unallocated" error.
- Added ability and option to see the volume of a bar within a Volume by Price study.
- In the Volume by Price study, when using a dynamic period based on the window, you can now estimate the volume of each horizontal volume bar by moving around using the Chart Values Tool. The values are shown in the Chart Values Window.
- Completed development of the new Studies of Studies feature.
- Corrected a problem where some Advanced Custom Studies did not work on newer pre-releases.
- Added Average True Range function to the Advanced Custom Study interface.
- Corrected a problem when using old chartbooks which contained TPO/Volume Profile Studies.
- Corrected a problem where the SC Historical Data service failed to connect.
- A new integrated development environment (IDE) is now provided with Sierra Chart for development of Advanced Custom Studies. This consists of a special editor and a compiler. A new command (New/Open Advanced Custom Study File) has been added to the Analysis Menu. This lets you open a new or existing custom study source file in a very good editor we provide with Sierra Chart. After writing your functions, all you need to do is go to Tools >> Build Study DLL within the editor to compile your source code into a very fast DLL containing your studies. From within Sierra Chart you can add your custom study by going to Analysis >> Studies >> Add Custom Study. This is very simple. If your custom study was already on the chart, just press the Insert key to recalculate everything and it will include your changes. Additionally, there is a neat new text clip feature within the text editor to easily insert common code fragments. Simply double click the text clips to insert code fragments to where the cursor is located at. By default the editor is configured to show the text clips on the left side of the editor window.
- Some issues with the IDE compiler have been resolved.
- Corrected a problem with the time-stamping of bars in intraday charts arising from a recent pre-release. This did not affect data storage.
- Fixed an issue where some bars got merged together when "Include columns with no data" was not selected.
- Fixed an issue where studies added from a study collection would go into separate regions.
- Disabled error filtering for special symbols with DTN IQ Feed.
- Added the ability to select the study to base another study on. This lets you do Studies of Studies. This is still under development and not finalized.
- The TPO/Volume Profile Study has been modified so that the Start of Day can be specified to the second. Additionally, letter codes can now start at any time specified. For example, you can now start a letter at 7:42:04 AM, and with 30 minute increments, the letters would range from 7:42:04 AM - 8:12:04 AM, 8:12:04 AM - 8:42:04 AM..etc.
- Updated the OpenTick Client Software.
- Corrected a problem where after a reconnect to the data feed, quote request lines on a Spreadsheet would not automatically be updated.
- It has come to our attention that a very small handful of users have intermittently experienced a shutdown error when connecting to the IB data feed. This has been definitively determined to be a known bug in Windows or your third party firewall software. For an explanation and the solution, see help topic 17.7.
- We have added a second set of Start and End times to the Chart >> Chart Settings window. This allows for more advanced control over the bars to display and the starting time of bars. For example, bars in a 1-day chart can include data for the true trading day that starts after the prior days' day session. In other words, the bar does not begin at midnight, it will cover the 24hr period beginning in the prior day. There is also a command in the Chart menu called "Use Evening Session Times" and has a shortcut key. This allows you to switch between the day session and the full 24hr session. This is a new feature and if you find any problems or have any suggestions for improvements, please let us know.
- Fixed an issue with using AllocateColorArray in Advanced Custom Study functions.
- Fixed an issue where Advanced Custom Study DLL files were not unloaded when they should have been.
- Added the Custom Scale Control study.
- The TPO/Volume Profile Study has been enhanced to support different letters for periods under 30 minutes.
- The Previous Day OHLC Study has been renamed to Daily OHLC and has been enhanced to support the ability to display the OHLC of a specified number of days back (For example, Previous Day means 1 day back). You can set OHLC of How Many Days Back to 0 to show the OHLC of the current day, or even negative numbers to display the OHLC of future days.
- Improvements with Advanced Custom Study Interface and Language:
- We have made many major improvements to the Advanced Custom Study Interface and Language (previously called Custom DLL Study Interface). The objectives of all the improvements and changes described below is to provide a safe and easy environment to create custom studies and systems for Sierra Chart. If you have worked with the languages with other charting programs or other languages, you definitely will be able to easily create high performance and advanced custom studies and systems for Sierra Chart.
- We have adopted a new compiler: The Open Watcom C/C++ compiler. It generates extremely fast code. We have provided step-by-step instructions to use it and included an Open Watcom Project file with Sierra Chart you can open to immediately get started writing studies. Everything is already pre-configured with this project. The code provided along with the project includes skeleton functions to make it easy to quickly create new Advanced Custom Studies.
- Many new functions and variables have been added to the Advanced Custom Study Interface. Refer to the Advanced Custom Study Interface Variable And Function Members page for updated documentation.
- Safe arrays have been implemented in place of the old standard C arrays. With safe arrays, it is impossible for a study or system to cause instability in Sierra Chart if it violates the bounds of an array. Other safety features have been added. Recently developed code that is recompiled with the sierrachart.h header will automatically take advantage of these new safety features. In order to take advantage of the new safe arrays with the interface member functions, you will need to make some changes. Please review our examples and updated documentation for guidance on how to do this. Read further below to see a list of necessary changes.
- There have been some changes in the way that text strings, such as Input and Subgraph names are now set. Your code should still compile without any changes unless you have done something which is programmatically improper.
- Your study functions can be easily added to the chart without defining the SCDLLDetails function in your DLL.
- Dates and times have been changed to work as a single SCDateTime value. SCDateTime values supports 1-second time resolution.
- The studies.cpp file that is supplied with Sierra Chart has been fully updated to reflect all of these changes. Look at studies.cpp to see how everything should look and be used.
- Required Changes:
- Refer to the Advanced Custom Study Interface Variable and Function Members page for updated documentation.
- Any pointers to arrays need to be replaced with the type SCFloatArrayRef. If you had a pointer to one of the sc.BaseDataIn arrays, those need to be changed to a SCFloatArrayRef type. If you had a pointer to a Subgraph data array, those need to be changed to a SCFloatArrayRef type. If you use the sc.GetChartArray or sc.GetStudyArray functions, you will need to make this change for those as well.
- Some functions that use arrays, such as the moving average functions and the functions for getting arrays, need to have the ArraySize parameter removed. ArraySize is no longer needed because the new safe arrays have the member function GetSize() which returns the size of the array.
- sc.DateOut and sc.TimeOut do not exist any more. If you used these, you will need to update your code to use the sc.DateTimeOut array.
- Functions that are used with the syntax like: (*sc.Function)() must be changed to use the syntax like: sc.Function().
- The sc.SubGraphDataOut array is no longer supported. Use the sc.Subgraph.Data array.
- The sc.SubgraphName array is no longer supported. Use the sc.Subgraph.Name text strings.
- String functions (like strlen) can not be used on the new c_SCString members. Use member functions of the c_SCString class.
- Recommended Changes (Required in current Sierra Chart versions):
- Do not use sc.TimeOfLastFileRecord. Use sc.DateTimeOfLastFileRecord.
- Rename your study functions to begin with scsf_. Functions that are named with the prefix scsf_ must have a sc.SetDefaults code block at the beginning of the function. Functions that are named with this prefix can be taken out of the SCDLLDetails function if you used one. These functions will be automatically detected by Sierra Chart and be made available through the Add Custom Study interface. sc.GraphName needs to be set when sc.SetDefaults is set to 1 (TRUE) because you will be removing this setting from the SCDLLDetails function.
- Make use of the new, simpler method of defining study functions. Study functions that were defined like extern "C" __declspec(dllexport) void MyStudyFunction(s_sg& sc) should be changed to: SCSFExport scsf_MyStudyFunction(SCStudyInterfaceRef sc). This makes the code easier to read and ensures compatibility.
- Use SCDLLName to set the name of the DLL containing your functions and ensure that the DLL will will contain a version number to work with Sierra Chart. Otherwise, your study functions cannot be used.
- Once you rename all of your study functions to use the scsf_ prefix and use SCDLLName, you can completely remove the SCDLLDetails function from your CPP file.
- The Sierra Chart main window now has optional scroll bars that appear when you move chart windows beyond the main window's edges. This allows you to widen your workspace. You can then use the scroll bars to move charts in and out of view. To enable this option, select Global Settings >> General Settings >> Enable Workspace Scrolling
- Added the Fill Rectangle Top and Fill Rectangle Bottom subgraph draw styles. These work the same as the Fill Top and Fill Bottom draw styles, but they fill the entire bar from the top to bottom rather than following the contour.
- You can also use a single fill style if you wish to fill to the edge. That is, only applying the Fill Top style to a subgraph will fill from the subgraph to the bottom of the region.
- Updated the TD Ameritrade client to accommodate a change they made in the login process. If you use TD Ameritrade you will need to upgrade to this version.
- Corrected minor issues with IB historical data downloading relating to changes made in version 140 to download the number of trades per record. Corrected a problem with DTN IQ Feed historical data downloading where not all missing data from a chart was downloaded in some cases. Corrected a very minor issue with the TPO/Volume Profile study.
- Added the Study Overlay - OHLC study.
- Improved color coding for the SideWinder study.
- Users with expired accounts can still log into Sierra Chart with limited access. You will be restricted to certain historical symbols and cannot connect to a data feed.
- Made additional improvements with downloading IB backfill relating to changes made in version 139 to adapt to changes IB made to their system.
- The number of trades per data record from IB backfill is downloaded.
- Corrected a problem with TD Ameritrade integration where real-time updates for indexes were not being processed.
- Corrected a bug with opentick where the connection would time out after 60 minutes even though data was being received.
- Modified requests for IB backfill to work around backfill instability.
- Added an adjustable backfill timeout. This can be found by going to File >> Data/Trade Service Settings when using the IB service.
- The TPO/Volume Profile study End Date input is now disabled by default. This corrects a potential problem where an end date could cause a chart not to update under certain conditions.
- Corrected a bug with the Pivot Points study where the pivots would not show up in special cases when the prior day had no data.
- Added the T3 study.
- Corrected a problem that potentially could occur when downloading data where data may be out of order in the charts. Please upgrade ASAP if you're using version 135-136. If you see any data in the chart where the date and times are out of order, there are two solutions. You can go to Edit >> Export and Edit to view the data and delete or reorder any out of order data. For more information on this, see the Exporting and Importing page. Or you can delete and refresh the out of order data by going to Edit >> Edit Data. For more information on this, see the Intraday Data Editor page. If there is any out of order data, it is most likely to be at the beginning of the file.
- Corrected a problem where the displayed starting time of bars may be inaccurate when using odd bar periods.
- Added the "Moving Average-Hull" study.
- Corrected a problem with the Chart Calculator tool not showing the time difference.
- Other minor issues resolved.
- Corrected a problem where the price bars were not colored to the global color settings.
- Corrected a problem where the windows were not listed on the bottom of the Window menu.
*Last modified Wednesday, 19th December, 2018.