Support Board
Date/Time: Sun, 22 Dec 2024 05:41:06 +0000
Cumulative Delta Bars - Up/Down Tick Volume Discrepancies
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| [2015-07-29 12:36:58] |
| User113734 - Posts: 60 |
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Hi, Before sending this post I had a thorough search to find the possible solution, and neither tick by tick, not session times, days to load, etc seem to have worked, so at this point, I'd like to ask. 1 - Why do I keep getting such a discrepancy in Cumulative Delta Bars - Up/Down Tick Volume indicator btw my own charts and those from another trader, who also happens to be my mentor and is involved with compassfx teaching us. Please find attached my chart vs his on NZDUSD and GBPAUD. The Cumulative Delta Bars - Up/Down Tick Volume divergence gets to a ridiculous point. 2 - I trade only spot FX. Is there any other data feed, other than the current one I use - SC Forex Data (FXCM) - which may provide more reliable Cumulative Delta Bars - Up/Down Tick Volume, as I keep observing these discrepancies over and over... especially at the close of NY, when there are usually huge spikes in Cumulative Delta Bars - Up/Down Tick Volume with spot price not moving at all... (that doesn't occur with the charts of our mentor). |
 NZDUSD mentor.PNG / V - Attached On 2015-07-29 12:35:20 UTC - Size: 547.19 KB - 1062 views NZDUSD mine.PNG / V - Attached On 2015-07-29 12:35:33 UTC - Size: 332.94 KB - 1143 views GBPAUD mentor.PNG / V - Attached On 2015-07-29 12:35:40 UTC - Size: 239.41 KB - 1009 views GBPAUD mine.PNG / V - Attached On 2015-07-29 12:35:53 UTC - Size: 287.45 KB - 1349 views |
| [2015-07-29 18:40:57] |
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1. This particular study is very sensitive to differences under certain conditions. It would be good if your mentor does not use this study because this kind of problem is inevitable. They should instead use Cumulative Delta Bars-Volume. We cannot precisely explain why you see the differences because we have no 100% confirmation as to the settings the mentor is using. The reasons for this problem are described in this section here: https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#CDBDifferences Do they have Sierra Chart set for a tick by tick data configuration? If not, then this problem is 100% guaranteed to occur. Also if the precise starting date and time is different between the two charts, there will be differences. 2. The data feed will not matter. So there is no recommendation here. This can occur with any data feed. However, we are not aware of a problem as long as the starting date-time in the chart is consistent and there is a tick by tick data configuration. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-07-29 18:45:57
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| [2015-07-29 18:49:50] |
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This is not the first time we have heard this. And we do not want to come across as being harsh. But your mentor must be using a tick by tick data configuration to avoid differences. And really should instead be using Cumulative Delta Bars-Volume. It is a disservice to those who are following them to not follow these rules. At least the first rule assuming that is the problem. A tick by tick data configuration is an absolute must with Cumulative Delta Bars - Up/Down Tick Volume. It has no ability to function properly without tick by tick data. Whether it gives you the result you like to see or not, is another question and that is not something we have any control over. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-07-29 18:51:30
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| [2015-07-30 06:39:46] |
| User113734 - Posts: 60 |
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In point 2 SC mentions, as a reason to resolving Cumulative Delta Bars Differences: "The same market data feed needs to be used between the two copies of Sierra Chart you are comparing. A data feed that provides consistent market data needs to be used. In our experience this would be IQ Feed, CTS T4, or Rithmic. If you are not using one of these, then comparisons between more than one copy of Sierra Chart, have a high probability of differences." Ive been thinking that perhaps it also has to do with the fact that I am usign the free FXCM FX version in SC. How can i get forex spot data feed with IQ feed or rithmic so that i can get a more accurate Cumulative Delta Bars - Up/Down Tick Volume reading perhaps? What are my options? |
| [2015-07-30 17:56:18] |
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That documentation is old and has now been updated. The Sierra Chart Real-time and Historical ForexForex/CFD Data Feed does provide a consistent data feed nearly all the time. Although we do see some small inconsistencies from dropped data on the server side with the FXCM source data our servers receive at times but this should not make a significant difference. We do not recommend using another data feed. It is not going to be more accurate. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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