Support Board
Date/Time: Wed, 25 Dec 2024 16:03:48 +0000
Deltas changing during number bars
View Count: 1510
[2015-11-13 19:54:00] |
User31660 - Posts: 20 |
Sirs, My chart changed all of a sudden when I appied number bars. Cumulative delta does not match with number bar delta. Is there a bad setting? What can be done? |
[2015-11-13 20:02:15] |
Sierra Chart Engineering - Posts: 104368 |
Cumulative Delta Bars uses a different calculation than Numbers Bars presents, so they will not match. If there is some other issue you need help with, please let us know. 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 |
[2015-11-13 23:26:02] |
User31660 - Posts: 20 |
Dear Sirs, I have downloaded the same template my buddy did, and his is actually showing buyikng volume when mine only shows sell. I use IQ feed and he uses the standard fxcm data. For him the cumulitive delta does not work properly, for me the number bars and the delta associated does not work properly. Is there a way a setting could be fixed? |
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[2015-11-14 22:48:27] |
Sierra Chart Engineering - Posts: 104368 |
For him the cumulitive delta does not work properly
They need to refer to the documentation here about this: http://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#CDBDifferences and his is actually showing buyikng volume when mine only shows sell. The only way this is going to work properly if is if the bid ask average is used when constructing the chart bars and determining the bid volume and ask volume. We have set that now in the symbol settings for IQ Feed FXCM symbols. This also requires a Sierra Chart update. Update Sierra Chart with Help >> Download Prerelease. You must get the prerelease. Update the Symbol Settings here: https://www.sierrachart.com/index.php?page=doc/doc_GlobalSymbolSettings.php#UpdateSettings Re-download the data in the IQ Feed FXCM Forex charts with Edit >> Delete All Data and Download. All of what we describe above is an absolute must and there is no way around this. The Bid Trade Volume and Ask Trade Volume are simply going to be wrong otherwise with IQ Feed FXCM data. We also wonder what benefit there is to using IQ Feed for FXCM data. Do you notice a difference? 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: 2015-11-14 22:53:51
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[2015-11-15 01:54:46] |
User31660 - Posts: 20 |
I don't want IQ feed but the issue with the cumulitive delta went unresollved for the longest time. IQ feed cumulitive delta works great with your program, SC you said needs to be the same time or something. IQ feed sends the same stuff (FXCM). The cumulitive delta change miraculously when I used IQ Feed. If I can get the same thing I would stop.
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[2015-11-16 03:17:09] |
Sierra Chart Engineering - Posts: 104368 |
IQ feed cumulitive delta works great with your program,
This cannot be with the IQ Feed FXCM symbols. Have a look at this:http://www.sierrachart.com/image.php?l=144764307254.png Notice how all of the Cumulative Delta Bars graphs trend down. This is how it currently is until the changes we made in the latest prerelease. Now look at what happens when the Bid and Ask Average is used with the same symbol which it needs to be for the proper calculations: http://www.sierrachart.com/image.php?l=1447643463472.png but the issue with the cumulitive delta went unresollved for the longest time.
There are no problems. There only exists a misunderstanding. We will help to clarify that.Here is the Cumulative Delta Bar graphs from the FXCM data provided from Sierra Chart: http://www.sierrachart.com/image.php?l=1447643577419.png 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: 2015-11-16 03:18:30
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[2015-11-16 13:19:22] |
User31660 - Posts: 20 |
Owwww. I feel like I am paying for nothing. I know you guys said my download times has to be the same. Can u give me the specifics of what times u downloaded? If I don't need IQ feed fI wont use it
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[2015-11-16 17:32:03] |
Sierra Chart Engineering - Posts: 104368 |
One thing about the Chart images we have provided, the data has been downloaded in 1 tick units. The documentation for that is here: https://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php It needs to be otherwise the Cumulative Delta Bars - Up/Down Tick Volume will not be accurate: https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s323 When you look at the time scale on the images we have posted, you will see the Month-Day so that the dates can be determined. The year is 2015. The time zone is US Eastern time. 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: 2015-11-16 17:32:38
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