Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Fri, 27 Sep 2024 05:19:51 +0000
Question about "Compress To Data Unit Size"
View Count: 1360
| [2016-01-24 14:53:35] |
| bjohnson777 (Brett Johnson) - Posts: 284 |
|
In Data/Trade Service Settings >> Data File Management, does the "Compress To Data Unit Size" keep the sc.UpTickVolume and sc.DownTickVolume variables in the new data size if tick by tick data is enabled? Thanks |
| [2016-01-26 05:10:57] |
| |
|
Refer to the updated documentation for this here: https://www.sierrachart.com/index.php?page=doc/doc_DataSourceSettings.php#DataFileManagement 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 |
| [2016-01-26 19:24:27] |
| bjohnson777 (Brett Johnson) - Posts: 284 |
|
Yes, that is what I was looking at. It looks like a link to "Intraday Data Storage Time Unit" was added? I ran a test last night and this morning. A 5.3g "1 Tick" scid file compressed down to 44megs using 1min bars, but it didn't seem to keep the accurate up/down volume count. All my "by tick" studies I've written and posted here changed their output. To clarify a little more, my programs and future trading style don't need something like Numbers Bars or Volume By Price where "by tick" is essential to creating the graph. I just need an accurate up/down volume count for the bar for my "OBV By Tick". Having a 1min bar resolution in the scid file with accurate up/down volume counts would be perfect for me... and I'm thinking others, too, who use tick data. Is it possible to keep the accurate up/down volume count in the new unit size? If not, would it be possible to consolidate all ticks to 1 up tick and 1 down tick in the new unit size? It would keep the same data structure and processing code while being a quick work around for y'all's busy schedule. One of the major strengths of SC is being able to process tick by tick data. Keeping the volume results of that data in the new unit size would be a major plus. For people who use something like Numbers Bars and Volume By Price and can't handle a long history of 1 tick data, this would allow them the higher resolution of 1 tick data in the short term and they could compress it down to a seconds time unit at a higher accuracy (being accurate up/down volume count) for older data to avoid the heavier CPU load. The main reason I bring all this up is the 5.3g scid 1 tick file I have for GBPUSD. When I start programming Absolute Currency Strength, I'll need data from the 28 standard forex pairs to extract a graph of each of the 8 major currencies. While their individual historical data files won't all be as huge as GBPUSD, it will still be quite large and would probably take an hour to load or redraw all the charts (likely multiple charts at 1m, 5m, 15m, 4h, and 1day). A workaround would be to install a secondary copy of SC and use 1min data, but that would block the primary copy from accessing the data and prevent ACSIL automated trading. Thanks |
| [2016-01-30 14:10:39] |
| bjohnson777 (Brett Johnson) - Posts: 284 |
|
No word on if the 1 up tick / 1 down tick consolidation can be used to fix this problem?
|
| [2016-01-30 18:24:59] |
| |
|
Sierra Chart does not support what you are looking for and this cannot be supported.
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 |
| [2016-02-04 19:17:32] |
| bjohnson777 (Brett Johnson) - Posts: 284 |
|
For the record, the correct answer is: Change the studies to Ask/Bid Volume (SC_ASKVOL and SC_BIDVOL). The other volume types don't seem to work.
|
To post a message in this thread, you need to log in with your Sierra Chart account: