Support Board
Date/Time: Sun, 12 Jan 2025 22:08:59 +0000
Replay tick by tick
View Count: 2229
| [2016-01-30 16:03:14] |
| rhovega - Posts: 279 |
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Hi SC, Trying to replay a chart for simulated discretionary trading (not testing a system here). The replay displays the bars only at close, and not tick by tick (does not show bars formation). Thus it does not work for the purpose of simulated discretionary trading. I have gone thru the instructions here http://www.sierrachart.com/index.php?page=doc/doc_ReplayChart.html and do not see an answer. I have "Accurate Trading System Back Test Mode" enabled and "Intraday Data Storage Time Unit" set at 1 tick. Is tick by tick replay possile? Thanks |
| [2016-01-30 18:27:44] |
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Refer to: https://www.sierrachart.com/index.php?page=doc/doc_ReplayChart.html#HistoricalIntradayDataRecordTimeframeEffect https://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php 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: 2016-01-30 19:20:41
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| [2016-01-30 18:36:45] |
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If the replay is not tick by tick, this means there is not a tick by tick data configuration. Nevertheless, go through the instructions linked to and make sure you understand the subject and you have followed all the necessary steps. If you still have a problem, what is the symbol you are replaying? 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 |
| [2016-01-30 18:37:59] |
| rhovega - Posts: 279 |
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I already referred to those links. In fact I posted one of them, and as I said, I do not see an answer there. My intraday files are tick by tick. Again, is tick by tick replay possible? |
| [2016-01-30 18:48:29] |
| rhovega - Posts: 279 |
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1. went thru those links 2. my intraday charts are tick by tick 3. "Accurate Trading System Back Test Mode" enabled 4. "Intraday Data Storage Time Unit" set at 1 tick 5. ES-2013-09-GLOBEX Assume by your response that it is possible. Can you help me troubleshoot because I don't seen why this is working, if indeed possible. |
| [2016-01-30 19:00:41] |
| rhovega - Posts: 279 |
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"Edit/Download Data - Intraday Chart" is grayed out for that symbol. I used the Sierra Chart data feed for it. Do you not provide tick by tick data beyond a certain date? 2013 is quite recent to me. |
| [2016-01-30 19:19:47] |
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"Edit/Download Data - Intraday Chart" is grayed out for that symbol. There is tick by tick data for: ES-201309-GLOBEX 3. "Accurate Trading System Back Test Mode" enabled To visually observe a tick by tick replay, Accurate Trading System Back Test Mode must not be set. This setting is meant for back testing and the chart will not be redrawn frequently but instead infrequently. Also, the user interface of Sierra Chart can momentarily freeze when running a back test when using this setting.
Make sure you re-download the data for that symbol to make sure there is tick by tick data. 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 |
| [2016-01-30 19:42:15] |
| rhovega - Posts: 279 |
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Guess "Accurate Trading System Back Test Mode" enabled was the answer. Txs.
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| [2017-03-05 00:31:33] |
| User19165 - Posts: 346 |
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Hello, I've verified that my stored data is tick by tick, the open for all records is zero. The timestamps are showing milliseconds. I select to calculate every tick for all charts in my chartbook. A popup comes up saying "Enter Processing Step in Seconds". I've put numbers in there ranging from zero, 0.1, 5, 10, etc...trying to get it to just process data based on timestamps from the ticks. I can't seem to get it to work - what am I doing wrong please? I had thought entering zero might force it process data based on its timestamp, but that didn't process anything... |
| [2017-03-06 07:08:25] |
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It is not clear what your objective is. Start a new Support Request about this. We are not understanding what it is you want to do. 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 |
| [2017-03-06 07:16:15] |
| User19165 - Posts: 346 |
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I would like the market replay to play back the ticks at the appropriate interval apart that they are time stamped with. I had thought that is what this thread was about? |
| [2017-03-06 17:28:29] |
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It is still not clear what you are looking for. It would be best that we explain how this functionality works. When you are doing a multi-chart back test, each chart will individually process the amount of data in the specified number of seconds, set through the "Enter Processing Step in Seconds" setting, at one time. If you have set this to 2 seconds, therefore all trades within those two seconds will be processed by the chart before going onto the next chart in the Chartbook. 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: 2017-03-06 17:30:59
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| [2017-03-07 00:45:07] |
| User19165 - Posts: 346 |
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Hi Sierra, My apologies for explaining myself so poorly. I want to visually watch how a previously traded day moved across all my charts and DOM in a chartbook. I want to replay the day on a tick by tick basis with each tick displaying at the appropriate time stamped interval apart from one another. I would call this replay tick by tick....but maybe you guys call this something else, I'm sorry for any confusion. Is this possible? If so, how? I have followed the previously posted links in this thread. Just for clarity, as I have stated, my data is verified to be tick data. In the market replay window I have selected all charts in chartbook. I have set to calculate every tick. A popup comes up asking for a processing step in seconds. When I do as above with a processing step in seconds of 0.1 - visually, it all looks too jerky and lacks the same fluid feeling that you get in real-time. |
| [2017-03-07 17:58:03] |
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You need to set the Replay Mode on the Replay Window to "Standard Replay": http://www.sierrachart.com/index.php?page=doc/ReplayChart.html#ReplayMode And set the Replay Speed to 1. The timing will not be exactly as it was in real-time because the true milliseconds are not saved currently. 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 |
| [2017-03-08 00:01:48] |
| User19165 - Posts: 346 |
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Thank you for the help. May I ask if millisecond data storage is scheduled for upcoming release? |
| [2017-03-08 00:41:03] |
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Yes but we do not know when. It is very very difficult work to implement. It is best not to put any reliance on it coming. 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: 2017-03-08 00:41:21
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