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Date/Time: Sun, 12 Jan 2025 09:27:00 +0000



Incorrect Numbers Bar Calculated Values

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[2017-02-04 15:09:40]
User12089 - Posts: 361
the Diagonal Positive Delta Sum subgraph of the Numbers Bar Calculated Values study doesn't seem to produce correct results (I guess the same is in effect for the negative counteroart)

see annotated example attached

lets verify the sum for the circled bar

(4509+1559) - (1525+84) = 4459

while the study shows 4764 ....

The data feed is SC Data Subscription (real-time and historical)
Date Time Of Last Edit: 2017-02-04 15:11:01
attachment2-4-2017 3-01-28 PM.bmp - Attached On 2017-02-04 15:07:49 UTC - Size: 5.7 MB - 304 views
[2017-02-04 21:38:08]
Sierra Chart Engineering - Posts: 104368
It is also including the Ask Volume on the lowest price level. We will make sure the documentation explains this.

Now whether this is the right or wrong way to do it, we do not know but this is how it is intentionally designed.
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:
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[2017-02-04 21:47:32]
User12089 - Posts: 361
hmm an order flow trader like me would expect 4459 and hence not what the current design is doing

So you mean you just add to 4459 the ask volume executed in the bottom cell of the number bar and this is how you get 4764

should I have to write my own study to produce what I am referring to is that still the right SC api function to call

https://www.sierrachart.com/index.php?page=doc/doc_ACSIL_Members_Variables_And_Arrays.html#scVolumeAtPriceForBars
[2017-02-04 22:07:38]
Sierra Chart Engineering - Posts: 104368

So you mean you just add to 4459 the ask volume executed in the bottom cell of the number bar and this is how you get 4764
Yes.

We are happy to change this, we just want to know what most people are looking for.

Yes this is the correct function:

https://www.sierrachart.com/index.php?page=doc/doc_ACSIL_Members_Variables_And_Arrays.html#scVolumeAtPriceForBars
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
[2017-02-04 22:11:06]
User12089 - Posts: 361
or you can simply implement a binary switch which controls which of the two behaviors described here to use
[2017-02-04 22:29:43]
User12089 - Posts: 361
and re the approach when including the ask volume of the bottom cell - I guess you can compare and if necessary then subtract from it the bid volume of the top cell of the preceding bar ...
[2017-02-05 00:11:37]
Sierra Chart Engineering - Posts: 104368
We will just do this:
or you can simply implement a binary switch which controls which of the two behaviors described here to use

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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