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Date/Time: Thu, 16 Jan 2025 12:05:27 +0000



Missing Universal Renko Bars v1629

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[2017-10-27 15:16:36]
Xfanman1 - Posts: 320
This morning during a fast move in GC I have a gap in my Renko Bars (with wicks) using version 1629. I deleted and reloaded data for that chart and it still was missing bars. My data settings are set to Tick and I'm using a reasonable chart speed (100ms). I decided to rollback to version 1621 and there are the missing bars. Reloaded v1629 again...bars are still missing. Charts attached.

Thanks much...Scott
Date Time Of Last Edit: 2017-10-27 15:23:58
imageGC v1629.PNG / V - Attached On 2017-10-27 15:16:21 UTC - Size: 69.38 KB - 328 views
imageGC v1621.PNG / V - Attached On 2017-10-27 15:16:29 UTC - Size: 70.48 KB - 357 views
[2017-10-27 17:17:26]
Sierra Chart Engineering - Posts: 104368
We do not see any gaps ourselves using Universal Renko 4-2-6:
http://www.sierrachart.com/image.php?Image=1509122130296.png


There may be missing data with the data you are using. Also, it does not matter what a prior version was doing. That is totally irrelevant to us. Analysis is only based on data, and what makes sense.

Try re-downloading the data:
Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart

You should also enable one of the options to fill gaps in:
Chart >> Chart Settings >>Intraday Chart Bar Period
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: 2017-10-27 17:20:36
[2017-10-27 18:04:05]
Xfanman1 - Posts: 320
Thank you for the suggestions.

1st, I did re-download the data before I posted as I mentioned in my first post and that did not fix the issue.

2nd, what I notice on your chart is that the pullback on your chart at 10:01:16 goes down to 1269.3 area before continuing higher. On my charts it only pulls back to 1270.5 (I also noticed you have a partial wick then a blank space then the body on the Peak red bar just under 1272 in the same time-frame we're looking at.)

3rd, I compared my charts to other SC users with CQG and they have the same GC range that I do. Then I compared with an NT Continuum chart and they also have the range that I do (without the missing bars from my first post). I then compared to another NT chart but with Rythmic data...that chart matches Your chart with a pullback to 1269.3 area. These are attached below

This makes me believe that there's a potential CQG issue (I think NT Continuum is a version of CQG data)? This was obviously a very fast move but it was captured by your charts and some others.

This large move happened in milliseconds and was untradeable anyway so in the overall scheme of things doesn't impact me, I just wanted to be sure SC was not acting abnormally when I noticed this.
Should I contact my Broker or CQG or is that something you normally do or should I just drop it and move on?

Thank you for your help.
Date Time Of Last Edit: 2017-10-27 19:01:59
imageNT Continuim GC Chart.PNG / V - Attached On 2017-10-27 18:02:31 UTC - Size: 208.25 KB - 349 views
imageNT Rythmic GC Chart.PNG / V - Attached On 2017-10-27 18:02:40 UTC - Size: 238.38 KB - 358 views
[2017-10-28 17:59:52]
Sierra Chart Engineering - Posts: 104368
We certainly are not going to contact CQG about any data problems. As a matter of policy we do not do that unless there are serious ongoing problems. We will only recommend our own data feed in this case. That is the only efficient policy that makes any sense.

You are welcome to contact CQG about this yourself.



(I also noticed you have a partial wick then a blank space then the body on the Peak red bar just under 1272 in the same time-frame we're looking at.)
We looked into this, and this is correct. It is because there was a price movement which skipped about .3, and subsequent price movement causing both a reversal and a new bar. This new trade was recorded on the following bar so that is why the bar low did not match with the "fake" open and close generated by these types of bars.

This is why generally these types of bars are not well regarded by us. They are just simply a manipulation of actual price movement. Anyway, we made an adjustment to adjust the bar low or high in this case, but that is just a manipulation so the user feels as though they are looking at something "correct" but actually what we did was create false price movement. But anyway if the users want to see fake price movement in order to feel they are looking at something correct, that is what we are going to do for them and also to avoid future reports of correct display of price action that have to be explained.
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: 2017-10-28 18:04:26
[2017-10-28 23:04:00]
Sierra Chart Engineering - Posts: 104368
(I also noticed you have a partial wick then a blank space then the body on the Peak red bar just under 1272 in the same time-frame we're looking at.)
We thought of a better way to handle this. It will result in the Reversal bar being lower than it normally would be in this particular case, but makes more sense after thinking over it.
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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