Support Board
Date/Time: Mon, 25 Nov 2024 18:42:40 +0000
how does Sierra handle long timeframe bars into short time frame bars?
View Count: 1076
| [2014-02-20 13:25:36] |
| gabby alindogan - Posts: 49 |
|
Hi. I need to replicate an indicator from my old system -an average of ADX(5) of different periodicities. The formula is (ADX 15m + ADX 30m + ADX 60m)/3. The first step in this formula is determining how Sierra handles bigger frames into smaller frames. (ex hourly into 15m.) My old system expands bigger into smaller frames by preserving higher frame's previous values throughout the matching lower frame's bars except the last lower frame bar where it finally takes on the higher frame's value. Here is example. 60m ADX 8-9am 16 9-10am 20 10-11 21 If I were to plot the 60m ADX on 15m, old system would plot is as 8:45- 9:00 16 9:00- 9:15 16 9:15- 9:30 16 9:30- 9:45 16 9:45- 10:00 20 10:00- 10:15 20 10:15- 10:30 20 10:30- 10:45 20 10:45- 11:00 21 Can you please guide me as to what functions in ACSIL is available to achieve above? Thanks. |
| [2014-02-20 13:37:27] |
| |
|
Are you referring to a custom study you have created? Or are you referring to the Study/Price Overlay study? 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 |
| [2014-02-20 13:55:29] |
| gabby alindogan - Posts: 49 |
|
I did a study overlay and when I overlay a 30m into a 10m , I can't seem to find the study/overlay setting that will result in the above data series. I am getting the following instead. 60m ADX 8-9am 16 9-10am 20 10-11 21 ... 60m ADX on 15m, using sierra would plot as 9:00- 9:15 20 9:15- 9:30 20 9:30- 9:45 20 9:45- 10:00 20 10:00- 10:15 21 10:15- 10:30 21 10:30- 10:45 21 10:45- 11:00 21 In real life trading it would be problematic because system would be looking into the future ie. backtest would know the 9-10am ADX at 9:05 even though bar has not been completed yet.I think I can do this custom indicator thru study overlay (assuming a setting exists to do prev post values) or Acsil assuming there is a function that expands bars in the "correct" manner. Thanks. |
| [2014-02-23 21:29:10] |
| |
|
Here is the complete documentation for the Study/Price Overlay study: http://www.sierrachart.com/index.php?l=doc/doc_TechnicalStudiesReference.html#s118 Review the available Input settings. You should be able to accomplish what you require. 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 |
To post a message in this thread, you need to log in with your Sierra Chart account: