Support Board
Date/Time: Tue, 04 Mar 2025 21:57:48 +0000
DOM Stack Pull Sum Changes on Disconnect
View Count: 822
| [2021-01-29 20:33:44] |
| User566913 - Posts: 39 |
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On a disconnect from the server, the Stack/Pull Sum displayed in the DOM will be horribly different on reconnect. Is there a way to stop this, change this somewhere in the settings. Any information on this is really appreciated. Big thanks
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| [2021-01-30 09:56:28] |
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We would have to check but most likely but we think it does get reset and that is why it is different. This is not something we would change. And also we see you are using CQG data and that does not provide acceptable market depth data for Sierra Chart. You need to use the Denali Exchange Data Feed: Denali Exchange Data Feed This is also the larger issue. 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: 2022-01-02 19:34:04
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| [2021-01-30 15:01:11] |
| User566913 - Posts: 39 |
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I will change the data feed immediately.... ... Is there a way to get ASCIL programming data into a spreadsheet, like the sc.GetAskMarketDepthStackPullSum()...I'm working on an AI and this information is very relevant to building our AI model. Can we import DLL files to develop an algorithm within Sierra? Thanks again. |
| [2021-02-01 11:36:43] |
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Is there a way to get ASCIL programming data into a spreadsheet, Yes through functions like this:ACSIL Interface Members - Functions: sc.SetSheetCellAsDouble() Regarding using the Denali Exchange Data Feed, you might want to wait about a week until we make some price updates to our new packages which include it (Packages 10, 11, 12). . Can we import DLL files to develop an algorithm within Sierra? A Sierra Chart C++ custom study can certainly use functions in other DLL files, if this is what you are asking.
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: 2021-02-01 12:52:34
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| [2022-01-02 19:24:04] |
| User769783 - Posts: 191 |
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@User566913.....Yes you can get this information into a spreadsheet fairly easy. I am looking to do the same with an AI model. That side I am lost, but understand the spreadsheet in SC well. Any information presented on a chart or DOM can be used in a spreadsheet. I do not mind giving you tips if you would help me understand how to develop an AI for SC.
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| [2022-01-02 22:55:08] |
| Bet_More_Tim - Posts: 21 |
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Not to bust any balls here... but there's not gonna be any actual use of that data in an ML model the way it is... the pull stack info that is.... for 1. unless you've bought historical depth data and or have alllll the depth files needed to create the training data, then ok, but if not, you wont have nearly enough data anytime soon 2. the pull stack does not change on a bid/ask price change, it keeps accumulating until it's manually cleared by pressing a button (a button that appears we dont have access to the sc.Code of yet, unlike the clear current/recent volume button which we do have access to) which is literally meaningless data.... however if we could implement an "auto clear pull/stack on bid/ask price change" then that's different. 3. you'd be better off to track the change of depth by price, from open/close of a bar, and then you can either have 1 output which is a net book change for the chart bar, or you could group prices by ranges and have multiple feature outputs. and as far developing in c++ that integrates with sierrachart... you can literally do anything you want. I'd recommend looking at the header files in the acs_source folder as for what you can access/do inside sierra... outside sierra, you can do anything(while accessing info sierra makes available). ...and in terms of using a spreadsheet in anyway for an ML model, idk why lol, would that not be incredibly bulky and slow vs writing c++ (whid I'd imagine a person implementing ML models would already know to do) but I am curious to your usage of spreadsheets, if you can divulge without exposing any proprietary info! Thanks |
| [2022-01-03 08:13:00] |
| User769783 - Posts: 191 |
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Thanks for the informative response. I use spreadsheets for automation in SC using ascil. The spreadsheet I felt would be the best way due to lack of programming skills. I run the information from the DOM into the spreadsheet and then wanted to manipulate this data using ASCIL to make trading decisions. ... I do understand the more data the better you can train an ML model. Also, the relevance of the data you are using. I believe the data I am using and how I will create features with this data will allow me t sacrifice on data abundance. Thank you so much again. |
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