Support Board
Date/Time: Tue, 04 Mar 2025 10:28:45 +0000
Cumulative Delta Charts look different
View Count: 643
| [2021-12-01 17:35:14] |
| ssangha84 - Posts: 126 |
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Hello, I am part of a trading group, and for some reason my cumulative delta bar charts look different than most others in the group. There are only two inputs for delta bars, and I have tried every combination to see if it makes a difference. We all have the same broker and the same data feed. But for some reason my charts just look slightly (sometimes significantly) different. Does anyone know why this could be happening?
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| [2021-12-01 17:59:24] |
| John - SC Support - Posts: 38341 |
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We really need to see images of the two charts to see what might be occurring.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-01 18:24:33] |
| ssangha84 - Posts: 126 |
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Ok. I am not home at the moment but I will post when I can.
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| [2021-12-02 14:46:46] |
| ssangha84 - Posts: 126 |
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Ok I have an example from today. On the two charts, where the lines are are the exact same spot. But look how completely different they look. On their delta chart, it basically made a double top, but on mine, the delta is way lower. And if you look previous to that, the highs on their chart made a lower high, on mine it made a higher high. You can just see that these two charts are completely different. And also if you look at the values on the right, those are completely different as well. Again, all of the settings are completely the same. And the brokers and data feed is the same as well. So no clue why this would be happening.
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| [2021-12-02 15:50:12] |
| ssangha84 - Posts: 126 |
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Another example from Tuesday. Again, the lines on each chart are at the exact same time. These two charts look completely different after the lines.
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| KDelta2.png / V - Attached On 2021-12-02 15:49:16 UTC - Size: 222.29 KB - 133 views SDelta2.png / V - Attached On 2021-12-02 15:49:23 UTC - Size: 64.15 KB - 130 views |
| [2021-12-02 16:12:50] |
| User907968 - Posts: 833 |
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How many days of data are loaded in each chart, I'd guess that they are quite different?
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| [2021-12-02 16:25:21] |
| ssangha84 - Posts: 126 |
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It is the same. 240 days loaded for both.
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| [2021-12-02 18:29:34] |
| John - SC Support - Posts: 38341 |
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The first thing to figure out is why you are seeing very different values in the scale. One is at -2931 while the other is ~4000. There is something in the setup that is different and you would need to figure out what that is. One item in particular to check is Chart >> Chart Settings >> Advanced Settings 3 >> Combine Trades Into Original Summary Trade, as this could be an item that is easily overlooked. But you need to ensure that the Session Times are the same, and whether the charts are resetting or not at the beginning of a session, etc. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-02 18:52:50] |
| ssangha84 - Posts: 126 |
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OK, yes the "Combine trades" was not selected. But I did just select it and reloaded it, and nothing changed. My chart still looks the same as it did before. And both of our session times are the same, and neither of our settings are resetting at the beginning of a session.
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| [2021-12-02 19:36:06] |
| John - SC Support - Posts: 38341 |
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Actually, we see that you are getting your data from CQG, so the combine trades is not the issue, as that only affects data from the Denali Feed. Still, there has to be something else different. It is just a matter of finding it. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-02 19:51:25] |
| ssangha84 - Posts: 126 |
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OK, I see from the notes on delta bars the following: "This study requires historical Bid Volume and Ask Volume data from the Data or Trading service Sierra Chart is using. If it is not available, then during the times Sierra Chart is not connected to the data feed, Cumulative Delta Bars-Volume will be zero or stay the same. On the Supported Data/Trading Services page, the documentation for each service indicates whether historical Bid Volume and Ask Volume is provided." It looks like CQG does not support this unless I have "Real-time exchange data feed" from Sierra chart. Could this be the difference? I am not sure how to check if I have that package through Sierra Chart. |
| [2021-12-02 23:07:39] |
| John - SC Support - Posts: 38341 |
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Absolutely, if you are using different data feeds (which I guess I had assumed you were not) then that would easily explain the differences. You are not setup to get the data from us, therefore you are getting your data from CQG. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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