Login Page - Create Account

Support Board


Date/Time: Thu, 28 Nov 2024 13:47:29 +0000



# Significant differences in data when comparing like for like

View Count: 431

[2023-04-27 20:48:57]
User478380 - Posts: 184
Hi,
My friend also uses sierra and forward me the template he has. I loaded the template as well as the same type of chart - he was using a 1597 price changes chart. For some reason which we can't understand, he has more than double the number of bars that I have on my chart. We both use the same denali /teton feed. Could you help identify why there is such a bug difference please ?
Let me know if you ned more information. Please see attached images.
Thanks so much!
imagemy chart.png / V - Attached On 2023-04-27 20:48:42 UTC - Size: 35.03 KB - 88 views
imagemy friends chart.png / V - Attached On 2023-04-27 20:48:46 UTC - Size: 201.9 KB - 79 views
[2023-04-27 21:14:48]
John - SC Support - Posts: 36350
Check the setting for Global Settings >> Data/Trade Service Settings >> Common Settings >> Intraday Data Storage Time Unit. This needs to be set to 1 tick in order to get that kind of chart correct. Refer to the following:
Data/Trade Service Settings: Intraday Data Storage Time Unit (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Settings)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-04-27 21:31:08]
User478380 - Posts: 184
hi
please see attached
thanks
image1 TICK SETTING.png / V - Attached On 2023-04-27 21:30:58 UTC - Size: 70.27 KB - 83 views
[2023-04-28 10:40:23]
Sierra_Chart Engineering - Posts: 17201
Here is the relevant information for this:
Working With Charts: Resolving Differences of Chart Bars Between Charts
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-04-28 15:02:44]
John - SC Support - Posts: 36350
You need to delete the data and redownload it if you changed the time storage type. Refer to the following:
Edit Menu: Edit >> Delete All Data And Download
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-04-28 15:10:09]
User478380 - Posts: 184
Thank you for this. It helped align the data. I do have one related issue. Session start times are user configurable. What times should be used in your experience for the es and nq futures please ?
[2023-04-28 16:09:26]
John - SC Support - Posts: 36350
The generally accepted time are the following, in Central US Time:
- Start Time: 08:30
- End Time: 16:59:59

- Evening Start: 17:00:00
- Evening End: 08:29:59
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-04-28 16:20:41]
User478380 - Posts: 184
Hi,

I can illustrate the issue in 2 images. Please refer to the attached files. The questions I have are:

Why would making such a change to the session times affect price this way if both session times were 24hrs?
What is the 'correct' session time to use? Sierra is obviously doing something to change the way the price data displays.

Let me know if you need more information.

Cheers
Date Time Of Last Edit: 2023-04-28 16:21:22
imagemidnight session times.jpg / V - Attached On 2023-04-28 16:20:34 UTC - Size: 397.4 KB - 78 views
imageyour advised session times.jpg / V - Attached On 2023-04-28 16:20:38 UTC - Size: 401.41 KB - 81 views
[2023-04-28 16:43:07]
John - SC Support - Posts: 36350
First, in your Midnight session times, you have "Use Evening Session" set to "Yes" and it covers the same period as the Regular Trading Hours. You do not want to do this. The bars are probably fine, but some studies would have issues.

Second, you are dealing with non-time-based bars - specifically "number of price changes". And you have the option for "New Bar at Session Start" set to "Yes". Therefore, you are going to see different bars at all times. In one case, the number of price changes starts at midnight and in another case it starts at 08:30 and again at 17:00.

Refer to the following:
Chart Settings: New Bar at Session Start (Chart >> Chart Settings >> Session Times >> Intraday Chart Session Times menu)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-04-28 16:53:43]
User478380 - Posts: 184
Thats a very valid point. I guess I could set the evening session to NO, have new bar at session start set to YES and then apply the following times which would cover the entire day except when the mkt is closed.

start time of
17:00:00 US Central Time

end time of
15:59:59 US Central time

What do you think please?
[2023-04-28 17:22:13]
John - SC Support - Posts: 36350
It's a personal choice on how you want to handle the trading day.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-04-28 17:29:06]
User478380 - Posts: 184
Ok understood

Thanks for all the help and clarifying this point

Issue resolved

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account