Support Board
Date/Time: Tue, 26 Nov 2024 16:40:05 +0000
Volume Filter Settings on Chart
View Count: 357
| [2023-11-16 17:39:40] |
| User513662 - Posts: 90 |
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Hello, I am trying to construct a variable Cumulative Delta (CD) study with small lots, large lots and very large lots with various settings i.e. less than 4, 4-10, 10+ and combine it into one chart. I understand how to construct these in 3 difference charts and then use the study overlay study. I also understand about combining to original summary trade in the chart to get the data by order. However when I filter the volume on the chart for say the chart 10+ using the attached filter, it differs from the chart that has no filter i.e. sometimes in the chart with no filter it will show the CD up 20 lots, but in the filtered chart it might only increase it 13. I am wondering whether that filter is filtering the original summary trade, or the normal feed. I saw on the T&S there seems to be an original summary trade filter, but I can't see that on the chart. Hope makes sense. Please see attached. Thanks. |
 2023-11-16_11-29-13.jpg / V - Attached On 2023-11-16 17:36:54 UTC - Size: 272.5 KB - 67 views |
| [2023-11-16 19:25:07] |
| John - SC Support - Posts: 36300 |
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I am wondering whether that filter is filtering the original summary trade, or the normal feed. I saw on the T&S there seems to be an original summary trade filter, but I can't see that on the chart.
It depends on what you have set for the following option: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) If the above is set to "Yes", then a trade is combined into the original Summary Trade and then the filtering is done on that combination. Otherwise, the filtering is done on the feed as it comes in. However when I filter the volume on the chart for say the chart 10+ using the attached filter, it differs from the chart that has no filter i.e. sometimes in the chart with no filter it will show the CD up 20 lots, but in the filtered chart it might only increase it 13. We are really not sure what you are trying to state here - there are going to be differences in these charts due to the filtering. If we have not answered what you needed above, then we need more information on the issue you are having. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-11-16 20:58:01] |
| User513662 - Posts: 90 |
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Many thanks. The first part answered my question. I have this set to yes so all filtering will be based on the original summary trade.
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