Support Board
Date/Time: Tue, 26 Nov 2024 04:27:56 +0000
Covariance study - possible BUG
View Count: 517
| [2023-11-27 13:56:47] |
| User365411 - Posts: 189 |
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SC 2564 (and maybe prior versions) In the attached image same studies applied with same parameters on left and right chart. I want to calculate covariance of the symbols in the subgraphs added via "add additional symbol" study. If I change the symbol of the chart on the right in the main graph, covariance study change, but it shouldn't. The correlation study, that is similar infact doesn't change. The same behavior happen with symbols added via "study/price overlay" study from other two charts Please can you check? TY |
 covariance_test.png / V - Attached On 2023-11-27 13:55:39 UTC - Size: 86.2 KB - 103 views |
| [2023-11-27 15:19:43] |
| Sierra_Chart Engineering - Posts: 17179 |
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It is unlikely to be a problem with the study itself. Check the calculation order: Chart Studies: Study Calculation Precedence And Related Issues 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 |
| [2023-11-27 16:27:25] |
| User365411 - Posts: 189 |
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It is unlikely to be a problem with the study itself. Check the calculation order:
Chart Studies: Study Calculation Precedence And Related Issues Already checked and apparently the sequence is correct. But anyway it's influential in this case. Teorically the movement of covariance indicator MUST be the same in both charts because it is referred to studies (symbols) in the 2 subgraphs, not to the symbol in the main chart area (chart region 1) As said, the correlation indicator at the bottom of charts that is very similar, as you can see don't change when you change the main symbol. Date Time Of Last Edit: 2023-11-27 16:31:48
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| [2023-11-27 16:42:10] |
| User365411 - Posts: 189 |
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atttched the chartbook for your test
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Private File |
| [2023-11-30 21:23:41] |
| Sierra_Chart Engineering - Posts: 17179 |
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This is quite involved to analyze, bbut we will change the Covariance study in such a way that it is capable of calculating at an earlier index if the data it is referencing is changing at an earlier index compared to the calculation start index. This is normally what leads to the problem. We have also verified that the Covariance calculation is stable when recalculated as compared to replay or real-time updating, and does not change. The change will be out in version 2567. 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 |
| [2023-12-03 16:59:10] |
| User365411 - Posts: 189 |
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SC2567 I don't know if you understand which is the issue that I described in prior posts but now the indicator is totally useless, it plots an horizontal continuous line. Date Time Of Last Edit: 2023-12-03 16:59:54
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| [2023-12-05 04:51:50] |
| Sierra_Chart Engineering - Posts: 17179 |
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We understood it well enough, but there was a mistake with the change we made. We are correcting that now. We apologize.
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 Date Time Of Last Edit: 2023-12-05 04:52:01
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| [2024-01-08 23:45:18] |
| fitomorales - Posts: 1 |
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It was not fixed in 2568. Should we expect it for the next version?
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| [2024-01-09 04:52:06] |
| Sierra_Chart Engineering - Posts: 17179 |
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What was not fixed in version 2568 specifically? The study has been updated to recalculate at an earlier index to support what is specified here: Study/Price Overlay Study: Data Changing at Chart Bars Earlier Than Being Referenced in Source Chart If you need another study to support this functionality let us know and we will update it to support that. If you are still having an issue, with then you will need to implement your own custom study to accomplish what you specifically need: Advanced Custom Study Interface and Language (ACSIL) If you have an issue, with study interdependency that causes this: If I change the symbol of the chart on the right in the main graph, covariance study change, but it shouldn't.
Then also refer to the information here: Chart Studies: Study Calculation Precedence And Related Issues 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 |
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