Support Board
Date/Time: Thu, 27 Feb 2025 22:24:31 +0000
Finish Delta
View Count: 8526
| [2013-05-05 13:45:57] |
| user85017 - Posts: 37 |
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I would like to add one statistic with numbers bars calculated values, if it's possible it's called finish delta with MarketDelta Finish delta is pull back from max or minimum delta I join a chart Thanks Date Time Of Last Edit: 2013-05-05 13:49:12
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 finish delta.JPG / V - Attached On 2013-05-05 13:49:08 UTC - Size: 78.36 KB - 1308 views |
| [2013-05-05 13:48:20] |
| user85017 - Posts: 37 |
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sorry picture mistake this one is good one |
| finish delta.JPG / V - Attached On 2013-05-05 13:48:16 UTC - Size: 78.36 KB - 1225 views |
| [2013-05-05 14:10:41] |
| jsoviero - Posts: 84 |
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Yes, I would also like to see the same values bar added to the Sierra Chart numbers bar charts. This is an excellent suggestion. Please add these values asap. Thanks in advance to SC support for accomplishing so much in so little time.
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| [2013-05-05 18:27:24] |
| ejtrader - Posts: 688 |
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It appears like this is close to "COT" values already available. Just that it would pick either COT high or COT low - based on where the price touched last ( low or high ). in Summary: Delta Finish = COT high - if the price last touched was High before close of of the bar Delta Finish = COT Low - if the price last touched was low before close of the bar Thanks http://www.sierrachart.com/index.php?l=doc/doc_NumbersBars.php -- COT reference page from SC DOC From Market Delta Delta Finish Definition: Delta Finish - This is the pullback of delta from it's last high or low. If Delta last bounced off it's high before completing bar, the finish will be negative (or zero). If Delta last bounced off it's low before completing bar, the finish will be positive (or zero). Date Time Of Last Edit: 2013-05-05 18:29:53
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| [2013-05-05 23:15:53] |
| user85017 - Posts: 37 |
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ok i will check Thanks |
| [2013-05-06 13:52:59] |
| user85017 - Posts: 37 |
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No it's not the rigth numbers in MD the finish is 1594 so it's MIN DELTA- DELTA in sierra the MIN DELTA is -7718 and DELTA is -4579 so the finish sould be 3139 and as you see on the picture, it's not Date Time Of Last Edit: 2013-05-06 14:34:17
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| finish md.JPG / V - Attached On 2013-05-06 14:33:53 UTC - Size: 36.62 KB - 908 views finish sierra.JPG / V - Attached On 2013-05-06 14:34:10 UTC - Size: 31.99 KB - 867 views |
| [2013-05-07 17:16:55] |
| RPinCAR - Posts: 27 |
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It looks like a worthy consideration for SC to do. Let us know when you might do this addition. Thanks, Ron |
| [2013-05-08 03:49:57] |
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We believe that this is the particular Numbers Bars Calculated Value you are looking for: Ask Bid Difference To Max/Min (Ask Bid Diff To Max/Min) Documentation can be found here: http://www.sierrachart.com/index.php?l=doc/doc_NumbersBars.php#SubgraphDescriptions 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 |
| [2013-05-08 06:21:37] |
| user85017 - Posts: 37 |
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hello, i don't think it"s going to work as you can see on pictures in fact, the result is not rigth |
| SIERRA.JPG / V - Attached On 2013-05-08 06:21:26 UTC - Size: 66.13 KB - 735 views |
| [2013-05-08 07:19:25] |
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We are going to need a very clear and precise definition for what is required. This is the pullback of delta from it's last high or low. If Delta last bounced off it's high before completing bar, the finish will be negative (or zero). This is simply too vague and assumes a lot of understanding about pullback and Delta. If Delta last bounced off it's low before completing bar, the finish will be positive (or zero). We understand that Delta usually refers to the difference between Ask Volume or Bid Volume for a price level or a period of time. Other than this, this definition simply is not clear. 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: 2013-05-08 07:19:44
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| [2013-05-08 08:37:47] |
| user85017 - Posts: 37 |
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as you can see on the picture, the Finish Delta is : Delta - Highest (Max or Min) exemple : first column : Delta = (-305) - MinDelta (-324) = Finish Delta +19 Delta is always the first number to subtract or add (depend if - or +) to the Max or Min Delta Date Time Of Last Edit: 2013-05-08 18:44:49
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| [2013-05-08 20:28:11] |
| ejtrader - Posts: 688 |
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One of the users provided a definition for this in mathematical terms at BMT: The finish calculation is very simple but needs preparation X = the highest value between |DeltaMin| and |DeltaMax| Finish = Delta – X PS: I am not sure - whether this is correct or not as I don't use Delta Finish.. Thanks Date Time Of Last Edit: 2013-05-08 20:31:28
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| [2013-05-09 00:34:03] |
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We will work on this.
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: 2013-05-09 00:36:20
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| [2013-05-09 00:52:23] |
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Here is an example of the new calculation: http://www.sierrachart.com/image.php?l=1368060712920.png We will have a new release out in a couple of hours. 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 |
| [2013-05-09 05:17:20] |
| user85017 - Posts: 37 |
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Great should work Thanks |
| [2013-09-23 12:36:51] |
| Moti - Posts: 63 |
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Sierra Support, Thank you for the new release, Please give the "Finish calculation" and explanation, Thank you, |
| [2013-09-25 18:07:29] |
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We will add documentation for the Finish Ask Volume and Bid Volume Difference. 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 |
| [2016-03-08 10:39:09] |
| gomifromparis - Posts: 244 |
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Hi, This is interesting, any way to get the min an max delta info from the VAPContainer ? Thanks |
| [2016-03-09 04:40:55] |
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Certainly this information is all available through the Volume at Price data and also through the arrays documented here: https://www.sierrachart.com/index.php?page=doc/doc_ACSIL_Members_Variables_And_Arrays.html#scBaseDataIn 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: 2016-03-09 04:41:09
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| [2016-03-09 09:31:39] |
| gomifromparis - Posts: 244 |
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OK got it in scBaseData. I don't find anything related in VAPContainer.h, but no worries since data is avail in the arrays. Thanks |
| [2016-03-10 10:50:51] |
| gomifromparis - Posts: 244 |
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From what I understand of the finish "definition", latest delta - deltamin or deltamax , depending on highest absolute value of deltamin and deltamax, is not what is in the MD definition. "This is the pullback of delta from it's last high or low. If Delta last bounced off it's high before completing bar, the finish will be negative (or zero). If Delta last bounced off it's low before completing bar, the finish will be positive (or zero)." We are looking for the delta pullback (deltaclose-deltamin) or (deltaclose-deltamax), but to determine if we use max or min, we need the find the one that was touched the latest. So if we made tha max after the min, we use the max, and vice versa. It represents the delta pullback since last extermum. To be able to compute it, either it must be calculated intrabar in a scBaseData, or we must be able to know in which order the max and min delta were made intrabar. |
| [2016-03-11 04:48:21] |
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Give us about a day or two to review this and see what solution we can provide.
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 |
| [2016-03-14 09:46:40] |
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Letting you know we are working on a solution for this.
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 |
| [2016-03-14 12:10:46] |
| gomifromparis - Posts: 244 |
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OK thanks, will keep the space warm for it on the ladder..
Date Time Of Last Edit: 2016-03-14 12:10:56
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| gomladdersierra.png / V - Attached On 2016-03-14 12:10:19 UTC - Size: 89.51 KB - 737 views |
| [2016-03-18 16:50:28] |
| 2garin - Posts: 184 |
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Good Day a support. When you create (compared to) similar charts of MD in the indicator Numbers_Bars_Calculated_Values errors appear. The errors related to the calculation of the parameter "Finish Ask Volume Bid Volume Difference (Finish AskVol BidVol Diff)". When you create a chart completely removed and re-loaded historical data. Probably the screenshot you can help localize the error. Date Time Of Last Edit: 2016-03-20 14:38:42
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