Support Board

• Support Board |
• Search Board |
• Control Panel |
• View My Posts / Threads |
• Direct Messages

Date/Time: Mon, 25 Nov 2024 18:36:02 +0000

Calculations of Footprint Calculated Values study

View Count: 275

[Page 1 of 1] First Page -- 1 -- Last Page

[2024-02-18 06:12:11] #1 [Go To First Post]
bharq6gt - Posts: 11
There seems to be multiple issues concerning how the values of High Pullback Delta and Low Pullback Delta is calculated. For example: a) In the attached chart, in 11:00 bar, how come High Pullback Delta is Positive? How is that even possible? Shouldn't this value be always "-ve"? This is creating a lot of confusion on reading the chart. b) Finish AskVol BidVol Diff% should display the background color same as that of Finish Delta value. 11:10 candle should have Red background in the attached chart. c) How was Finish AskVol BidVol Diff% calculated? In 11:20 bar, Delta is 63. Finish Delta is 337. Why the value of Finish AskVol BidVol Diff% is 122.99%? The Max and Min Delta is 273 and -274 respectively. It just doesn't make any sense. d) Also - AskBid Diff Max to Close Diff should always be a negative number---and AskBid Diff Min to Close Diff should always be a positive number. We are interested to know where did Delta closed for the bar in conjunction with AskBid Diff Max or Min. The background color for Max to Close Delta would Red in that case and would make our lives a lot more easier. Feature request: It would be awesome, to get a value of the difference between High Pull Back Delta and Low Pull Back Delta. Date Time Of Last Edit: 2024-02-18 06:38:35
0x Thank you
ES Chart.png / V - Attached On 2024-02-18 06:10:35 UTC - Size: 5.56 MB - 72 views

[2024-02-19 16:00:15] #2 [Go To First Post]
John - SC Support - Posts: 36263
First all of these questions are outside the scope of our up support. You are asking us to do very deep involved analysis and manual calculations to answer all of this. We do not do that. All the formulas are documented here: Numbers Bars: Numbers Bars Calculated Values Subgraph Descriptions There's more information about pullback calculations here: Chart Settings: Historical Pullback Data (Chart >> Chart Settings >> Chart Data >> Chart Data menu) And here: Numbers Bars: Pullback Column No this is definitely not true and is confirmed by the fact that you do not see this: d) Also - AskBid Diff Max to Close Diff should always be a negative number- Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing
1x Thank you

[2024-02-19 17:27:08] #3 [Go To First Post]
RB2703 - Posts: 2
re: points B) and C) Finish % is a percentage which will always be positive, similar to how volume will always be positive thus ignoring the "range down" coloring. If you are relying on the calculated values grid visually perhaps it makes sense to use multiple instances with different coloring types. The finish % calculation in your example is correct. The last new h/l Δ must have been the -274 so there is a difference of 337 between -274 and 63 which is a 122.9% difference of finish delta and delta low =ABS((barΔ-last new H/LΔ)/(last new h/lΔ))*100 =ABS((63--274)/(-274))*100
1x Thank you

[Page 1 of 1] First Page -- 1 -- Last Page