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Date/Time: Fri, 20 Sep 2024 05:51:42 +0000



Tick/Number of trades per bar chart not creating expected MA levels

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[2014-09-17 15:31:01]
baj3810 - Posts: 3
So I'm trying to convert over from thinkorswim to SC, but I'm noticing that my moving averages are pretty different. When I put the MAs on a time-based (i.e. 1 min) chart, then the MAs looked identical on my TOS setup. But with my primary chart, which uses the "Number of Trades Per Bar" setting for Bar Period, the MAs are way off compared to that on my TOS setup. The number of trades per bar is set to 400, which corresponds to a "400 tick" style in TOS. When I first created this chart style in SC, I noticed that there were slight differences in the various candles, but now overlaying the MAs (which are based on that candle data), it's clear that the differences are pretty significant, which is resulting in my MAs being several ticks off compared to my TOS setup. How do I tweak the SC chart settings to get an identical candle and MA match for a 400-value "Number of Trades Per Bar" style chart? I've already tinkered with adjusting the session start times, checking/unchecking the "New Bar At Session Start" box, etc, but no matching yet. Any ideas? For the candles to be ever so slightly different, is not the end of the world, but for the MAs to be multiple ticks off, that's a huge problem. Please help!

Thanks!

[2014-09-17 17:08:08]
Sierra Chart Engineering - Posts: 104368
We see you are using TransAct and in most cases bars based upon Number of Trades Per Bar will not be very accurate. Refer to help topic 43:
Http://www.sierrachart.com/index.php?page=doc/helpdetails43.html
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

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