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Date/Time: Tue, 24 Dec 2024 12:58:52 +0000



BookMap

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[2016-06-06 08:10:51]
amirN - Posts: 159
Another version.

Changes are:

1- Extended the current orderbook to at least 20 points into the future. The Bid/Ask lines have changed to DOT for these points. In order to see them you have to use <CTRL)-> to see the Fill space. Please set the option "Lock fill space".

2- Large volume study now works on the total volume traded during the period. But the colouring is based on the relative size of Bid and Ask volume during the period.

I have not done much testing so please feel free to point to possible shortcomings.

You might have to remove and then reapply the indicator to your chart.

Amir
attachmentamirN.dll - Attached On 2016-06-06 08:09:03 UTC - Size: 103.5 KB - 551 views
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[2016-06-08 04:14:46]
User15952 - Posts: 132
Amir, AMAZING STUFF. Dont let futures.io discourage your work. Please post updates here.

Obviously the guys at Bookmap are crapping themselves :)

Velexpro are sponsors of the forum!
[2016-06-08 04:16:58]
Sierra Chart Engineering - Posts: 104368
Wait until you see what we offer. We are not even going to charge anything extra for it either.
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
[2016-06-08 04:20:39]
User15952 - Posts: 132
THAT IS THE REASON SIERRA IS BY FAR THE BEST TRADING PLATFORM!!

I am very excited!!!!! :) :)
[2016-06-08 06:40:45]
Futurestrader77 - Posts: 126
THAT IS THE REASON SIERRA IS BY FAR THE BEST TRADING PLATFORM!!

Not only, but also SC is very stable (I never have seen it crashing), problems are handled in a timely manner, especially if they are important and for the futures it offers it is by far not overpriced.

Thank you!
[2016-06-08 13:04:29]
amirN - Posts: 159
Amir, AMAZING STUFF. Dont let futures.io discourage your work. Please post updates here.

Obviously the guys at Bookmap are crapping themselves :)

Velexpro are sponsors of the forum!

No worries, As I am using the DLL I continually update it to add more functionality useful to me.

Here is the latest one:

The "Display type" option 1 has changed. When selected, the Black would be the "Max Volume" or more and not the maximum volume on the DOM. Therefore the shading is not based on the relative volume to the current maximum volume on the DOM but to an absolute value.

This would allow me to look back at any historical data and see what the DOM volume was at the time. Also if a very high volume has reached the DOM the other levels shading does not change.

Since there are 20 shading levels then if the "Max Volume" chosen is 2000, the shade levels would change every 100, i.e. a volume of 0 to 100 on the DOM would be White, 100 to 200 a darker shade and so on.

Regards

Amir
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[2016-06-08 16:43:49]
amirN - Posts: 159
Sorry I had to add MinVolume as well so that I can have more shades in the range I want. Also separated the current DOM shading from historical shading.

Hopefully this would be the last change until SC version.

Regards

Amir
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[2016-06-08 17:28:21]
User529762 - Posts: 25
Hi Amir, firstly thank you very much for your generosity for sharing this! Please see attached picture. This is the last DLL however I am missing a lot of information referring to your picture, not sure how to get the lot sizes etc on the right like yours? I am trading CL and like to see 80 contracts and
the 100 as white, what would you suggest to highlight these 100 contracts ?
http://www.sierrachart.com/image.php?Image=146540672646.png
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[2016-06-08 17:39:16]
User150371 - Posts: 70
Hi Amir, thanks for all your superb work. I also think it's wrong that futures.io doesn't want you to share your charts there. Bookmap/Veloxpro has copied ideas from other sources, so they certainly have no copyright claims.
[2016-06-08 17:48:15]
amirN - Posts: 159
You have to attach the DOM to your chart to see the values on the right side of the chart. I am attaching my DOM settings.

Set the "display type" option to 1 and "MaxVolume" to 80 and "MinVolume" to 0. In this case all volumes above 80 would be white and granularity of shading would be 4 (80/20).

There is a LargVolume indicator in the DLL that you can use to mark the range of volumes you are interested in, see the example chart in the first post.

By the way looking at the subgraphs tab would show you all the 20 shadings available.

Regards

Amir
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[2016-06-08 17:59:18]
Sierra Chart Engineering - Posts: 104368
I also think it's wrong that futures.io doesn't want you to share your charts there. Bookmap/Veloxpro has copied ideas from other sources, so they certainly have no copyright claims.

So is Big Mike preventing the postings of charts?

Makes no sense. We do not see how a chart can be copyrighted. Besides the chart is of their own creation showing simple concepts. This whole thing makes no sense. Have them support their claim with case law. There is none to support it. We cannot possibly see any legitimacy to copyright or patent here. This is ridiculous as the TT patent. They will go nowhere with this. Their arguments are phony if they are claiming copyright.

There is nothing special about showing historical market depth data on a chart either in text or graphical form. The concept of showing it in a graphical form by shading rectangles according to the values compared to the highest and lowest values for the chart bar or relative to what is displayed, is a very simple concept.
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
[2016-06-08 18:16:11]
kinghat - Posts: 120
So is Big Mike preventing the postings of charts?

Makes no sense. We do not see how a chart can be copyrighted. Besides the chart is of their own creation showing simple concepts. This whole thing makes no sense. Have them support their claim with case law. There is none to support it. We cannot possibly see any legitimacy to copyright or patent here. This is ridiculous as the TT patent. They will go nowhere with this. Their arguments are phony if they are claiming copyright.

There is nothing special about showing historical market depth data on a chart either in text or graphical form. The concept of showing it in a graphical form by shading rectangles according to the values compared to the highest and lowest values for the chart bar or relative to what is displayed, is a very simple concept.

its really not that big of a deal. big mike just doesnt want the name 'bookmap' associated with any of the developments in the thread. keep developing all you want just dont associate it with or title the thread bookmap.

its more about the headache and money involved. if bookmap got frisky and brought in the lawyers you would be on the correct side of the law but it would still cost you money to defend. its just unnecessary waste of time and money for everyone.
[2016-06-08 18:37:01]
User529762 - Posts: 25
Amir , thanks for reply, just one more question. See screenshot, how do I get the new section (dotted area) to colour same as volume? you will see on screenshot that mine are all white?
Thanks

http://www.sierrachart.com/image.php?Image=1465410992712.png
[2016-06-08 20:21:15]
amirN - Posts: 159
There is no special settings. This area is for the current DOM and all 16 points on each levels would have the same colour, based on the relative size to the maximum volume.

Regards

Amir
Date Time Of Last Edit: 2016-06-08 20:21:30
[2016-06-09 00:56:00]
User15952 - Posts: 132
Bookmap is will be under tremendous financial pressure. The DOM is owned by the exchange. Different representations of such are not proprietary. It’s like trying to patent candlesticks, it’s a joke


Charging $1000 for nothing proprietary, since they don’t own the heatmap visualization patent is robbery.


Once you guys release your version of “Bookmap” I urge you to start a new thread on futures.io showing off Sierra Charts. Just don’t call it “Bookmap” :)



PS- other vendors like Jigsaw Trading have released their own version built into their software. They call it Auction Vista Heatmap.
Date Time Of Last Edit: 2016-06-09 02:11:34
[2016-06-09 02:37:37]
User20450 - Posts: 330
everybody wants this product and its missing key components needed to trade it , should be fun to watch , its just another vendor marketing gimmick , atleast sierras is free , but a product like that will get most amateurs in trouble , big orders are shown for a reason , remember that , house always wins
[2016-06-09 04:43:10]
Sierra Chart Engineering - Posts: 104368
Yes:
big orders are shown for a reason , remember that , house always wins

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
[2016-06-10 05:43:42]
Neo - Posts: 198
I see another Sierra chart iteration has come to life http://visualbook.fr/

A heat map style concept in SC has soo much more potential than "Bookmap"
[2016-06-13 06:42:36]
amirN - Posts: 159
In about another week this will be ready.

Regarding post48 above, any news?

Kind regards
[2016-06-13 07:03:53]
Sierra Chart Engineering - Posts: 104368
This is out in version 1427 but it may not work completely perfectly.
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
[2016-06-13 07:11:15]
amirN - Posts: 159
How do I select saving the DOM data. I have been connected since this morning, but just did a replay and the DOM is not updating.
[2016-06-13 08:37:50]
Sierra Chart Engineering - Posts: 104368
Refer to the instructions here:
New Feature: Market Depth Historical Graph
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
[2016-06-13 09:07:14]
apollofl - Posts: 95
My Sierra Charts Froze. I got the message that Sierra Charts has stopped working after installing 1427. Had to go back to previous version.
[2016-06-13 09:13:08]
User529762 - Posts: 25
I attached the Market Depth Historical to my 1min and "Amir" chart however I do not see the colour coded rectangles? Where on the the chart are these?
[2016-06-13 09:18:21]
Sierra Chart Engineering - Posts: 104368
We are aware of a freezing problem with 1427 under certain conditions. We do not know yet what the cause is. We will be looking into it.
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
[2016-06-13 09:34:46]
amirN - Posts: 159
I have enabled it for ES, but still it is not saved. Where is the DOM data saved as nothing has been added in the data directory.

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