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Date/Time: Sun, 24 Nov 2024 06:54:24 +0000



Imbalances - Column 1 transparency

View Count: 1928

[2024-06-06 07:21:40]
UnleashedPiglet - Posts: 48
1. That's by far the worst news I heard this year. SO I am virtually UNABLE to evaluate with APEX on EUREX futures with you ? There's NO workaround other than pay for SC, pay for EUREX and then also use Tradovate platform to execute paying additionally for another EUREX data ? Alternatively would you have a suggestion which funding prop firm would be compatible both with SC and EUREX ? (For instance I'm hearing The Trading Pit has Rhitmic and dxFeeds for EUREX with the account, is it possible to connect their account to Sierra to use the EUREX data feed this way? Or any other provider for that matter...Topstep?)

3.,5. Thanks.

4. I get some messy stuff on delayed EUREX, sometimes there's no connection, sometimes it's stuck, for the most part it works fine but gives only 20 levels while there's more on the book ... Can it be better when on paid data ?
Date Time Of Last Edit: 2024-06-06 08:47:15
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[2024-06-06 16:30:52]
John - SC Support - Posts: 36238
1. We really do not know. We would have thought you could use Rithmic with APEX. But again, you would have to get the EUREX data from us to use in Sierra Chart.

4. It looks like this is just due to the settings you have for the Market Depth Historical Graph study. In particular refer to the following:
Market Depth Historical Graph: Maximum Levels to Display (0 for All)

And keep in mind that you are only going to have the Market Depth for when you are connected to the data feed and are recording the Market Depth data, or if you have the Market Depth Historical Graph study on the chart. Refer to the Symbol Setting for "Record Market Depth Data" here:
Global Symbol Settings: Symbol Settings


If you have missing data, however, you can download historical market depth data. Refer to the following:
Market Depth Historical Graph: Downloading Of Historical Market Depth Data
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-06-18 19:56:48]
UnleashedPiglet - Posts: 48
What did you mean by limited Apex data for CME? Market depth levels ?

I would be needing only COMEX for GC for starters.
The drill will be establishing a cheap account for Teton and using Denali with lower rates. It means there's going to be 2 separate data feeds but SC will be using the Denali feed for charting and APEX account for execution, is that right?
[2024-06-18 20:21:56]
John - SC Support - Posts: 36238
What did you mean by limited Apex data for CME? Market depth levels ?

Meaning that you can only get about 5 days of historical backfill data from Rithmic. So if you need data going back in time from before you had been connecting live to Rithmic, then that data is not available.

Sierra Chart has historical data for the CME Group going back to 2008.

It means there's going to be 2 separate data feeds but SC will be using the Denali feed for charting and APEX account for execution, is that right?

We are not sure what you mean by "2 separate data feeds", but once you have this setup, then you will be using our Denali Exchange Data Feed for your data and you will be using Rithmic for your order executions with APEX.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-06-18 20:37:47]
UnleashedPiglet - Posts: 48
I see Comex's GC has exactly 100 market depth levels. Is it going to be the case with Rithmic as well?
[2024-06-18 21:15:35]
John - SC Support - Posts: 36238
At this time (with the market closed for the 1 hour break) we see 390 levels on the Bid and 363 levels on the Ask, so a total of 753 levels.

If you are using our Delayed Streaming Data and only seeing 100 levels, then refer to the following:
File Menu: Not Receiving the Full Number of Market Depth Levels

We can not say how many levels are offered by Rithmic, you would need to check with them.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-06-20 13:10:59]
UnleashedPiglet - Posts: 48
I' m trying to set up Apex's Rithmic account.

I want to check out if Rithmic data is enough for me before going for Denali CME. Also they have COMEX market depth for $10. I know I should already be regretting but: Should I leave the Market Data/ Historical Market Data Username empty or rewrite the Trading Username login ?
Apex has like a ton of servers , they don't exactly inform their clients which to choose. You would know what people choose preferably, Chicago aggregated / non-aggregated? Or maybe I should go for the nearest one ? Frankfurt in this case?

Thanks.
[2024-06-20 13:41:27]
John - SC Support - Posts: 36238
If you want to use the Rithmic data, then you would need to enter your Username and Password in the Data fields on the "Data/Trade Service Settings" window.

We actually do not know which server to choose. We would expect APEX to give you this information.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-06-20 13:46:47]
UnleashedPiglet - Posts: 48
Thanks.

It's seems to be logged on. Shows Rithmic Direct, and the APEX number. But there's no data update since yesterady. Any troubleshooting?
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[2024-06-20 14:14:15]
John - SC Support - Posts: 36238
Your symbols are not correct for Rithmic. Select "Edit >> Translate Symbols to Current Service" to resolve this. Refer to the following:
Edit Menu: Edit >> Translate Symbols To Current Service
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-06-28 07:21:03]
UnleashedPiglet - Posts: 48
There's no Market by Order on Comex, is that right ?
I did what was indicated in the tutorial.
[2024-06-28 14:22:20]
John - SC Support - Posts: 36238
You are not setup to get any real-time data from us, and you can only get the Market By Order data from our Denali Exchange Data Feed.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-07-02 09:44:39]
UnleashedPiglet - Posts: 48
I'm using 2 VWAP studies, they keep showing the study from a specified day/time back, what if I want these to reset each 00:00 & 08:00 and not being forced to reset them manually every day for several charts ?

Is it possible?


Also : is there a way to keep control bar buttons working on detached charts? They don't seem to, always work only on the attached one, despite the detached being the active one.

Thanks.
[2024-07-02 14:21:18]
John - SC Support - Posts: 36238
I'm using 2 VWAP studies, they keep showing the study from a specified day/time back, what if I want these to reset each 00:00 & 08:00 and not being forced to reset them manually every day for several charts ?

To have a VWAP that starts at a specific time, use the "Volume by Price" study to set the start time for the VWAP and set the "Draw Mode" to "POC, VAH, VAL, VWAP Lines Only" and then you can turn off the subgraphs for the POC, VAH, and VAL in order to just get the VWAP line. Refer to the following:
Volume By Price Study: Draw Mode
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-08-11 12:18:47]
UnleashedPiglet - Posts: 48
,,

To have a VWAP that starts at a specific time, use the "Volume by Price" study to set the start time for the VWAP and set the "Draw Mode" to "POC, VAH, VAL, VWAP Lines Only" and then you can turn off the subgraphs for the POC, VAH, and VAL in order to just get the VWAP line. Refer to the following:
Volume By Price Study: Draw Mode
,,

1. I did as you said - the vwaps are different significantly. SS attached.


2. Come to think of it, wouldn't it be easier if I base the VWAP on VbP , don't touch the VbP (as I have a lot of gauges on and off there) and simply set Input Data on VWAP as Volume Weighted Average Price ? --> Which makes another question arise - how to get rid a remaining straight line across the next profile (I have 3 VbPs). Also seen on the ss.
Date Time Of Last Edit: 2024-08-11 12:45:22
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[2024-08-12 16:12:39]
John - SC Support - Posts: 36238
1. We are not sure what you are comparing in this case. What VWAPs are different?

2. You can not base the VWAP study on the Volume by Price study. Also, for what you are stating "simply set Input Data on VWAP as "Volume Weighted Average Price?" this would give you a VWAP of a VWAP, which does not make any sense, nor is there appropriate data to get an actual set of data from it.

2.5 We do not know how you have that setup. Is that a single VbP on the left side of the image, so these two profiles come from different instances of the study? Or are these two profiles from a single instance of the study?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-08-18 01:00:20]
UnleashedPiglet - Posts: 48
1. The VWAP from VWAP study and the VWAP from VbP study. These are being compared.

3. Two profiles , the London session and the NY session. These both have been applied a VWAP study and the VbP VWAP (thinner line) and these studies are different.
Besides, the VbP VWAP have this strange ,,remnant'' of a VWAP that goes on to another profile and makes a straight line there. In this case it's dragging from London to NY and sitting there. How to get rid of that?


Moreover :
I'm using chart replay. Have 4 charts, 2 per symbol. IT's MGC M5/M15 and SIL M5/M15. These are old contracts (MGCM24, SILN24). I'm backtesting something in from May. These charts simply cannot be syncronised properly. I'm having ca. 10 minutes of difference between symbols. Why is this happening and what can I do about it ?
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[2024-08-19 15:16:32]
John - SC Support - Posts: 36238
1. On the VWAP study, make sure the Input for "Base on Underlying Data" is set to "Yes". Otherwise these two studies will give different results.

3. You have the option for "Skip Empty Periods" enabled. Disable this option. Refer to the following:
Replaying Charts: Preventing Loss of Synchronization Between Different Charts During Replay
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-08-23 08:20:41]
UnleashedPiglet - Posts: 48
With regard to alerts :

I'm looking for an alert that would warn me when the current candle has at least twice as much volume than the previous one. The =C > 2 * V (C-1) doesn't seem to work. = [C - 1] < V / 2 either. What syntax and variable should I combine ?
[2024-08-23 22:17:22]
John - SC Support - Posts: 36238
Refer to the following for the Main Price Graph shortcut names in Alerts:
Study/Chart Alerts And Scanning: Available Main Price Graph Identifiers/Variables

Therefore, to do what you want, your alert would look like the following:
=V >= V[-1] * 2

Or you could do it the reverse way, which would be:
=V / 2 >= V[-1]

Whichever works for the way you think.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-08-27 10:47:03]
UnleashedPiglet - Posts: 48
Many thanks for the formula.

I'm wondering how I can make VatP Threshold show an alert when there's a gap (no trades) at a specific level (using range bars). I should be using number of trades or total volume most probably. But I don't know how to set the thresholds.

Also: would it be possible to have an alert that would highlight the least difference between delta and max / min delta? I mean by that when a candle has -30 delta and that is actually the lowest point to which the delta came down. Or very near to that, say -30 to -35/ min. Conversely, when a delta is say 20 and the maximum delta was very near to that , say 25, within 20-30% offset.

Thank you in advance.
Date Time Of Last Edit: 2024-08-27 11:13:31
[2024-09-06 10:59:18]
UnleashedPiglet - Posts: 48
Just to remind about this question:


1.I'm wondering how I can make VatP Threshold show an alert when there's a gap (no trades) at a specific level (using range bars). I should be using number of trades or total volume most probably. But I don't know how to set the thresholds.

ALSO : downloading any major index symbol, YM or NQ for instance , and setting up a chart with number bars + range bars (even for as little as 3 days back) makes my PC virtually stop working. When on NQ Sierra doesn't allow me even to move a crosshair. It never happens with other futures. Is there a remedy for that ?
Date Time Of Last Edit: 2024-09-06 11:58:45
[2024-09-06 15:24:46]
John - SC Support - Posts: 36238
1.I'm wondering how I can make VatP Threshold show an alert when there's a gap (no trades) at a specific level (using range bars). I should be using number of trades or total volume most probably. But I don't know how to set the thresholds.

We are not understanding this question in relation to the Volume at Price. Are you wanting to know when there is a gap in the traded price levels - that is, a particular price was not traded, but there is trading a the next price above and the next price below?

ALSO : downloading any major index symbol, YM or NQ for instance , and setting up a chart with number bars + range bars (even for as little as 3 days back) makes my PC virtually stop working. When on NQ Sierra doesn't allow me even to move a crosshair. It never happens with other futures. Is there a remedy for that ?

We can not say, as there are too many variables in this. Refer to the following for information on improving performance:
High CPU Usage | Inactive User Interface | Poor Performance | Long Time to Load Chart Data | Charts Reloading Often
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-09-16 09:56:02]
UnleashedPiglet - Posts: 48
"Are you wanting to know when there is a gap in the traded price levels - that is, a particular price was not traded, but there is trading a the next price above and the next price below?"
Yes. I would like to have an extended line on my number bars from this particular gap.

Moreover:
I'm having a following issue - I've SC running on 2 separate PCs. When I connect the second one to the APEX Rithmic account it starts to incessantly redownload all the data on both computers. When I disconnect on one of them the second one works fine.

Also, when on Rithmic, executing and modyfing orders is much longer and clumsier than on your demo data. Would hopping on TETON help with this particular issue or is it so fast on SC data because it's a demo server? Could you explain in detail in what sense DENALI/TETON is considered an advantage over Rithmic data? Thank you.

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