Support Board
Date/Time: Tue, 26 Nov 2024 04:31:22 +0000
Post From: Covariance study - possible BUG
| [2023-11-30 21:23:41] |
| Sierra_Chart Engineering - Posts: 17179 |
|
This is quite involved to analyze, bbut we will change the Covariance study in such a way that it is capable of calculating at an earlier index if the data it is referencing is changing at an earlier index compared to the calculation start index. This is normally what leads to the problem. We have also verified that the Covariance calculation is stable when recalculated as compared to replay or real-time updating, and does not change. The change will be out in version 2567. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |