Support Board
Date/Time: Sat, 23 Nov 2024 21:44:50 +0000
Post From: Fractional Tick Size and the Number Bars Study
| [2024-07-30 14:05:29] |
| John - SC Support - Posts: 36238 |
|
We are not fully understanding what you are doing. But if you are setting a Tick Size that is some fractional value of the actual tick size, such as 0.05 for the ES, which has a standard Tick Size of .25, then what you will see in the Numbers Bars is data at the actual price points and blank spaces at the prices where there is no trading. If you are setting the Tick Size to a larger multiple of the tick size, then the Numbers Bars will combine to show the values at the new price points. It is better to use the "Volume at Price Multiplier" for this though. Refer to the following: Chart Settings: Volume at Price Multiplier for Historical/Intraday Chart (Chart >> Chart Settings >> Chart Data >> Volume at Price menu) If you are setting the Tick Size to larger value that is not an even multiple of the actual Tick Size, then the Numbers Bars will combine and will display at the closest value to the actual price. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |