Support Board
Date/Time: Sat, 28 Dec 2024 19:13:13 +0000
Daily OHLC study issue with Xmas
View Count: 1031
| [2015-12-28 15:16:14] |
| User13668 - Posts: 294 |
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I am using this study to plot YESTERDAY's HL and C. See screen grab for study settings. Normally on a Monday it works fine - it plots Friday's data from the the Daily chart and uses the official exchange settlement price (not close). Today Monday 28th December it is plotting the HL and last trade price from TODAY, whereas it should be plotting the data from 24th December being the last trading day before today (27th data from 6pm USA ET being part of 28th trade day). The Daily chart correctly shows the 24th as the 2nd to last bar, with the last bar being today's trading (incl 27th from 6pm). So why is it not working properly like it does after a normal weekend? |
 SCCapture.PNG / V - Attached On 2015-12-28 15:16:05 UTC - Size: 37.14 KB - 313 views |
| [2015-12-28 18:39:00] |
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We are checking on this.
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 |
| [2015-12-28 20:12:26] |
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This problem is now solved. We will have a new release out later today although it is going to be too late obviously since the market is just about closed.
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 |
| [2016-01-19 09:49:03] |
| User13668 - Posts: 294 |
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This study appears again to be plotting incorrectly for the impact of MLK Day. According to the CME, trading for Sunday night, Monday (18th) and Tuesday (19th) are all for Trade Date of the 19th. So 'yesterday' is actually Friday 15th. Yet the Study (set to plot Yesterdays HLC) is plotting in real time ie it is using the HLC from Sun/Mon/Tue data instead of plotting those values from Friday (15th), being 'yesterday' in this situation. |
| [2016-01-19 10:25:05] |
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First, no matter what any exchange says, the prior day is always going to be the prior day where there is data. If you are not happy with that, the discussion can end here because that is just how it is with the Daily OHLC study. It is not designed to follow these specialized exchange rules. We ran a test now, and we see no problem with the study on the current version of Sierra Chart when using Intraday Data. We do see a problem when it is referencing the Historical Daily chart because it is performing a nearest date match. Therefore, set the Use This Intraday Chart study Input to Yes. 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 |
| [2016-01-19 10:27:30] |
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Although there is this study: http://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s294 Which does have the capability to skip over periods with insufficient data like January 18. But it does require some experimentation/calculations to get it to work that way in this particular case. 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 Date Time Of Last Edit: 2016-01-19 10:27:59
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| [2016-01-19 13:32:44] |
| User13668 - Posts: 294 |
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Re your post #5 I don't understand why there is a problem when it references the Historical Daily chart, because that chart itself is correct ie the Daily chart shows the last completed bar being Friday 15th January and the current bar still forming is dated 19th January and includes data from Sunday and Monday 18th. So if the Daily chart is correct and the Daily OHLC study is referencing this daily chart with a 'Reference Days Back' of 1, why is the study not easily able to pick up that data from Friday the 15th's bar? I don't see why it is an 'exchange issue', as you say, when the Historical daily chart bars are forming correctly. Your suggestion of using Intraday Data does not work either as it will show 'yesterday's data' based on Monday trading and not Friday. Further you say the study was not designed to follow specialised exchange rules, yet the study works fine on a Monday in that it does not say 'yesterday's' OHLC data is from Sunday evening, but correctly picks up Friday's data. Finally if there is nothing you can do, or are prepared to do, to fix the issue, then I suggest you add a comment to your documentation saying reference days back greater than 0 will not work reliably for shortened trading days where the trades are counted for the next trading day. Date Time Of Last Edit: 2016-01-19 13:35:05
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| [2016-01-20 04:12:09] |
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I don't understand why there is a problem when it references the Historical Daily chart, because that chart itself is correct ie the Daily chart shows the last completed bar being Friday 15th January and the current bar still forming is dated 19th January and includes data from Sunday and Monday 18th.
Seems as though the reason is because of the change to solve the original problem in this thread. Some changes were made which also involved a nearest date matching method. We have now solved this case as well. This will be out in the next release later today. Further you say the study was not designed to follow specialised exchange rules, yet the study works fine on a Monday in that it does not say 'yesterday's' OHLC data is from Sunday evening, but correctly picks up Friday's data. For the moment we did provide you a solution in post #6. You need to use the Period OHLC-Variable Period study which is designed for specifically this purpose. So Sierra Chart has always had the capability to handle these kinds of scenarios. The documentation for that study is quite thorough. 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 Date Time Of Last Edit: 2016-01-20 04:13:56
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| [2016-01-20 09:00:34] |
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Select Help >> Download Prerelease to get the latest revision of 1355. The version number is the same, but it has this issue solved. 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 |
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