Support Board
Date/Time: Sun, 12 Jan 2025 14:49:27 +0000
Volume Filter
View Count: 2360
| [2016-05-16 19:36:09] |
| User884307 - Posts: 173 |
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Hi would it be possible to apply the Time & Sales options in the settings for filtering i.e. combine, same price and type etc etc to the chart>>chart settings>>Advanced settings2>>volume filter as exactly the same problems with pre filtering and combined filtering etc are apparent in the chart option as was the case with time & sales until you added the extra options???? Cheers :-) |
| [2016-05-16 19:45:29] |
| User884307 - Posts: 173 |
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...... just to be more specific, to to have the existing volume filter (which is equivalent to the T&S input filter option) and also add another option for "combine the price and type" along with the combine filtering input options? Many thnx |
| [2016-05-17 14:44:56] |
| User884307 - Posts: 173 |
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Does nobody think it is important that the volume does not display correctly when using volume filters in chart settings? That is unless nobody uses the volume filter function, I dunno? Anyhows thought I would mention this fact. |
| [2016-05-17 17:24:06] |
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This is not true: Does nobody think it is important that the volume does not display correctly when using volume filters in chart settings?
Refer to the documentation here: http://www.sierrachart.com/index.php?page=doc/doc_ChartSettings.html#VolumeFilterH 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: 2016-05-17 17:24:44
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| [2016-05-17 18:33:53] |
| User884307 - Posts: 173 |
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Are you entirely sure about that? Im not sure what I am meant to be looking at in the link you kindly sent? However,,,,,, Assume the following scenario........ I have volume filter set to filter trades =>100 contracts for example. Now when a trader hits the offer to buy 100 contracts lets assume he gets filled by an offer limit of say a 50 contract order, a 40 contract order and lets say 10 single contracts all adding up to a buy market order of 100. HOWEVER!!!!!! ......... as I have my volume filter set to display 100 contracts or greater this trade will not display in my numbers bars volume display for example as my filter is set to =>100 and the most that was traded was a 50 lot, a 40 lot and 10 x 1 lots ---------> giving traded volume of a 50, 40 and 10 x 1 lot prints WHICH IS BELOW MY 100 CONTRACT FILTER ??????? Furthermore, lets say my filter is set to say =>50 then you would ALSO want this 100 contract market order to display as traded volume (as you would with above scenario also) ..... RIGHT???? Well WRONG! ..At present without the modification I suggested my 100 contract order would NOT display however, ONLY 50 contracts would display as my filter is set to =>50 contracts, leaving my poor old 40 lot fill and 10 x 1 lot fill missing as traded volume because this traded volume was UNDER my =>50 contract filter,,,,,,,,!!!!!!!!! :-((((((( SOOOOOOOOO,,,,,,,, I think you will find that the volume at present is displaying incorrectly as I initially said. |
| [2016-05-17 22:15:52] |
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There is absolutely no chance we are going to modify the volume filtering on a chart to do this. If Sierra Chart does not meet your requirements, look for another program. The reason we are very opposed to this, is because our to do list is nearly 2 years long. This would not even be considered for that reason alone. Analytically, this does not make any sense and the data cannot be reconstructed accurately in the way that you want. Technically this is very complicated to implement and it has a large amount of consideration and analysis to do right. It can create all kinds of unexpected problems and create and additional support burden, and more documentation work. It is not worth it. We will never get involved with it. Refer to: Notice: Suggestions (Currently not accepting) 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: 2016-05-17 22:29:31
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| [2016-05-17 23:45:27] |
| User884307 - Posts: 173 |
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Hey chill out, I was under the impression the support board was for a particular reason, to seek help, give help and improve the software. This isnt the first time Ive had this kind of response from you regarding legitimate and thought out ideas and dont see how pointing out to you a MAJOR MAJOR MAJOR issue results in me being told to use another platform instead, bad show guys :-((( As regards to what my thread has demonstrated, it would be more constructive to consider that volume filtering across every aspect of Sierra will yield incorrect volume most of the time. As far as this thread is concerned, if you say you are not going to correct the error then fair enough, just at least take the function out of the chart setting as I know people who are using this feature will be expecting to get results as per the function suggests, not realising that the data will be more inaccurate than accurate, especially when they "think" for example they are following bigger orders hence traders (which is the whole point of filtering.....to follow a certain group of players, whether big or small) when actually they are not, they are simply following certain large market trades that happened to get filled on that particular occasion, by an equally large (or larger) single limit order ....... if one doesn't fully realise that this is the case then it is unfair for them to use this function? I was very surprised with your response especially when you had the very same issue with the Time & Sales of which you corrected and made BRILLIANT and I personally love the flexibility of it and use, however you seem very against correcting volume filtering in ALL the charting aspect of Sierra and volume configurations & display (when using filtering). I realise your team are full on with your workload, however, this is a BIG PROBLEM guys and isnt a lame request for a function that can go to the in tray until next millenium, THIS IS A CORE FUNCTION. As a whole I think Sierra is a good charting package and get on with it well and thats down to good programming and good CUSTOMER input from TRADERS that know what they require. Im sure you can understand, I don't appreciate being told to find another platform when I am simply pointing out something that you *seriously* need to alter? Thanks anyway anyway guys |
| [2016-05-18 08:31:36] |
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It is important that we are honest with you because we do not want to ignore this or lie to you. As we explained it is not something we will get involved with. Also we have this documentation here: https://www.sierrachart.com/index.php?page=doc/doc_ChartDataFiles.html#LargeVolumeTrades Also what you are looking for cannot be properly done unless the data feed provides the data you are looking for. Otherwise, this is completely pointless. The Sierra Chart Exchange Data Feed could possibly provide this, but it is not something we want to do now because there is a lot of work involved in 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 Date Time Of Last Edit: 2016-05-18 08:32:10
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| [2016-05-18 10:04:16] |
| User884307 - Posts: 173 |
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Love the link guys....... Are you saying the guys at Jigsaw trading and Market Delta are also wrong?
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| [2016-05-18 10:22:02] |
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If they are combining trades yes they are definitively wrong and you can publicly post this around that that is our position. And we think it is a mistake to put reliance on large trades. This last part is not just our opinion, it is an opinion we have also seen posted on this board by some of our users. It is only possible to determine large trades from the exchange feed itself. Anything else is totally inaccurate. We have the capability to do this accurately on the server side but the implementation has a lot of details to 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 Date Time Of Last Edit: 2016-05-18 10:24:18
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| [2016-05-18 10:23:41] |
| User884307 - Posts: 173 |
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I have no reason to do that, this was about improving SC in my mind, nothing else.
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| [2016-05-18 10:28:37] |
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Actually thinking about it the CTS T4 data feed supports this capability already. You can use bundled or unbundled mode for CME symbols. It is selectable. 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 |
| [2016-05-18 10:38:43] |
| User884307 - Posts: 173 |
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I have an idea....... As your T&S does EXACTLY what I was going on about, could you not have a tick box on T&S or something allowing you to use this displayed information result from your settings in TOS to use the volume there using the "same time and type" default So basically the T&S is doing all the filtering and then SC pulls these volume figures (at the same price) from the T&S database (filtered, combined etc) and then the charts use this. Sort of a "do you want to use data feed or data from TOS?" Only an idea but seems easily workable as T&S has already formatted the volume/price? Cheers |
| [2016-05-18 10:43:25] |
| User884307 - Posts: 173 |
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..... so you are using volume output from T&S to use in chart, if the filters are such where every price doesnt display volume on the bid or offer then a simple 0 put at that price, if the filters are such that there is volume then display that at that price on bid / offer. Im sure you could "Spoof" the charts into thinking the data coming is from the data feed when really comping from T&S calculations when the "check box is ticked"??? |
| [2016-05-18 19:23:28] |
| User884307 - Posts: 173 |
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Just something bugging me all day,,,,, what if you dont trade timeframes? I dont, so the scenarios Ive given still hold true for the problem at hand? Right?
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| [2016-05-19 03:52:49] |
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Your suggestions are not reasonable implementations. We will implement support for combining the individual trades into the complete trades as reported by the CME with the Sierra Chart Exchange Data Feed as soon as we can. This will require subscribing to the data feed though. Allow about 3 to 4 months for 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 |
| [2017-03-07 18:01:03] |
| 33818 - Posts: 30 |
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Just came across this thread. Did the functionality (last posted by SC Eng) ever get implemented?
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| [2017-03-07 18:32:23] |
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No, not yet. This will be coming sometime this year.
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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