Support Board
Date/Time: Mon, 13 Jan 2025 14:39:02 +0000
NEGATIVE bar time duration
View Count: 1273
[2017-04-17 13:41:19] |
psavi73 - Posts: 39 |
I'm using CVB (Constant Volume Bars) for e-mini ES and NQ futures. I need to calculate the velocity of the volume in lots/sec, but I have a problem with the bar time duration when volumes run very fast: as you can see from the attached pictures (highlighted by the ellipses) the bar time duration in some cases became negative and obviously this is not possible. Is it possible to solve this issue? Waiting for your kind reply. Best regars Pierpaolo Savi |
ES - Negative Bar Time Duration 1.JPG / V - Attached On 2017-04-17 13:40:39 UTC - Size: 152.57 KB - 354 views ES - Negative Bar Time Duration 2.JPG / V - Attached On 2017-04-17 13:40:44 UTC - Size: 141.62 KB - 300 views ES - Negative Bar Time Duration 3.JPG / V - Attached On 2017-04-17 13:40:56 UTC - Size: 156.08 KB - 310 views NQ - Negative Bar Time Duration.JPG / V - Attached On 2017-04-17 13:41:01 UTC - Size: 138.49 KB - 312 views |
[2017-04-17 14:13:44] |
Sierra Chart Engineering - Posts: 104368 |
First, we will only accept an image of a chart by following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image Repost a chart image by following these instructions. And we only need an image of one chart and no other chart. And tell us the time zone of that chart. 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: 2017-04-17 14:14:18
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[2017-04-17 14:59:54] |
psavi73 - Posts: 39 |
Time zone: London (+0 GMT/+1 BST) NQ-201706, today price action with CVB=200 lots/bar, in the bar time duration study you can see: - 5 negative bars starting from 15:15:05 to 15:15:06 - 1 negative bar at 15:16:23 http://www.sierrachart.com/image.php?Image=1492441068723.png |
[2017-04-17 22:35:06] |
psavi73 - Posts: 39 |
I hope that this image with the zoom in the Bar Time Duration graph could help. http://www.sierrachart.com/image.php?Image=149246843071.png Waiting for your kind reply. |
[2017-04-18 02:27:07] |
Sierra Chart Engineering - Posts: 104368 |
We see the problem. We are resolving this now.
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 |
[2017-04-18 14:11:04] |
psavi73 - Posts: 39 |
How long will it take to fix this issue?
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[2017-04-18 15:22:00] |
Sierra Chart Engineering - Posts: 104368 |
Update Sierra Chart to the current version following the instructions here: Software Download: Fast Update 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 |
[2017-04-18 15:30:14] |
psavi73 - Posts: 39 |
Great job! Thank you very much! |
[2017-04-18 15:49:16] |
Sierra Chart Engineering - Posts: 104368 |
There is no need to say thank you. It creates more burden for us.
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: 2017-04-18 15:49:28
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[2017-05-01 19:43:03] |
psavi73 - Posts: 39 |
The problem of negative bar time duration was still present on ES e-mini future, but until today, just around at the end of the close of trading day (21:00 London time zone), so it didn't disturb. Today the negative bar time duation was measured at 17:51:31, so during the trading day. Below the chart. http://www.sierrachart.com/image.php?Image=1493667620588.png Waiting for your kind reply. Best regards. Pierpaolo |
[2017-05-01 22:38:50] |
AndyL - Posts: 119 |
Not sure if related, but when using tick-bars (Number of trades per bar setting) i do see sometimes negative values in the Countdown Timer study. This is on build 1543.
Date Time Of Last Edit: 2017-05-01 22:39:11
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[2017-05-01 22:51:30] |
Sierra Chart Engineering - Posts: 104368 |
A negative number of trades remaining? This is unrelated. 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 |
[2017-05-01 23:02:46] |
psavi73 - Posts: 39 |
I didn't notice negative number of trades remaining. What I see is just a negative value when I divide the volume by bar time duration. |
[2017-05-02 05:33:23] |
Sierra Chart Engineering - Posts: 104368 |
In regards to post #10, the calculations are done correctly. Not sure why there would still be a negative value in some cases, but a negative value is now set to 0 in case that happens. This will be out in the next release. 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 |
[2017-05-02 07:39:38] |
psavi73 - Posts: 39 |
I use Bar Time Duration as denominator of the Study Subgraphs Ratio (volume/bar time duration), so I kindly ask you to consider this (perhaps it can be set a value close to 0 but not 0). Best regards. Date Time Of Last Edit: 2017-05-02 08:12:53
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[2017-05-02 16:29:46] |
Sierra Chart Engineering - Posts: 104368 |
You will need to solve this on your side. That is not something we are going to do. You can always modify the study as well to meet your requirements. Refer to: http://www.sierrachart.com/index.php?page=doc/BuildCustomStudiesDLL.html 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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