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Date/Time: Wed, 15 Jan 2025 21:46:48 +0000



volume filter issue

View Count: 1477

[2017-09-13 01:20:17]
cmb999 - Posts: 211
i must not be understanding this feature, but when i applied a setting of exclude <= 100 on an hourly copper chart (HG), the bars look fine and a little chunky from the missing trades. however, from the moment i applied the setting, no new bars are being drawn, only the same bar is updating for more than 8 hours now
[2017-09-13 01:32:05]
Sierra Chart Engineering - Posts: 104368
We think that makes complete sense with such a large volume filter setting and the fact that this is in the evening 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:
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Date Time Of Last Edit: 2017-09-13 17:11:48
[2017-09-13 04:46:48]
cmb999 - Posts: 211
so when is a new bar supposed to start ? this a 1 hour per bar chart

i applied the settings at 2:30 est.

note: after refresh the chart, the new bars appeared, but now the latest bar is the only one updating since then (3+ hours)
[2017-09-13 11:21:03]
cmb999 - Posts: 211
30 minute chart, bar started at 9 pm est. same bar still updating

http://www.sierrachart.com/image.php?Image=1505301315746.png

'Filter' trade completely' is checked
Date Time Of Last Edit: 2017-09-13 11:23:10
[2017-09-13 17:19:27]
Sierra Chart Engineering - Posts: 104368
OK we understand now. We are testing this. We had thought that there was no updating at all because there were no large trades.

We understand the problem is there is not a new bar being created when it should. And all updating is on the last bar.


However, a volume filter of Exclude <= 100 makes no sense. The chart only has one bar when we use that. This is not making any sense to us at all.
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
[2017-09-13 19:49:10]
cmb999 - Posts: 211
However, a volume filter of Exclude <= 100 makes no sense.

i agree. i originally wanted to exclude <= 10, but that didn't look right

so i used <= 100
[2017-09-13 20:56:23]
Sierra Chart Engineering - Posts: 104368
We tested the particular volume filter settings you are using and we did not see the issue you are showing.

Not even sure how that would even happen.

Provide a Chartbook containing that single chart and then we can test it to see if there is anything we overlooked. Here are instructions:
Support Board Posting Information: Providing Chartbook with Only a Single 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
[2017-09-13 21:58:13]
cmb999 - Posts: 211
i should add that my datafeed is set to 1 minute data instead of tick
Date Time Of Last Edit: 2017-09-14 02:31:02
attachmentsupport_1.cht - Attached On 2017-09-14 02:30:17 UTC - Size: 21.29 KB - 339 views
[2017-09-15 08:53:22]
Sierra Chart Engineering - Posts: 104368
We have solved this, but you cannot use an Intraday Data Storage Time Unit greater than 1 Tick when performing volume filtering. The behavior is going to be very confusing and unexpected.
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
[2017-09-16 18:59:06]
cmb999 - Posts: 211
not sure, but may also be an issue with rollovers. 6N (new zealand dollar) futures rolled on Fri 9/15, and it seems to show different results for before fri, when Date Rule Rollover is used
[2017-09-16 20:12:26]
Sierra Chart Engineering - Posts: 104368
What you are doing is completely unsupported. The volume filtering does not work as expected when the Intraday Data Storage Time Unit is not set to 1 tick. And we will provide no further help with 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
[2017-09-16 20:22:01]
cmb999 - Posts: 211
i shouldve added that changed it 1 tick. like i said, it may be working, but it seems to give different results for instance when,

Exclude >= 2

or

Exclude <= 10
Date Time Of Last Edit: 2017-09-16 20:22:18
[2017-09-18 20:16:38]
Sierra Chart Engineering - Posts: 104368
Follow the instructions here for a tick by tick data configuration:
Tick by Tick Data Configuration


Those two settings are going to give different filtering results because they are different.
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
[2017-09-18 20:41:20]
cmb999 - Posts: 211
hi, i meant, when viewing a Date Time Rollover chart for 6N, the results for the sept 6N bars (ie before Fri) will look different than the dec 6N bars (friday onwards) on the same chart, when using either one of those two example filter settings.

Edit: taking another look . . it appears just the fri (9/15) looks different from all the other days
Date Time Of Last Edit: 2017-09-18 20:51:01

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