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Date/Time: Sat, 20 Apr 2024 02:29:43 +0000



Sierra Chart Now Supports Building Custom Chart Bars Efficiently in ACSIL

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[2018-05-02 01:47:02]
Andy Sureway - Posts: 93
Well then another issue popped up. Inside the fp_ACSCustomChartBarFunction function, the persistent variables are not initialized.

I am still searching but haven't figured out a way similar to
if (sc.Index == 0)
statement yet.

BTW, I am on version 1738.
Date Time Of Last Edit: 2018-05-02 01:48:01
[2018-05-02 01:57:31]
Andy Sureway - Posts: 93
Very Wired observation

The first time the study gets loaded, these persistent variables are initialized to 0 properly. However, a recalculation seems forgetting to do the initialization for them.
[2018-05-02 04:49:12]
Sierra Chart Engineering - Posts: 104368
However, a recalculation seems forgetting to do the initialization for them.
This is expected.

Refer to the documentation here:
http://www.sierrachart.com/index.php?page=doc/ACSIL_Members_Functions.html#scGetPersistentInt
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

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[2018-05-02 06:58:11]
Andy Sureway - Posts: 93
Yes, that is by definition of persistency. But is there a mechanism to do initialization on the first tick in a fp_ACSCustomChartBarFunction? Thanks!
[2018-05-02 08:33:19]
Sierra Chart Engineering - Posts: 104368
You can do the initialization when this is set to 1:
s_CustomChartBarInterface::IsFirstBarOfChart


As we are answering these questions we are making additional notes for the formal documentation so all of this will be included.
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: 2018-05-02 08:33:28
[2018-05-02 11:42:38]
Andy Sureway - Posts: 93
Thanks!

s_CustomChartBarInterface::IsFirstBarOfChart

Does it mean the first tick or all the ticks in the first bar?
[2018-05-02 18:11:13]
Sierra Chart Engineering - Posts: 104368
In the case of tick by tick data, this would be the first tick.
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
[2018-05-02 21:50:25]
Andy Sureway - Posts: 93
Good to know this. Thanks!
[2018-05-04 20:51:57]
Andy Sureway - Posts: 93
Bug reporting

It seems that the close prices for the custom generated bars are not correctly set. It seems that the "high"s are written to the "close" filed. Attached please find an example.

Should you need more information, please let me know. I will be happy to help as much as I can.

Best,

Andy
imageScreen Shot 2018-05-04 at 1.49.51 PM.png / V - Attached On 2018-05-04 20:50:17 UTC - Size: 132.89 KB - 410 views
[2018-05-04 21:43:12]
Sierra Chart Engineering - Posts: 104368
We definitely do not believe there is a bug. Really would be impossible. Check your code and make sure you are not changing the close value of a bar.
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: 2018-05-04 21:43:25
[2018-05-04 23:25:07]
Andy Sureway - Posts: 93
Just checked the code. There were some codes inherited from the given example which replaced close prices by highs. Sorry for the confusion on my part.
[2020-01-06 19:57:48]
Zosimus - Posts: 345
If Sierra is set to a data storage time unit of 1 tick would it be correct to assume that each new file record will contain data of just one trade?
[2020-01-06 20:12:36]
Sierra Chart Engineering - Posts: 104368
Yes this is correct.
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
[2020-01-15 15:41:45]
Zosimus - Posts: 345
Hi SC team, if this is out the scope of your support I will totally understand no reply.

Is there any mechanism that can cause the initiation of a new bar other than:
1. Setting StartNewBarFlag to 1.
2. Checking New Bar At Session Start.
?

The custom chart I'm writing loads the historical bars correctly but as it starts processing the live data it right away creates a new bar that is not supposed to be started at this point.

I have ChartBarInterface.StartNewBarFlag = 0; at the beginning of the Custom chart Bars building function.
I am assuming that this new bar is not created by the code setting StartNewBarFlag to 1 because whenever the code sets StartNewBarFlag to 1 it also sends a line confirming this to a text file. I see that when this incorrect new bar starts no text is sent to the text file.
New Bar At Session Start is not checked.

What is also strange is that this behaviour only happens sometimes, not every time I start the custom chart study. Sometimes the new live data gets incorporated into the last existing bar as I expect it to.
Any idea?
[2020-01-16 05:58:41]
Sierra Chart Engineering - Posts: 104368
These are the only two reasons a new chart bar would begin:

1. Setting StartNewBarFlag to 1.
2. Checking New Bar At Session Start.

However, in Sierra Chart bar building code there can be a new bar created, under some conditions, if there are out of order timestamps but not sure that would be the case in the case of custom chart bars. But something to consider.
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
[2020-04-01 16:39:44]
Zosimus - Posts: 345
I have a Custom Chart Bars study that's been working fine for me and for users of the study.
Today, one of the users added this study to a chart that also has the Market Depth Historical Graph study and since then when he loads the custom bars study the last 2-3 bars are not being built correctly but after the chart is done loading the historical bars the next "live" bars are built correctly.
Also, all the historical bars except those few last 2-3 historical bars are built correctly.
Is there any way in which the loading the Historical Depth data can interact with the loading of the Custom bars?
Date Time Of Last Edit: 2020-04-01 16:45:26
[2020-04-01 17:40:37]
Sierra Chart Engineering - Posts: 104368
No that does not make sense to us. Market Depth Historical Graph will not have any impact upon the chart bars.
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: 2020-04-01 17:40:45
[2020-04-12 17:19:15]
gomifromparis - Posts: 244
This seems broken in 2083 (worked up to 2079)
My custom bars don't plot any more.
[2020-04-12 17:48:34]
Zosimus - Posts: 345
Same here.
[2020-04-12 17:54:23]
Ackin - Posts: 1863
gomifromparis)

+1
[2020-04-13 08:34:27]
Sierra Chart Engineering - Posts: 104368
We see the reason for the problem. We are implementing a solution.
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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