Support Board
Date/Time: Fri, 01 Nov 2024 01:22:54 +0000
TPO anomaly
View Count: 848
| [2018-06-19 16:43:32] |
| DavidChief - Posts: 2 |
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I have set up the attached chart to illustrate what appears to be an issue with TPO levels calculated for the Globex session which appear to be incorrect in that they don't cover the full overnight time frame. The chart compares a volume by price over multiple periods showing what appear to be correct POC/VAH/VAL values versus the TPO levels overnight on 2018/06/14 to 2018/06/15 for the S&P500 Mini Futures. I have marked the period that the TPO appears to be using with a gray box. http://www.sierrachart.com/image.php?Image=1529426462904.png Regards, David Chief |
 Chartbook1.Cht - Attached On 2018-06-19 16:36:06 UTC - Size: 60.13 KB - 358 views |
| [2018-06-20 03:39:53] |
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One thing we can tell from that chart image is that it looks as though the time zone in Sierra Chart is not set correctly. It needs to be US Eastern time based upon the Session Times you are using in the chart. After removing all other studies from the chart, this is what we see with your Chartbook using US Eastern time for the time zone: http://www.sierrachart.com/image.php?Image=1529465885793.png The TPO Value Area Lines study is displaying the correct lines. Here is the time zone documentation: Time Zone Setting 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: 2018-06-20 03:41:36
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| [2018-06-21 20:53:38] |
| DavidChief - Posts: 2 |
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Please have another look at the chart: 1) the time is set for UTC 2) Day session is set for 13:30 UTC to 19:14:29 UTC >>> 9:30:00 ET to 4:14:29 ET 3) Globex session is set for 22:00:00 UTC to 13:29:29 UTC >>> 6:00:00 ET to 9:29:29 ET 4) Day session end time can be changed to 21:59:29 UTC but this does not affect the TPO calculation 5) I changed all the times to New York time zone but this also does not fix the TPO calculation The TPO calculation for the US Session appears to be correct. The TPO calculation for the Globex session apparently ONLY INCLUDES DATA FROM 22:00:00 UTC to 08:59:59 UTC. It's missing a whole bunch of each of the Globex session DATA so the result is does not appear to be valid. |
| [2018-06-21 21:45:36] |
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1, 2, 3 This completely makes no sense to us. What time zone do you want to use? 4. Yes that does make sense because unless you adjust the Evening Start Time, this is not going to have any effect because there are now overlapping time ranges. 5. You need to set the Time Zone to match the Session Times. Refer to: Time Zone Setting If you need further help we will require a paid account. Here is the documentation for that study: TPO Value Area Lines 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: 2018-06-21 21:57:34
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