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Date/Time: Sun, 24 Nov 2024 16:41:57 +0000



flex renko bars appear to be skipped

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[2013-11-22 22:51:11]
joer - Posts: 41
I am using a spreadsheet study for trading with flex renko bars. It seems that when multiple bars are created in a very short time, some of the bars are skipped in my spreadsheet calculation. For example, I have a sequence of 3 bars which begin at 09:44:17, 09:44:29, and 09:44:32. I check for the current price to be 5 ticks less than the prior bar's low to trigger a buy entry. I check for the condition with $e$3<$d$4-.4 (I am charting a gold futures contract where each tick is .1). The values for the lows of each of these bars are 1238.4,1237.8, 1237.2. The condition should have triggered during the 2nd bar as it went more than .4 below the low of 1238.4 but it did not. Most of the time this works, but when the bars are created with only seconds in between or even the same time, the problem occurs. I have seen many occurrences of this problem.
[2013-11-22 23:17:13]
Sierra Chart Engineering - Posts: 104368
We have done a quick code review and we have reviewed and done some updates to the documentation.

What we have determined, is that when new bars are added to the chart, all of the formula rows in the Sheet for those bars are evaluated unless there are 100 or more bars added.

Here is the documentation on this subject:
http://www.sierrachart.com/index.php?l=doc/doc_SystemsAlerts.php#FormulaResultEvaluation

So in the end, you need to check your formulas and overall logic. The problem must lie with the logic of your formulas in relation to the logic of the evaluation of the formulas and when there are multiple bars added.
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: 2013-11-22 23:18:59

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