Support Board
Date/Time: Sat, 01 Feb 2025 22:02:56 +0000
[Programming Help] - chart not plotting accurately
View Count: 854
[2019-08-06 15:12:50] |
User98657 - Posts: 330 |
I am running a basic chart on the ES (in this instance) set to 1 second with the Graph Draw Type set to Stair Step on Close. I'm using the Bid & Ask Prices study to show me the current Bid and Ask. I was filled on an order this morning at 2861.25, short at 09:11:43 (Central). My chart had not printed that level, at least not according to the Bid/Ask study or the Stair Step on Close. Those didn't show that level being printed until 09:11:53. At 09:11:43, the time my that my order was filled, my Bid was showing 2861.75, my ask was showing 2862.0, and my stair step line on close was 2861.75. It wasn't until 09:11:53 that my chart plotted prints at 2861.25. Looking at my screen I see the Order Fill arrow at 09:11:43, but it is shown BELOW the current Bid at that point in time on my chart. It would appear, just looking at this, that the order was filled before the market even printed the level, which we know is not correct. If I select a renko bar, based on 1 tick, and choose an OHLC bar type, my chart shows me the accurate print at 09:11:43 @ 2861.25. But if I do not select the OHLC bar, and I leave it set to Stair Step on Close, I see the incorrect levels, just as in the 1 second chart. I do not know if the Bid & Ask Study is delayed, or simply off, nor do i know if the Stair step on close is being delayed or is off by a tick, but something is wrong with the way the chart is plotting. I'm using the SC Data feed with routing through CQG. The routing and order fill were accurate. http://www.sierrachart.com/image.php?Image=1565104115540.png |
[2019-08-06 17:16:25] |
Sierra Chart Engineering - Posts: 104368 |
This is going to be a chargeable support request. Let us know if you want us to proceed. It will be billable at 65 USD per hour.
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 |
[2019-08-06 18:07:12] |
User98657 - Posts: 330 |
Please help me understand why this is chargeable. it would appear the system is not plotting correctly. What are you charging me for? |
[2019-08-06 18:56:27] |
Sierra Chart Engineering - Posts: 104368 |
If there any issues with a data delay, refer to: Prices / Data Falling Behind You may want to reduce the number of levels of market depth to reduce bandwidth: https://www.sierrachart.com/index.php?page=doc/DataSourceSettings.php#MaxDepthLevels And order fills could also be misaligned due to an inaccurate clock: Chart Trading and the Chart DOM: Misaligned Order Fill Markers on Charts Beyond that, any other further help with this would be chargeable because this is an advanced and detailed request. 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 |
[2019-08-06 19:32:23] |
User98657 - Posts: 330 |
OK, i will make my way through each of these and reply accordingly. However, you did not say why this would be a chargeable item. I'm still curious to know what you would charge me to do. I will forego the last item. as i mentioned, this is not an order fill issue. the order was placed at 2861.25 and filled at 2861.25. The problem appears to be simply that the Bid & Ask Prices study, and the Stair Step on Close Graph Draw type are not plotting accurately. I do not believe the charts have a 10 second delay. I say this because when i use an OHLC bar as the Graph Draw type the data is plotted accurately on the chart. This clearly looks to be an issue with the study, and the Stair Step on Close Graph Draw type. I've included a picture below that clearly shows that while the OHLC bar shows the data accurately the Bid & Ask Prices study does not. This would not seem to be analogous to a processor delay or lag. If there were a lag, and the lag were affecting the Bid & Ask Prices study is affected because it is a study, i would understand. But the Stair Step on Close is not a study. it is supposed to be the same (I assume) as the OHLC bar type and is not plotting the same on the chart given the same information. http://www.sierrachart.com/image.php?Image=1565119472154.png Also, I'm running an I7 processor at 4.2GHz and 16GB of ram. Looking at performance, i'm not coming anywhere near capacity on any core or the RAM capacity. If any of the potential issues you offer are the cause of the problem, why is it affecting the Stair Step on Close but not affect the OHLC Graph Draw type? Your answer to this would at least point me in the right direction. Date Time Of Last Edit: 2019-08-06 19:36:58
|
[2019-08-06 19:44:35] |
User98657 - Posts: 330 |
Let me ask it this way: Why is it now, after the fact, the OHLC bar type will plot accurately, but the Start Step on Close Graph Draw type will not? Surely it has nothing to do with latency, this happened early this morning. Same question for the Bid & Ask study. The data is there, obviously. The OHLC bar is using the same information and plotting it correctly. Why are these other two NOT plotting it correctly? |
[2019-08-06 20:00:46] |
User98657 - Posts: 330 |
I think i have the answer i need. i'm watching it more closely now and i see that while the OHLC bar type responds to EACH tick when using a renko bar set to 1 tick, the Stair Step on "Close" may hit the price and, while within the same 1-tick-range, close at the tick above. So it likely flashed down to 2861.25, but didn't "Close" there so therefore did not PLOT that level. Also, the Bid & Ask Prices study also seems to react to the close price of the range. I'm currently set to a 1-tick renko. I can see prices posting, and the Bid & Ask flashing the lower tick but closing on the upper tick and not plotting the fact that it ever touched that lower tick value. Same when it ticks up but stays in a 1-tick range for just a second or two. is there anyway for me to get the Bid & Ask Prices study to plot every price it touches? Date Time Of Last Edit: 2019-08-06 20:05:27
|
To post a message in this thread, you need to log in with your Sierra Chart account: