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Direct MessagesDate/Time: Fri, 19 Apr 2024 18:49:36 +0000
Bid/Ask Depth Bars: Discrepancy Between Live Values and Historical
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| [2019-08-19 14:25:00] |
| User41727 - Posts: 124 |
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I have noticed that the aforementioned study sometimes calculates values that are inconsistent between live (and also replay) and historical calculations, i.e. when when doing reload & recalculate, the value of the study changes. This was happening with the old implementation, and I had hoped that this would be fixed with the new one, but it is still happening. This also raises the question of which value is actually the correct one, which is important when backtesting ASCIL-based signals that can change based on discrepancy.
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| [2019-08-20 20:56:54] |
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With the method of implementation we would definitely expect that study to be consistent between real-time updating and a full recalculation. Post before and after Chart images of this following this method: https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage 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: 2019-08-20 20:58:12
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| [2019-08-20 21:39:40] |
| User41727 - Posts: 124 |
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Here is an example from yesterday that happened live, too. The effect seems more likely to occur the more charts are running in parallel. If I only have this one chart open, and let it run at 10x for the sim, it is not happening. However, if I increase speed or let a dozen charts run at 10x, then it does.
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| [2019-08-23 17:45:14] |
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We will be testing this and looking into the problem. Also, the processing of the market depth data is consistent no matter what the load is within Sierra 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 Date Time Of Last Edit: 2019-08-23 17:54:09
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