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Direct MessagesDate/Time: Fri, 19 Apr 2024 04:47:02 +0000
Bid/Ask Depth Bars Study: Differences Between New (>= 1949) and Old Version
View Count: 2983
| [2019-09-21 00:05:34] |
| User41727 - Posts: 124 |
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I can definitely confirm that 1989 still behaves as the recent post-1949 versions in terms of the values. The calculation may be accurate, but it is simply the wrong way to perform the calculation for my purposes. This will be the fastest solution rather than us going through and examining differences between the old and new version of Bid and Ask Depth Bars.
The differences are pretty simple really: The current implementation only allows the user to use the last quote (via T&S) for the calculation. The old version gave us three options: 1) use last quote (via T&S) 2) use maximum seen depth at each level up to the specified maximum of levels 3) use last seen depth at each level up to the specified maximum of levels. The latter two options are now missing, and that is the issue. |
| [2019-09-22 07:28:40] |
| NotIll - Posts: 118 |
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If you are still not satisfied with the new study we can put back the old study, for use only with the historical market depth data.
Yes please. Kindly do so. |
| [2019-10-05 17:48:05] |
| User683686 - Posts: 19 |
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I also have noticed that this change is effecting my setup. I was using the source data as historical Market Depth - Last with a set number of depth levels. This is now missing and my setups are no longer valid. Are you able to make a copy of the old study just for those of us wanting to use that source data? To make matters worse I am being told to upgrade to the latest version of SC by the 5th oct (today) due to CQG no longer being supported on legacy versions. How can we stay with the older legacy and maintain our strategies while being forced to upgrade? I hope there is a satisfactory conclusion to this in the coming days. Regards |
| [2019-10-05 18:15:33] |
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We will get the old study put in over this weekend. And release it.
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 |
| [2019-10-05 19:43:21] |
| samual sprat - Posts: 343 |
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Will this old study have time and sales data as well as historic just like the original?
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| [2019-10-06 00:59:14] |
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No. Definitely not.
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 |
| [2019-10-06 08:24:57] |
| NotIll - Posts: 118 |
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jackflash, See post #23. |
| [2019-10-06 20:58:39] |
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Version 1996 has the old version of Bid and Ask Depth Bars but it does not support the time and sales data. Only historical market depth data. I was using the source data as historical Market Depth - Last with a set number of depth levels. The new version of the study, does support this. You can control the number of levels. Refer to:Bid & Ask Depth 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 |
| [2019-10-07 16:31:37] |
| User683686 - Posts: 19 |
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Support are you sure the version 1996 has the previous version? I have 2 instances running, the first version 1996 which doesn't have the correct settings and the other another instance that hasn't been updated version 1928, this has the correct settings. Can you confirm which most recent version has the required settings? Regards |
| [2019-10-07 16:51:09] |
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You will want to use the study named "Bid and Ask Depth Bars Old" in version 1996 or higher. And you should update to 1997 now.
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 |
| [2019-10-07 22:40:47] |
| User41727 - Posts: 124 |
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Have you verified whether the study in v1997 works with equities and the SC data feed? Because it does not seem to be doing anything for me. It neither loads the historical data, nor does it seem to collect any RT data.
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| [2019-10-11 21:00:58] |
| User41727 - Posts: 124 |
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Any update on this? The study in its current form is simply useless to me.
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| [2019-10-21 21:48:31] |
| User41727 - Posts: 124 |
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Bump
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| [2019-10-22 23:43:27] |
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This is going to be resolved in the next release coming out later today. We apologize for the delay.
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: 2019-10-22 23:43:36
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