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Date/Time: Wed, 19 Mar 2025 01:22:46 +0000



Data presentation is wrong

View Count: 2233

[2022-01-17 01:34:53]
User695264 - Posts: 19
Hello SC Team,
I have discovered that the SW presents graphical data incorrectly.

Background / Setup
Specifically, as a Bar Period Type, I use Volume per bar (Chart Settings) and the data is presented as candlesticks. I also use Volume Value Area Lines study, with POC (square) and VAH and VAL (stair step) being part of every candlestick. Also, Volume Value Area Lines data is used as the basis for other indicators; MA, regression channels, etc. Finally, the charts are intraday.

Problem Description
Often (about 20 percent of bars), the POC, VAH and VAL are placed at the same price level (e.g. 4651.75), but when I reload the chart (Chart Setting -> OK), they are placed at three different levels (e.g. POC and VAH at 4654 and VAL at 4652.25 - the numbers I use above come from the two same open right now charts - both volumes are set at 300 volume). This change in numbers moves all the associated indicators. If I do not update the chart, the data position is NOT corrected at all.
I also found that if I update a chart (I am in ES market), POC, VAH and VAL can move to an entirely new locations - I do have screen captured if needed. Finally, I also found that occasionally (not often but still happens) POC and VAH/L may be placed beyond the boundaries (i.e. High or Low) entire candlestick body, which cannot be physically true. So, we have three distinct Failure Modes. I want to mention that I have the same failures on BOTH my desktop and laptop, so I excluded the computer-based cause. Please let me know if you want to have pictures (snapshots), and how I can transfer them to you - email would be the easiest. Thank you for looking into this issue! Let me know if you want any clarification of my problem statement.

Best regards, Greg
[2022-01-17 04:22:10]
Sierra Chart Engineering - Posts: 104368
The main problem is this:
Specifically, as a Bar Period Type, I use Volume per bar
If this option is disabled, every time you reload the chart, the bars will change causing study differences:
Chart Settings: New Bar at Session Start (Chart >> Chart Settings >> Session Times >> Intraday Chart Session Times menu)


So enable New Bar at Session Start.

I also found that occasionally (not often but still happens) POC and VAH/L may be placed beyond the boundaries (i.e. High or Low) entire candlestick body, which cannot be physically true.
We do not see how this is technically possible. Make sure the Scale Settings are set correctly:
Chart Scale and Scale Adjusting: Maintaining Same Scale for Multiple Graphs in Chart Region (Maintaining Same Scale for Multiple Graphs in Chart Region)
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: 2022-01-17 04:22:53
[2022-01-18 02:28:46]
User695264 - Posts: 19
1. The "New Bar at Session Start" option is enabled (the box is "checked" at the Main Settings tab of the Chart Settings menu/window), so it may be not the cause in my case. This issue continues right now, as I am writing this message. I have multiple screenshots.
2. I do understand your position, but I have a screenshot of this occurrence. I also checked, and the scale for both the Main Region and the Volume Value Area Lines are set to Automatic.

Can I send a PPT file with screenshots? If so, how do you prefer me doing so? Thank you for your support!
[2022-01-18 04:03:12]
Sierra Chart Engineering - Posts: 104368
Do you notice a change when you select Chart >>Recalculate or when you select Chart >> Reload and Recalculate or when?

We cannot reproduce any problem like this with Volume Value Area Lines. And it would be highly unexpected. There is something unusual going on in your case that we do not understand.
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: 2022-01-18 04:03:25
[2022-01-18 15:37:17]
User695264 - Posts: 19
Good morning,
Actually, I reloaded the chart by simply going to Chart Settings and clicking OK. But since you mentioned, I just used both methods (Chart=>Recalculate and Chart=>Reload & Recalculate) you mentioned above, and both produced change in the chart by re-defining the Value Area Lines. I would like to clarify that the original (before reloading) chart displays all Value Area components set at the same price levels (basically - one line instead of an area), which is most likely incorrect (as the volume is surely distributed throughout a bar, which was the cause for my suspicion), but reloading/recalculating corrects the original mistake (I hope it calculates correctly) and places the POC, VAH, and VAL at different price levels, thereby creating the Value Area.
Also, if this is of help, I do not see this problem, if I use time-based chart (let say 1-min or 20-sec chart - they are correct (I hope) in the first place and do not change their appearance after re-loading. Would you guys consider an online session / screen sharing if no other means help? Many thanks!
[2022-01-19 04:56:39]
Sierra Chart Engineering - Posts: 104368
When you perform a Chart Replay, during this replay, do you then notice this issue when you select Chart >> Recalculate?

Replay instructions:
Replaying Charts

We are just trying to determine how to reproduce.
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
[2022-01-19 13:22:15]
User695264 - Posts: 19
I just replayed the chart (ESH22, 100 volume bar), and the issue (exhibiting POC, VAH, and VAL at the same price level) exists there too, I also able to correct by Pausing and clicking Recalculate button on my Control Bar.
Also, for your consideration, I wanted to exclude my computer as the cause, so I ran same setup on my laptop and saw the same situation. Also, I have excluded the router, as I ran my laptop while being in CA, and my trading desktop is in MI. Moreover, this failure to exhibit the data correctly, and the need for its correction as a separate step, is very stable - I have it for weeks. So I conclude that the root cause lies within your system and its design OR at the interaction of your system and the CME data.
I do understand that the problem is difficult to reproduce, but I need its resolution to move any forward. I suggest having screen sharing session, so you would be able to see what happens on my end. You will also be able to see any of the setup variable that may be a contributing factor. If this happens to me, it can happen to other users. Thanks for your support!
Date Time Of Last Edit: 2022-01-22 18:02:28
[2022-01-24 14:03:17]
Sierra Chart Engineering - Posts: 104368
We need you to provide that chart by following these instructions:
Support Board Posting Information: Providing Chartbook with Only a Single Chart

We need to know the exact date-time range and time zone where this occurs and we will have a look.

We do not know how soon we can look at this. So it may be a while. Maybe even more than a month. For now use fixed timeframe chart bars.

We really are very very surprised at this kind of issue. This study works perfectly. Never heard about an issue and we cannot reproduce either.
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
[2022-02-13 23:39:24]
User695264 - Posts: 19
Team,
Per your request,
1. I am about to upload a chartbook with a single chart. Per instructions, I have removed all the indicators but Value Area Lines. The data was taken today (02/13/2022) at the beginning of the Globew session for ESH22 market. The volume-based chart was set at 500 per bar (number does not matter, as the same fault exists at any setup; I tried 300, 1000, 3000, 10000 per bar).
2. I live in Michigan, so EST applies to my case. That said, this phenomenon has been observed by since December of 2021. Different computers / installations did not solve the problem.
3. As a thought, you may not be able to repeat the problem, as you need to observe it for real-time only, as any other "later" attempt to look at the case will reload the data, and teh problem disappear, which may happen if to look at the attached chat would require to upload "historic" data
4. I have powerpoint file that contains multiple "before" and "after reloading" - same charts, same bars, but corrected data. Let me know if you want me to submit the file.
5 I also tried to see if the problem would disappear, if I exhibit the bar volume through volume profile - the problem persist.
6. My guess is that somehow the Value Area Lines algo stops updating calculations under certain conditions... In the attached file, out of 15 bars at the session beginning (at 6 PM EST), 7 bars have the mistaken data, close to 50 %.
7. The file has been uploaded - let me kow if you do not see it.

Many thanks for your support!
attachmentSierra_4_Analysis.Cht - Attached On 2022-02-13 23:32:44 UTC - Size: 3.32 KB - 339 views
[2022-02-23 18:40:47]
Sierra Chart Engineering - Posts: 104368
We will get to this as soon as possible.
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
[2022-05-31 22:13:44]
Sierra_Chart Engineering - Posts: 18835
The Time Period Type and Time Period Length are set to 1 Second. These settings can only work on chart bars that are exactly 1 second in time length. And we do not know what purpose using 1 Second would serve.

Normally you would use 1 Day with this study. Not one second.


Also, you cannot use variable timeframe bars at all. This is not going to work properly. And is the reason for the issue. We have updated the documentation to explain this:
Volume 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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2022-06-01 04:31:31
[2022-06-03 18:56:43]
User695264 - Posts: 19
Thank you!
[2022-10-10 16:17:46]
User911458 - Posts: 7
Team,
Per your request,
1. I am about to upload a chartbook with a single chart. Per instructions, I have removed all the indicators but Value Area Lines. The data was taken today (02/13/2022) at the beginning of the Globew session for ESH22 market. The volume-based chart was set at 500 per bar (number does not matter, as the same fault exists at any setup; I tried 300, 1000, 3000, 10000 per bar).
2. I live in Michigan, so EST applies to my case. That said, this phenomenon has been observed by since December of 2021. Different computers / installations did not solve the problem.
3. I usually don't prefer to do homework, that's why I use https://edusson.com/do-my-powerpoint-presentation to write a Powerpoint presentation, for me this sounds very hard, presentations are something practically impossible, besides this fact I already several times used this service and had no problems, besides this it is quite cheap and does everything on time.
4. I have powerpoint file that contains multiple "before" and "after reloading" - same charts, same bars, but corrected data. Let me know if you want me to submit the file.
5 I also tried to see if the problem would disappear, if I exhibit the bar volume through volume profile - the problem persist.
6. My guess is that somehow the Value Area Lines algo stops updating calculations under certain conditions... In the attached file, out of 15 bars at the session beginning (at 6 PM EST), 7 bars have the mistaken data, close to 50 %.
7. The file has been uploaded - let me kow if you do not see it.

Many thanks for your support!

Can you still send me the PowerPoint document with the necessary data?
Date Time Of Last Edit: 2022-10-15 16:25:02

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