Support Board
Date/Time: Fri, 29 Nov 2024 05:36:31 +0000
merged TPO showing major differences compared to another platform (epx)
View Count: 322
| [2023-02-27 22:35:11] |
| whats1thingnow - Posts: 407 |
|
hi support, hope this finds you well. i actively follow a well-known and respected trader named FT71 and in his membership forum, there is a section dedicated to using sierra charts. there is a big question regarding merged TPO profiles that we are not able to resolve and hope to get your help this has happened on multiple occassions before, but the most recent merged profile in question is the 3 days of Feb 21st, 22nd, 23rd of 2023. if you look at the attached image, merging the TPOs on FT71's platform (epx is left of image) when compared to sierra (right of image), we see a big difference: a big kurtosis on epx, but on sierra the shape is NO WHERE near the same the data we are using is the exact same, as you can see by look at the top of the image where the unmerged profiles have the exact same shapes - the only difference i can see is the TPO point of control of the 1st unmerged day (but that's just a difference in TPO point of control calculation between the two platforms which is outlined here: Time Price Opportunity (TPO) Profile Charts: TPO Point of Control) so... how can the two merged profile shapes be so different since we are using the same dates, same timeframe data (ES futures, daily chart, rth only from 9:30:00 EST to 15:59:59 without evening session) thank you very much for any insights and advice! (i can also post @FT71's youtube video link of where he talks about the merged TPO profiles on the epx platform - but didn't do it yet because wasn't sure if that's against the forum rules) |
 20230227_TPO_unmerged_on_top_merged_on_bottom.png / V - Attached On 2023-02-27 22:31:19 UTC - Size: 173.69 KB - 97 views |
| [2023-02-28 15:54:54] |
| John - SC Support - Posts: 36350 |
|
We can not speak to differences in programs. There are all kinds of things that can come up between systems that does not make one right another wrong. We do, however, stand behind our algorithms, and if there is something wrong we will fix it. But, in this case, we do not think there is anything improper occurring. In particular, we have taken two screenshots of the same time frame you have specified for the merge. One with the bar spacing smaller and one of with the bar spacing larger. We have put a red rectangle around the particular TPO that has been merged. You will see that the smaller bar spacing looks like the Sierra Chart image you provided, but the larger bar spacing looks similar to the EPX system. So this looks like nothing more than a scaling issue to us. Small Bar Spacing: https://www.sierrachart.com/image.php?Image=1677599288215.png Large Bar Spacing: https://www.sierrachart.com/image.php?Image=167759932260.png Another test you could run would be to create a TPO that is composed of the 3 days without merging and see that it matches up with the merged profile. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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