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Date/Time: Wed, 27 Nov 2024 23:48:11 +0000



Replay data different than Denali feed

View Count: 283

[2023-06-20 21:45:43]
PhiX - Posts: 36
I have a custom indicator that plots a bubble on a candle (ES) to indicate a "sweep order".
The setting is to display sweep orders of >100.
When I replay using Accurate Trading System Back Test it works properly...displaying all sweep orders >100.
With the real time Denali feed it only displays sweep orders over 500 which makes no sense to me.
I let it run today with the Denali feed and there were zero sweep orders. When replayed there were about a dozen.
I have checked all my data and market depth settings and can't figure out why this is happening.
The chart is just a basic chart with no other indicators installed.
It doesn't matter what time frame or tick or volume chart is used.
Any help is appreciated.
Date Time Of Last Edit: 2023-06-20 22:13:25
[2023-06-21 01:58:48]
Sierra_Chart Engineering - Posts: 17198
The only thing we can say to check is set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this:
Tick by Tick Data Configuration

Otherwise, we cannot possibly know what the reason is in your particular case. This is not within the scope of our support if it involves a custom study.
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
[2023-06-21 10:33:14]
PhiX - Posts: 36
It has always been set for 1 tick.
Can you confirm there is absolutely zero difference in the live Denali feed vs. the data when replayed?
[2023-06-21 14:12:19]
Sierra_Chart Engineering - Posts: 17198
Yes zero difference.
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

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