Support Board
Date/Time: Wed, 27 Nov 2024 23:41:01 +0000
Market Depth Historical Graph With Instances of anomalous Resting Orders
View Count: 339
| [2023-06-21 11:40:34] |
| User618643 - Posts: 3 |
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Hi, I came across a situation yesterday on ES at approximately 1:30pm where very anomalous resting orders were placed in the market at the 4442.75 level resulting in the rest of the chart becoming a "black hole" with no colour gradients due to such a large discrepancy, in the 3000 lot range compared to a typical several hundred or less. In the documentation I came across the setting "Value Type for Highest Quantity for Colouring" and Highest Quantity for Coloring" Settings but cannot seem to make it work correctly to affect change that works appropriately beyond this specific area in the chart. I've uploaded two screenshots of the current settings and was hoping you could help which I believe are pretty standard. Thank you |
 settings.png / V - Attached On 2023-06-21 11:39:27 UTC - Size: 35.52 KB - 86 views settings2.png / V - Attached On 2023-06-21 11:39:30 UTC - Size: 29.11 KB - 86 views |
| [2023-06-21 12:52:57] |
| Sierra_Chart Engineering - Posts: 17198 |
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Your Sierra Chart account which you have logged into this Support Board with is expired. So we know what Sierra Chart account you are using, go to Help >> Support Board from within the Sierra Chart desktop program and then post in this thread telling us this is done.
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 13:27:59] |
| User179090 - Posts: 5 |
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Sorry, I guess I was logged in via my old account from years ago. Im evaluating SC's "heatmap" capabilities and looking to resubscribe since execution and analysis would be in one suite.
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| [2023-06-21 13:51:30] |
| Sierra_Chart Engineering - Posts: 17198 |
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Try setting this to a much smaller number like 20: Highest Quantity for Coloring And see if it makes a 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 |
| [2023-06-21 14:11:32] |
| User179090 - Posts: 5 |
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hmmm, seems like setting it to something so low jsut leaves the chart unusuable. Everything is Max 3 colored then. If I set it to 500 on ES its more usable as a standard setting but as soon as those outlier prints come it becomes rather useless by contrast. I attached what the chart looks like right before the 3000 lot limit area and right after using 500 as max size. Upon thinking about it, is there a way to set the indicator to use the typical settings but then have anything over the average (or median maybe since a "black swan" lot heavily screws it) just be colored the same Max 3 color? By the description it would seem that the input setting previously mention is the one to manipulate but it doesnt seem to give the desired outcome. Thank you |
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| [2023-06-21 14:15:16] |
| Sierra_Chart Engineering - Posts: 17198 |
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No: Upon thinking about it, is there a way to set the indicator to use the typical settings but then have anything over the average (or median maybe since a "black swan" lot heavily screws it) just be colored the same Max 3 color?
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 16:43:37] |
| User179090 - Posts: 5 |
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ok, is there any way to have the chart retain its typical colored view (I guess via the typical settings) when these outliers happen? It seems that when these large limit orders get placed it then rendered the entire rest of the chart blank. Im just looking for possible solutions to this as this seems to occur somewhat frequently in ES
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| [2023-06-21 17:23:00] |
| User179090 - Posts: 5 |
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One other question as well. Is it possible to set visible bars to only what is actually visible on the screen (both horizontal and vertical restriction) as opposed to the entire vertical orderbook limited by the horizontal axis (time) or is the only way to accomplish this via the "maximum levels to display". Thank you
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| [2023-06-21 18:29:56] |
| Sierra_Chart Engineering - Posts: 17198 |
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ok, is there any way to have the chart retain its typical colored view (I guess via the typical settings) when these outliers happen? Yes this is the Input setting that you need to use:Highest Quantity for Coloring We do not understand post #8. 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: 2023-06-21 18:30:22
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| [2023-06-22 13:21:15] |
| User179090 - Posts: 5 |
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Regarding #8, the description of using the Visible Bars option for calculating the color range is to use the entire vertical orderbook min and max instead of only what is actually visible on the chart. In contrast, I believe Bookmap calculates its color gradient using literally only what is visible in the chart window. If you "zoom out" vertically itll recalculate based on the extra information above and below the current price level. It looks liek SC always takes all available price levels into account. THanks
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