Support Board
Date/Time: Tue, 26 Nov 2024 00:51:55 +0000
merge market-profiles leaving out profiles in the middle.
View Count: 647
| [2023-08-27 16:51:30] |
| User408639 - Posts: 69 |
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Moin Moin. As merging market-profiles is, as far as I understand it, driven by accumulating asymptotically negligible price-distributions in the Lindeberg-Feller-Theorem´s sense ("https://encyclopediaofmath.org/wiki/Central_limit_theorem"), it seems sensible.: 1. for the attached screenshot regarding the days encased within the yellow box. ___a. to be able to merge the purple ones into a "pretty normal" distribution, ___b. whilst leaving out then green one, which does violate the asymptotical neglibility. 2. Right now I seem to be able to merge only the ones within the contiguous yellow time-area. If You are trying to see, where value has been building in the nv@g7fx.com ´s sense (, who is, by the way a big fan of SierraChart), then it seems to be sensible to see, where value has been built, after an imbalance failed to establish a new value-zone. So, my question is, whether this is possible. Cheers, Michael. Date Time Of Last Edit: 2023-08-27 17:04:43
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 merge market-profiles leaving out profiles in the middle... .png / V - Attached On 2023-08-27 16:44:51 UTC - Size: 267.79 KB - 108 views |
| [2023-08-27 18:50:11] |
| Sierra_Chart Engineering - Posts: 17178 |
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You are able to exclude specific days from a chart which should then accomplish what you want. Refer to this Chart Setting: Chart Settings: Set Dates To Exclude (Button) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) 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 |
| [2023-09-02 12:25:42] |
| User408639 - Posts: 69 |
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Moin Moin. First of all.: thank You for the astonishingly simple solution. By the way, is there a suggestion-list, as in the good old TFS/DevOps (where You can weight the suggestions by impacts on other topics and like-points). If so, then for somewhen in the future, I am placing the following suggestion: * and if there is info/a template, I would love to programm it myself.: _____ Now for the suggestion.: How about, instead of excluding those days from the chart, to move them to a different Riemann-surface (a parallel-universe--layer, after a fashion). The central question is, whether there are 3d-drawing capabilities in SC. _Tschüß, __Michael. |
| [2023-09-17 17:28:32] |
| User408639 - Posts: 69 |
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Moin Moin. HAving tried the exclusion, I found, that it necessitates to create a new chart for every exclusion, if I want to acurately calculate the mean and standard-deviation (µ and σ). So, if I want to create a market-hypothesis, taking into account approximately normal-distributed bulks, whose value has been built over several days with gaps in between, then I need to merge non-consecutive profiles. I did attach screenshots showing, the two Composite Value Areas, comprising non-consecutive days. If it is possible to programm such a study by myself, I am more than happy to do it, if You can point me to the right instructions. _Cheers, __Michael. Date Time Of Last Edit: 2023-09-17 17:29:22
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| new µ-σ-Caclulations TPO.png / V - Attached On 2023-09-17 17:28:18 UTC - Size: 58.35 KB - 93 views new µ-σ-Caclulations VWAP.png / V - Attached On 2023-09-17 17:28:24 UTC - Size: 75.76 KB - 92 views |
| [2023-09-18 15:58:10] |
| John - SC Support - Posts: 36286 |
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The information for creating a custom study starts at the following link: Advanced Custom Study Interface and Language (ACSIL): Introduction For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-09-24 18:30:40] |
| User408639 - Posts: 69 |
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P.S.: Is it possible to directly amend the functionality of a study. My idea is to add the ability to merge non-adjacent profiles, without reprogramming You complex TPO-Tool. Can this done by inheriting it, and modifying the Merge-structure, e.g., by using Your approach.: 1. to exclude certain time-ranges as mentioned within Your "[2023-08-27 18:50:11]"-post. 2. automatically shift the excluded ones to a different, but linked(!) TPO-chart. 3. Display the overlay of the here-by created TPO-charts. Cheers, Michael. P.S.: This will wildly affect the asymptotical negligibility within the Lindeberg-Feller conditions, i.e., the means/PoCs/std-deviations. Date Time Of Last Edit: 2023-09-24 18:32:52
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| [2023-09-25 16:40:02] |
| John - SC Support - Posts: 36286 |
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What you are suggesting will not work, as you can not overlay a TPO chart to another chart. Your only option is to create a custom study and see if you can accomplish what you want through there. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-10-02 15:46:46] |
| User408639 - Posts: 69 |
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P.S.: Is it possible to create a custom-study by using the existing source-code of the TPO-Tool.
Date Time Of Last Edit: 2023-10-02 15:46:55
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| [2023-10-02 17:40:18] |
| John - SC Support - Posts: 36286 |
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The source code for the TPO is not available. Refer to the following: How to Build an Advanced Custom Study from Source Code: Source Code for Some Built in Studies Not Available For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-10-08 17:37:52] |
| User408639 - Posts: 69 |
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Moin Moin. Regarding Your answer #7, I wanted to ask, whether the following was feasible.: 1. Inherit/Extend the TPO-study. 2. override the virtual plot-funtions to.: a. show the Blocks/Letters at a specific (negative) time-delay. b. show them in a grayed out manner. c. allot their "TPO-mass" to a previous TPO-Block. This way, one could be seing, where the "TPO-mass" came from, and amend the statistics of "continued" precedessors. _Tschüß, __Michael. |
| [2023-11-16 08:28:09] |
| User408639 - Posts: 69 |
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P.S.: Just a crazy idea.: Is it possible to connect Your TPO-Study to a self programmed virtual-data-feed, which does just shift around the time-slices, in order to allow to aggregate otherwise disjunct TPO-profiles. |
| [2024-01-21 14:12:22] |
| User408639 - Posts: 69 |
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Moin Moin. TL;DR.: Allowing to merge blocks that are separated by a split out group of blocks does add an extra-edge for traders. Idea.: As I have been redoing Neerav Vadera's Trading-course, I realized, that.: 1. switching off the "Letters/Blocks in own column"-option does already aggregatate blocks, that are separated by "outlier"-blocks (this can be seen in "intermittent outlier.scrunched up.png" and "intermittent outlier.own columns.png" ). 2. we usually have many situations, where.: a. gaps are being filled days later, but as split out blocks in the middle hinder the aggregation we do not obtain the Value area Low/PoC/High for these b. using the "Letters/Blocks in own column"-option does this whithin a merged period , iff there are not many blocks in between worth splitting out. It all comes down to "https://en.wikipedia.org/wiki/Lindeberg%27s_condition".: Those blocks nicely adding up to a Gaussian shape do "submerge in the mass of blocks" (which is the meaning of Lindeberg's ondition justifying the usage of value-areas←"https://en.wikipedia.org/wiki/Central_limit_theorem"). Proposition.: If You have samples showing me, how to implement something like this, I am willing to implement it. For this there amy be different approaches.: 1. transform the effective feed, that the TPO-Study is using. 2. Create a new study with the capability to merge non-consecutive TPO-profiles, if I can use the very elaborate TPO-study functionality. Maybe this is possible by creating a study, base dupon the data of the TPO-Study.: So a Study². _Tschüß, __Michael. Date Time Of Last Edit: 2024-01-21 15:12:50
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| intermittent outlier.own columns.png / V - Attached On 2024-01-21 14:11:54 UTC - Size: 10.99 KB - 59 views intermittent outlier.scrunched up.png / V - Attached On 2024-01-21 14:12:04 UTC - Size: 8.1 KB - 46 views |
| [2024-01-21 15:09:01] |
| User408639 - Posts: 69 |
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P.S.: There is an even better example of the filling-up outlier-scenario for ESz23 at 2023-11-01T11:30EST. Ok the splitting occurred at the 30-minute-resolution-level, but still we see fillups at larger levels. Plus, the folloowing effect would be the same if we were handling 60 days instead of 2 with 30-minute-periods instead of 1 minute-periods. 1. within the lower image (30 minute-periods) we see balance spread out over two types of splits.: a. the first two yellow markers show a fillup over two days, that might have been avoided by just merging the days (no other blanced block of orders inbetween). b. The third yellow marker does show a fill up of the first two yellow zones, after(!) we had a balanced region (the three red markers) at a lower price inbetween. 2. within the upper image (1 minute-periods) we see that even within the former 30 minute-periods we can have other blanced block of orders inbetween.: a. the third (30 minute-periods) red marker within does comprise actually two red markes (1 minute-periods), b. that are being split up by an intermittent im-balanced region at lower price (orange marker). Date Time Of Last Edit: 2024-01-21 15:09:45
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| intermittent outlier.even better example of filling up a gap.png / V - Attached On 2024-01-21 15:08:53 UTC - Size: 93.88 KB - 43 views |
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