Support Board
Date/Time: Sun, 24 Nov 2024 02:48:09 +0000
Cumulative Delta Bars- Volume - Perform Rolling Calculation seems to repaint previous bars
View Count: 711
| [2023-10-09 05:47:35] |
| User370531 - Posts: 55 |
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In the Cumulative Delta Bars- Volume study, if I set the "Perform Rolling Calculation" to "yes", and the length to say 10, it seems to me that it is repainting the past 10 bars as new data comes in. I'm not able to find any documentation about the "Perform Rolling Calculation" input so I'm not sure I understand how it's working and what the purpose of it is (makes backtesting meaningless)
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| [2023-10-10 00:41:14] |
| Sierra_Chart Engineering - Posts: 17154 |
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There was an issue with this study with that particular input and it has been resolved. It may relate to the problem you are having. We will put out a new release with the updated study in about two hours.
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: 2023-10-10 00:41:25
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| [2023-10-10 05:43:02] |
| User370531 - Posts: 55 |
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Thank you, I've downloaded the update and see that it looks different now, but it's still repainting bars older than 10. Is this the expected behavior? I'm not able to see any documentation around how this is supposed to work so hard to understand what it's doing. Specifically, my concern is that in its current format it makes backtesting impossible, because any bars older than 10 are not the actual results that would have been calculated in realtime.
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| [2023-10-11 08:33:15] |
| Sierra_Chart Engineering - Posts: 17154 |
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This rolling feature for Cumulative Delta Bars was never implemented properly. We are going to make a change which should resolve this.
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: 2023-10-11 08:33:25
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| [2023-10-11 09:06:27] |
| Sierra_Chart Engineering - Posts: 17154 |
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Update to the latest prerelease to resolve this. Instructions: Software Download: Fast Update 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 |
| [2024-06-24 17:37:31] |
| User566250 - Posts: 37 |
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Hello. I am checking to see if there is any documentation for the Cumulative Delta Bars study that talks about the "perform rolling calculation" and Rolling Calculation Length. I am not sure what these are supposed to do and if I need them or not. I can see that turning them on and changing the length has a huge effect on the study and makes me wonder what I am getting without them. I am trying to get cumulative delta Bars to spot divergences in price movement vs delta changes over time. Please advise or point me to the documentation for these specific settings. I appreciate it. |
| [2024-06-24 19:12:35] |
| John - SC Support - Posts: 36238 |
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We will update the documentation as soon as we can. But the Rolling calculation and the Length set the amount of time over which the Cumulative Delta Bars are calculated. So rather than being calculated since the start of the Day or Session Times (depending on your settings) the calculation will calculate over the number of bars specified by the Length. For example, if the Length is 10, then the current bar will reflect the Cumulative Delta for the last 10 bars. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-06-28 16:14:34] |
| User566250 - Posts: 37 |
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Thank you for getting back to me so quickly. It seems that to get a good "heatmap" (my goal is to replicate what I see with Bookmap) for a stock symbol, I need to keep adjusting the Max and Min Depth Values and the Percent Color Threshold parameters. Otherwise, I end up with charts that either have intense max colors covering the price line or nearly blank charts with minimal depth data displayed. This method works well for a specific stock ticker with appropriate settings, but it doesn't seem like there's a universal setting that works across all stock tickers. For futures, I trade fewer than three types of contracts, each with their own setups. However, I monitor at least 20-40 different stock tickers, making it impractical to set up different charts for each one. Please let me know if there are common settings that I could use for stocks, or if the current extent of customization is the best that can be done with the available settings. Thank you. |
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