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Date/Time: Mon, 25 Nov 2024 17:52:19 +0000

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Wrong data for cumulative delta on last bar when using Study/Price Overlay

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[2024-02-17 10:18:50] #1 [Go To First Post]
MarkusK - Posts: 99
I am using a "Cumulative Delta Bars - Volume" study on a 5 minute chart (for ES). The intraday session time for this chart is 18:00:00 - 16:59:59 (no evening session used). I copied this cumulative delta bars study to another chart by using the "Study/Price Overlay". This second chart is also a 5 minute chart for ES, but has a different intraday session time 09:30:00 - 16:14:59 (also no evening session used). Everything works fine, except for the very last bar in the CD study which is not displayed correctly. Please see the attached screenshot for an example: The first chart (18:00:00 - 16:59:59) with the Cumulative Delta Bars - Volume study is displayed on the left. The second chart (09:30:00 - 16:14:59) where I use the Study/Price Overlay to include the cumulative delta study from the first chart is on the right. The left chart shows the correct cumulative delta value for the bar at 16:10:00 (~8.118). However, the right chart shows a CD near 0 for the very same bar at 16:10:00. All other bars are identical except for the very last bar. I doubled checked all my settings but have no idea what causes this issue. Any help would greatly be appreciated.


Wrong CD.png / V - Attached On 2024-02-17 10:16:34 UTC - Size: 43.01 KB - 52 views Settings.png / V - Attached On 2024-02-17 10:16:39 UTC - Size: 46.56 KB - 45 views

[2024-02-17 16:47:24] #2 [Go To First Post]
User43 - Posts: 101
looks to me like the right chart is restarting its count at 16:10. The CD study restarts its count at session start, looks like there is some thing wrong in the study causing the reset to happen on the last bar of the prior session instead of the first bar of the new session. Something for the SC engineers to fix.

[2024-02-19 15:28:45] #3 [Go To First Post]
John - SC Support - Posts: 36255
Change the Input for "Bar Time Matching Method" to "Containing Match". Refer to the following: Study/Price Overlay Study: Bar Time Matching Method For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-02-19 15:54:58] #4 [Go To First Post]
MarkusK - Posts: 99
Thanks for the suggestion. But I already tried that and it didn't change anything. The bars look exactly identical on both settings, i.e. the very last bar of the previous session is still displayed with a wrong cumulative delta value.

[2024-02-19 17:38:38] #5 [Go To First Post]
John - SC Support - Posts: 36255
Please get us your charts so we can take a look. Follow these instructions, but give us the 2 charts in the chartbook (not just one): Support Board Posting Information: Providing Chartbook with Only a Single Chart For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-02-20 06:02:02] #6 [Go To First Post]
MarkusK - Posts: 99
Thanks a lot for taking a look at it! Please find the requested Chartbook attached to this message. I removed everything that was not necessary, i.e. the Chartbook now includes only the two charts with their respective Cumulative Delta studies.


Private File

[2024-02-20 16:16:51] #7 [Go To First Post]
John - SC Support - Posts: 36255
Change the Input for "Data Copy Mode" to "Use Earliest Value from Corresponding Timeframe in Source Chart". And also make sure the Input for "Bar Time Matching Method" is set to "Containing Match". 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: 2024-02-20 16:30:57

[2024-02-20 17:25:33] #8 [Go To First Post]
MarkusK - Posts: 99
That works perfectly, thank you very much John!

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