Support Board
Date/Time: Sun, 24 Nov 2024 13:23:41 +0000
[User Discussion] - Filtered Recent Bid/Ask in window DOM
View Count: 288
[2024-05-29 07:58:48] |
AndreyPoroshin - Posts: 104 |
In real trading mode, the DOM is not filtered, although the value is set in the chart settings Volume Exclude <=5, or any other value. At the same time, the platform does an excellent job of filtering the Recent Bid/Ask volume in ReplayChart mode. I understand that this filtering concerns the volume that has already entered the market at a time, and not the estimated volume, like Depth Of Market, so I do not see any software obstacles to implementing this functionality in the Chart DOM window and also the Trade DOM window. But if Trade DOM can’t do this, then it’s not a problem, Chart DOM is enough. I would like to note that Recent Bid/Ask in the Chart DOM is something like duplicating data from Time and Sales and the question is, why is this not implemented? This is not a closed function due to a conflict of interests between the exchange and the trader, although one might suspect this. I really ask you to implement Recent Bid/Ask filtering in the Chart DOM in the future, since the lack of such a feature is simply annoying when you find your strategy on reverse testing using filtering, and then you start trading and see that there is no filtering in the real Chart DOM . The functionality will be appreciated by serious market players, because they have little benefit from the visibility of a chart filtered by volume; it is a useless visualization. Thank you for your concern for us and your great work! |
Dom filtered.png / V - Attached On 2024-05-29 07:58:26 UTC - Size: 117.5 KB - 55 views |
[2024-05-29 21:48:47] |
Sierra_Chart Engineering - Posts: 17156 |
Those particular filter settings: Chart Settings: Volume Filter (Chart >> Chart Settings >> Data Limiting >> Volume Filter Settings menu) Do not affect any of the market data columns. We suppose they could affect some columns during a chart replay but there is a reason for that. But with real-time or delayed data there is no effect at all on the market data columns on the right side of the chart. Regarding the request to implement this functionality, that is not easy to do and would have to be global and could not be chart specific. It is not something that we would likely add. 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: 2024-05-29 21:49:08
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[2024-05-31 04:13:24] |
AndreyPoroshin - Posts: 104 |
There is no logic in having filtering functionality. Obviously. If the user must install a volume filter, then he wants to see it visually, especially in real time, just like in backtesting mode. Your logic is the opposite! If the programmer has added DOM to the chart window, then the data must be filtered both on the chart and in all the tools that are present in the window, like DOM or anything else. I suspect that in this particular case it is a logical error in the principle of creating the tool, and not the complexity of writing the code for it. I’ve been using the application for several years now and I never cease to be amazed: the same problems with the DOM remain and no one plans to fix them, and functionality is being added that is not interesting. Unfortunately so Date Time Of Last Edit: 2024-05-31 04:25:18
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