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Direct MessagesDate/Time: Sun, 08 Sep 2024 00:00:14 +0000
Summation Periodic not counting zeroes properly
View Count: 141
| [2024-07-25 22:14:58] |
| joshtrader - Posts: 484 |
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In the attached screenshot, I am showing a 1 second ES chart which is set to draw a bar even if no trades occurred for that period. The second region is the Summation - Periodic study with a length of 15 and input set to Volume. In the third region I included Volume and used the calculator tool to show a 20 second period with zero volume. However, as you can see for that window of 20 seconds with zero volume, the Summation study shows a minimum value of 9. It seems that the study is only updated when there is a bar with a trade. Is this expected? Ideally, the last 5 values of Summation for that 20 second window would be zero. |
 SC_Summation.png / V - Attached On 2024-07-25 22:14:46 UTC - Size: 89.84 KB - 30 views |
| [2024-07-26 16:26:47] |
| John - SC Support - Posts: 34254 |
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The reason for what you are seeing is that the "Summation - Periodic" study is not set to draw zero values. As such, the line you see over the period of no volume is just the connecting line between the points where there were non-zero values to the study. You could deal with this by changing the subgraph draw style for the Summation - Periodic study to be "Line Skip Zeros", which will then not draw the connecting line, so you would see nothing at the point at which the value is zero. Refer to the following: Chart Studies: Line - Skip Zeros (ACSIL: DRAWSTYLE_LINE_SKIP_ZEROS) We have also updated the study to add the Input for "Draw Zeros". So if you set this option to "Yes", then the line (when the subgraph is set to "Line") will be drawn and show the zero values. This update will be in the next Pre-Release (v 2662). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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