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Log of Changes and Improvements to Sierra Chart
This list contains major items of development, and changes and additions which users need to be informed about.
This is not a comprehensive changes and additions log. And it should never be relied upon for such. It only represents a very small percentage of the actual development being performed every day. The vast majority of development is not documented here. Or receives, one small comment after it is all complete. There are not version notes for each version. The main Sierra Chart documentation is updated as needed relating to the changes and additions.
The maintenance of this page has mostly been abandoned by Sierra Chart development for many years due to the difficulty of maintaining it and because users can be incorrectly misled by or misinterpret notes that are made here. This does not change, the development of Sierra Chart which is very active every day and new releases are made nearly weekly or several times a week. The Sierra Chart project is still very active, with extensive development and it remains a very high quality software in the world. The engineering is at the very top of the world.
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1392 Release Date: 2016-04-02
- Resolved some issues relating to File >> New Instance.
- Corrected a problem with the calculation of Maximum Open Position Profit/Loss for the currently open Trade Position after the position quantity has changed from the initial value.
- Changed the JSON field names in the DTC Protocol client and server to support and use double quotation marks around them.
- Solved problem with downloading of historical Intraday data for EUREX contracts when using Rithmic.
- Performance improvements with the Trade >> Trade Activity Log.
- Solved a problem with existing Continuous Futures Contract charts from existing Chartbooks not working in new instances of Sierra Chart when the Service is DTC - Sub Instance.
- This version now supports downloading Historical Intraday data that is current to the real-time for ICE exchange symbols when using a supported trading service. This is a necessary update to receive real-time historical Intraday data for ICE symbols when authorized for that exchange in your trading account. This does not apply to the Sierra Chart Exchange Data Feed.
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1389 Release Date: 2016-03-29
- Various improvements to the File >> New Instance functionality. There is now a setting to automatically start new instances on start up in Global Settings >> General Settings. This is a comma separated list of instance numbers.
- Small low-level changes related to the management of Attached Orders when using the DTC Server.
- New Chart >> Chart Settings >> Chart Drawings option has been added: Show Hidden Drawings.
- The Spreadsheet >> Quote Spreadsheet setting now applies to individual Sheets rather than entire Sheet Collections.
- Numbers Bars study now allows Open and Close Marker Style to be set to Candlestick Body Filled or Candlestick Body Outline.
- New study: Bar Delta Below Bar displays the current bar delta value below each bar.
- Numbers Bars Calculated Values study Finish calculations have been updated.
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1386 Release Date: 2016-03-26
- Various low-level trading related work relating to the DTC Server.
- Corrected a significant stability problem which is caused by the DTC Historical Data Server which is used by the File >> New Instance command. It is critical to update to this release when using the DTCHistorical Data Server or New Instance.
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1385 Release Date: 2016-03-21
- File >> New Instance has been added to start new instances of Sierra Chart.
- Improvements to Constant Range Scaling. Some settings specific to the use of the Constant Range scale type have been merged into a new drop-down in the Scale window. The old settings that this replaced includes the Auto-Centering check box, the Constant Range Scale With Auto-Center: Use Last Price Only check box, and the Constant Range Scale: Keep Last Bar In View check box.
A new constant range scale mode named Re-Center When The Last Bar Exceeds A Certain Number Of Ticks From The Center is available. The Scale window has been updated to include an input to specify the number of ticks to use for this mode. - Spreadsheets now have a TRUE/FALSE number format available.
- VWAP Rolling study has new period type option "Days - 24 Hour Period" allowing bar-by-bar type of day rolling.
- New Data/Trade Services to support the new connection model for FXCM and LMAX.
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1382 Release Date: 2016-03-16
- Improvements to DTC Server. This includes the modification of server side bracket orders. The server (when Sierra Chart is used as a server) modifies the attached bracket orders to maintain the original offset they have to the parent order, on a parent fill.
- Added support for LMAX Stop-Limit orders and resolved a problem relating to the modification of a Stop-Limit order for services that do not support Stop order modification.
- Corrected a problem with TPO Profile Charts arising from a recent release where Letter/Blocks will be slightly misaligned when using a Letter/Block Price Increment in Ticks Input setting greater than 1.
- Additional functionality added to the Relative Volume study. Added the Volume Average Type Input which has the options Average Volume and Median Volume. These control how the average volumes are calculated. Added new Study Subgraphs: Average Volume and Average Cumulative Volume, allowing access to the actual average values instead of the Relative Volume percentages.
- Corrected a problem with the setting of the ACSIL variable sc.IsFullRecalculation arising in a recent release.
- Corrected a problem from a recent release where some pricing data could potentially be skipped when filling simulated orders originating from Charts/Trade DOMs and modifying trailing stop orders originating from Charts/Trade DOMs. This did not affect back tests.
- Corrected a problem with the cancellation of Attached Orders when there are linked orders. This arose in a recent release. In some cases some Attached Orders would not be canceled when they should be.
- Disabled use of server-side OCO orders with the FXCM Trading service because the FXCM server is no longer handling those properly. We expect within the next 30 days to be releasing support for a new connection model for FXCM which will support full server-side OCO and bracket orders and have no account minimums.
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1377 Release Date: 2016-03-08
- Improvements to the automatic downloading of user files from the Web server.
- Continued improvements with the DTC Server.
- Fixed a historical data issue with the Rithmic trading platform service relating to the downloading of 1 minute historical data from the Rithmic system.
- Added support for forward curves with the Continuous Futures Contract option.
- Added new Rollover Rule: "Number Of Calendar Days Before Friday Count Within Following Contract Month". This is used for the CBOE volatility Index futures.
- Added support for LMAX Trading service through central FIX order routing connection using the DTC Protocol.
- Menu commands have been added to go to prior and next Sheets within a Spreadsheet. Keyboard shortcuts can be manually set up for these.
- Added a delay before starting a historical data request which occurs after subscribing to real-time data so that when the historical data download is complete, and if there is any small amount of data missing it is filled in with the real-time received data during that delay.
- Various low-level improvements and issues resolved.
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1375 Release Date: 2016-03-01
- There has been a change to the filling of simulated Stop orders. The changes are as follows: In the case where the Bid and Ask prices are higher than the last trade price, then a Buy Stop order will be filled at the last trade price +1 Tick. In the case where the Bid and Ask prices are lower than the last trade price, then a Sell Stop order will be filled at the last trade price -1 Tick.
- Resolved some issues and made improvements to the DTC Server related to Trade Simulation Mode. The LOGON_REQUEST TradeMode setting is no longer used in the DTC Server. Instead it is a combination of the Trade Account (whether it is a simulated account or not) and the global Trade Simulation Mode setting in the Server which controls whether a trade is simulated or not.
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1373 Release Date: 2016-02-26
- It is now supported to import simulated order fills into the Trade >> Trade Activity Log.
- New built-in chart bar type in Chart >> Chart Settings: Point And Figure.
- Added new ACSIL function sc.ChangeACSChartShortcutMenuItemText.
- Various work with the DTC Server in Sierra Chart relating to trading and market data. The DTC Server for simulated trading is still undergoing testing and there may be some issues that still need to be resolved.
- Corrected a problem with the filling of simulated orders that originate from the DTC Server where incorrect fill prices may have been used.
- Improvements to the internal handling and logging of Order cancel rejections and order modification rejections. The DTC Server now will always provide consistent and reliable Order Updates for these.
- Corrected a problem from a recent release where when there is an order modification reject of a parent order, the Attached Orders were not restored back to their prior prices. This is now solved. This was a problem that developed recently when Attached Orders are modified first before the parent order which is necessary to support the DTC Server in Sierra Chart.
- Corrected some issues with the Exporting and Importing of Trade Activity Log data.
- Corrected a problem with the Time and Sales Settings window where it would not close when pressing the OK button.
- Added new color settings to the Global Settings >> Graphics Settings window to set the text and foreground colors for all of the text based windows. This has been implemented for the Trade Orders and Trade Positions windows. Support for these color settings for other windows will be added soon.
- Added new color settings to the Global Settings >> Graphics Settings window to set the colors of the Profit/ Loss text displays on the Trade Window.
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1371 Release Date: 2016-02-18
- Prevented a usually unnecessary reconnect to the data feed when closing the Data/Trade Service Settings window and also when Symbol Settings are received. Both of these are the result of recent changes.
- Finished the development of the multithreaded and multiple connection DTC Historical Price Data Server. Only DTC Binary Encoding is currently supported. There are no plans to support other DTC encodings anytime soon. And as a general rule JSON encoding will not be supported with historical price data.
- Added new Draw Style named: Custom Value At Y.
- Added Point and Figure as a new Chart >> Chart Settings >> Bar Period Type. This is in addition to the study and provides efficient and very accurate Point and Figure bars.
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1369 Release Date: 2016-02-13
- Corrected an integer overflow problem when rounding numbers to an increment when evaluating alert formulas. This may have affected the evaluation of alert formulas when the formula is using large numbers like Volume/Quantity numbers from the main price graph.
- The Numbers Bars Calculated Values study now supports referencing another Intraday chart for the purpose of accessing chart data that uses different Volume Filtering compared to the chart it is applied to. This feature was added previously but some additional work has been done to it to complete it.
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1368 Release Date: 2016-02-11
- Added the new input setting: "Include Fill Space In Developing Period Width" to the Volume by Price study. When this Input setting is set, the chart fill space is included into the Volume Profile width of a developing period, allowing more space for a developing Volume Profile to be displayed.
- When saving a single study as a Study Collection, and it is not in Chart Region 1, it will be set to be in Chart Region 2 and the Chart Region height percentages are properly saved with the Study Collection.
- Added the Automatic option to the Maximum Volume Bar Width Type Input with the Volume by Price study. It will select the period width until it exceeds the window width, at which point it will use the window width.
- Added the Volume Bar Minimum Width in Chart Bars Input to the Volume by Price study.
- Server-side OCO is now supported with the CQG Web API.
- New input added to the Volume Weighted Average Price - Rolling and Moving Average - Rolling High Accuracy studies. Refer to the updated documentation for these studies.
- New Global Settings >> Chart Trade Settings option: Disable Order Confirmations - Global.
- The study Numbers Bars Average Volume/Price Graph study has been added.
- Various low-level improvements and additions to the DTC Protocol implementation.
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1366 Release Date: 2016-02-05
- Continued improvements to the DTC Protocol server. Corrected a problem with the DTC Protocol Server where when there is more than one client connected and they are subscribed to market depth data for the same symbol, the SymbolID in the market depth updates was not correct for additional clients beyond the first one.
- Low-level changes/issues resolved relating to Tick Size, Value Format and Price Multipliers when using the Sierra Chart Exchange Data Feed. when Auto Set from Data Feed was checked in Chart >> Chart Settings, and using the Sierra Chart Exchange Data Feed, the Price Multipliers were incorrectly being set.
- Continued improvements to New Spreadsheets.
- Added new rollover date rule for ICE Brent crude oil futures.
- The connection to TeleTrader is no longer performed through a separate DTC bridge program and is direct from the Sierra Chart main process.
- The Relay Server has been removed (Global Settings >> Data/Trade Service Settings >> SC Server Settings) and has been replaced.
If you have been using the Relay Server, for the same functionality you need to use the DTC Protocol Server and send a LOGIN_REQUEST message to put the connection into Relay Server Mode. Refer to the updated Relay Server documentation for specific instructions.
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1364 Release Date: 2016-01-30
- Corrected a problem with the Initial Balance study not working on Mondays when the Initial Balance Type is Daily and the time range overlaps midnight.
- Corrected another price mapping problem from the prior release that existed under certain conditions with the Recent Bid/Ask Volume and Current Traded Bid/Ask/Total Volume market data columns.
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1362 Release Date: 2016-01-30
- Added the General Settings >> Subscribe Real-time Data and Download Historical Data During Scan option. When this is enabled, real-time data will be subscribed to and historical data will be downloaded for symbols that are being scanned when using the Scanning functionality.
- Support for unbundled CME trade data from the CTS T4 trading service. There is currently not an option for this so the CME data from CTS will always be processed as unbundled but an option will be added soon.
- Solved a price mapping problem from a recent release that existed under certain conditions and with certain values with the Recent Bid/Ask Volume and Current Traded Bid/Ask/Total Volume market data columns.
- Resolved some small potential issues when submitting an order for a different Symbol or Trade account from ACSIL.
- In the DTC Protocol Server, the Require TLS (transport layer security) is now supported in properly implemented. When this is enabled, the connection will be encrypted and only an encrypted connection will work. TLS version 1.2 should be used when connecting to the DTC Protocol Server when using TLS.
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1360 Release Date: 2016-01-27
- There is a new option Settings >> Auto Set Alert Text Column Width on the Alert Manager. Toggling this off will prevent the Alert Text column from being automatically sized.
- Corrected a problem with the CQG Web API trading interface where the price set for order modifications and for order updates for certain symbols (like Silver) was incorrect.
- Added new ACSIL functions: sc.TimeStringToSCDateTime and sc.IsDateTimeContainedInBarIndex. The documentation will be updated.
1359 Release Date: 2016-01-27
- Corrected a problem with the CQG Web API trading interface where the price set for submitted orders for certain symbols like silver was incorrect.
- Other low-level improvements.
1358 Release Date: 2016-01-23
- Continued performance improvements with New Spreadsheets.
- Corrected a problem with the TeleTrader data service where when a symbol contains more than two delimiters, it is now properly parsed rather than giving a symbol error.
- The Trade Account field is now set from open orders sent by IB Trader Workstation.
- Other low-level improvements.
1355 Release Date: 2016-01-16
- Corrected problem with New Spreadsheets where when pasting a formula into a cell, the formula result may have been incorrect until the cell was recalculated.
- Continued performance improvements with New Spreadsheets.
- Changes to Automated Trade Management where Market orders are not attempted to be canceled when orders are set to be canceled on entries, reversals, and exits because market orders cannot be expected to be canceled. Therefore, market orders are considered in calculations of working orders when combined with the current Trade Position Quantity, even if the variables to cancel orders have been set to TRUE/Yes. This functionality still requires testing. An automated trading system needs to be tested with this version and higher in Trade Simulation Mode to verify it will function correctly. Although we see no reason why any changes to an automated trading system would be necessary. The changes done are to ensure that automated trading works more safely since market orders cannot be expected to be successfully canceled under usual conditions.
- Added Average Price for Bar study which is meant to normally be used as a hidden study and allow other studies to be based on it to use these average prices as necessary.
1353 Release Date: 2016-01-12
- There are now separate Subgraph color settings for the evening session Volume Profile for the Volume by Price study when separate day and evening session Volume Profiles are set to display for a 1 Day period.
- Corrected a problem with the Daily OHLC study from a recent release.
- Continued performance improvements with New Spreadsheets. The GetCorrespondingMatch function has been fully implemented. Additional performance improvements are still being worked on.
- Corrected a problem when using the Point and Figure XO Graph Draw Type for Reversal bars. The X and O columns now alternate.
1352 Release Date: 2016-01-10
- Corrected a problem where a Trade Order Error - IB error: Order rejected - reason:No such order. message would display when canceling the parent order of 2 server managed Attached Orders. This error message has always been harmless but now it will no longer display because there is no attempt by Sierra Chart to cancel these Server managed Attached Orders.
- Corrected a problem from the prior release with the SierraChart.h related files which would cause a compiler error.
- Added the Vortex study.
- Adding support for the Numbers Bars Calculated Values study to directly reference another chart to use different volume filtering. The implementation of this is still in progress.
1350 Release Date: 2016-01-08
- Continued improvements with reduction of calculation speeds for New Spreadsheets. Added a new function to replace using INDEX and MATCH: GetCorrespondingMatch. This function reduces calculation time by 96%. The MATCH function will also be optimized in the calculation time reduced for it as well in a future release. However, this new function will give the greatest performance improvements. Not all of the functionality of this new function is implemented yet but will be in the next release which will be out by January 9.
- Trade Activity Log timestamps now use accurate milliseconds.
- Automated trades now include the the chart bars starting Date-Time when they are logged to the Trade Activity Log. This Date-Time is in the "Order Action Source" text.
- Corrected a problem with incorrect drawn box sizes with the Point and Figure study.
- Corrected a problem involving Chart Linking for studies where when a study is working with memory pointers, there could be an exception which occurs when studies are removed or a Chartbook is closed which causes unstable behavior.
1347 Release Date: 2016-01-01
- Added new Moving Average-Rolling High Accuracy study. There still are some refinements being made to this study. This is only the initial version.
- Added the Window >> Hide Window command to hide a chart window. The chart window will still be listed on the CW menu and can be selected and made visible from that menu.
- Added Seconds as a choice for the Time Period Type for Fixed Time Input with the Volume by Price study and other studies supporting this Input type.
1346 Release Date: 2015-12-30
- Reduced time to load Intraday data by approximately 17%. Some users may experience more of a time reduction.
- More performance improvements to New Spreadsheets. There are more performance improvements being worked on still, including optimization of the MATCH function.
1344 Release Date: 2015-12-25
- Added new setting to the Interactive Brokers Trading Service settings: Maximum Historical Intraday Days to Download Limit. This is the maximum number of days to download when downloading historical Intraday data from Interactive Brokers directly. This is used to prevent very long downloads when the common Maximum Historical Intraday Days to Download settings in Global Settings >> Data/Trade Service Settings have higher values which are acceptable for other sources of historical data but not acceptable for Interactive Brokers.
- Added new order status codes and text strings to differentiate between pending child orders which are held on the Client-side or the Server side. Due to this change, there is now a new order status code for child orders. This affects existing compiled automated trading systems in this version and higher. If your automated trading system relies upon the s_SCTradeOrder::OrderStatusCode variable, then it needs to be recompiled on this version or higher to function properly.
- Various other low-level improvements and issues resolved.
- Added new Price statistics calculations to the Volume by Price study. These are separate Subgraphs which need to be set to a visible Draw Style and they need to be enabled with the Calculate Mean Price and Standard Deviation Bands study Input.
1342 Release Date: 2015-12-20
- Corrected a problem with the Candlesticks Pattern Finder study when adding more than one instance of it to the same chart. Added a Display Above Candles Input to this study.
- We believe we have resolved an intermittent problem which has been reported where a new Trade Position that gets established becomes zero/cleared in Sierra Chart after about 10 seconds when using the Interactive Brokers trading service. The underlying problem with this has to do with the complex and insufficiently designed API of the Interactive Brokers Trader Workstation which requires rather complex code to handle Positions for futures and multiples accounts. Still the way that this is handled is not entirely reliable when an Interactive Brokers account has multiple accounts because it is not possible to make it entirely reliable.
1341 Release Date: 2015-12-17
- Fixed a performance issue when copying Chart Drawings from one chart to another which could cause continuous redrawing if a Chart Drawing was not displayed on the destination chart because it was off the visible window.
- Continued improvements to the Find Symbol window which include automatically requesting Symbol Settings if they are missing and refreshing the list of symbols when the Symbol Settings are received.
- Corrected a problem with the DTC Protocol server where simulated orders were not being returned for an open orders request, when the DTC Client set the Trade Mode to Simulated or Demo.
- Small performance improvements to New Spreadsheets.
1338 Release Date: 2015-12-11
- When a Quote Board is set to be always visible, symbol linking to charts now works with the Chartbook that is currently visible.
- Corrected a problem with the ACSIL functions sc.BuyOrder and sc.SellOrder when submitting an order for a different Symbol or Trade Account compared to the chart the trading study is applied to. There was a problem with the comparison of the symbol where if there was a match at the beginning, they would be considered the same symbol and that is not correct. The result of this was that the orders were being submitted for the symbol of the chart even though a different symbol was specified in the s_SCNewOrder data structure.
1337 Release Date: 2015-12-10
- Volume data from Interactive Brokers for US stocks is now multiplied by 100 to maintain consistency with the Sierra Chart Historical Data service volume values. Also, in some early revisions of 1335 volume data for symbols other than stock symbols have their Volume data incorrectly multiplied by 100. This has been corrected.
- For users of the Sierra Chart Exchange Data Feed, there is now a low bandwidth option to reduce the amount of bandwidth required for the data feed. This option is in Global Settings >> Data/Trade Service Settings >> SC Server Settings. It is named Use Low Bandwidth for DTC Real-time Data.
- Added support for searching for stock symbols in the Find Symbol window when using the Sierra Chart Exchange Data Feed and when your account has activated the stock exchange being searched.
- Some low-level improvements to the Find Symbol window. One improvement is that when the Global Symbol Settings are updated and the Find Symbol window is open, it will automatically update with the updated symbols.
- Corrected a problem where an exception would occur when using ACSIL sc.BuyOrder or sc.SellOrder functions to submit an order for a different Symbol or Trade Account compared to the chart the trading study is applied to.
- Corrected a small issue with the Zig Zag study time duration calculations and the ACSIL sc.UseTool function.
- When using the TD Ameritrade trading service, and your TD Ameritrade username has multiple accounts on it, there is currently a problem where TD Ameritrade does not provide order updates for working orders other than on the main account. This version implements a workaround to this so that the working orders receive updates. The updates will not occur any sooner than at five second intervals.
1335 Release Date: 2015-12-03
- Corrected some issues which arose in the last two releases related to remote searching for symbols with the Find Symbol window. The Find Symbol window now again supports searching for spreads and LME futures contracts with the CTS T4 Trading platform service.
1333 Release Date: 2015-12-03
- Improvements to the Point and Figure Chart study. There are now new inputs to select the High and Low values used from the underlying chart bars. The Box Size input is now an integer value which is the number of ticks rather than the actual value. A tick is based on the chart Tick Size setting. The Box Size input is automatically updated for existing instances of the study.
- Small optimization for the Interactive Brokers Trading service for mapping numeric contract identifiers to symbols.
- Improvements to the Find Symbol window to support searching for symbols when using the TeleTrader service.
- Corrected some issues with the Open File dialog window from a recent release.
*Last modified Thursday, 25th April, 2024.