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Sierra Chart feature requests
Started: by Big Mike Views / Replies:29,291 / 211
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Sierra Chart feature requests

  #161 (permalink)
Just a boy
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josh View Post
I may be off on this, but you can add any custom study to the DOM -- and I think it works, but not sure.

I think you are right as I gave Mike this example this morning:

https://futures.io/sierra-chart/33719-add-vwap-volume-weighted-average-price-sierra-dom.html#post447230

But now I am wondering what could be wrong with it given Anthony said he will code it?

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  #162 (permalink)
Just a boy
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Done

@Big Mike @josh

Here you go, a 100k volume chart with weekly VWAP on chart and corresponding weekly VWAP on the DOM - note same value.

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Regardless of whether it is the Chart or DOM you get different (slightly) weekly VWAP outcomes depending on what bar period you use to create the VWAP output eg using 100k volume gives slightly differnt answer to using 2000 Tick for instance.

So not sure what Anthony is going to code up?

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  #163 (permalink)
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Nice. I would want the daily VWAP to be there and to use the session time from the DOM, the idea was not to need to put it on another background chart somewhere. But it really doesn't matter. It was just missing from the available indicator list on the DOM and I asked him to add it because it makes sense to me.

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  #164 (permalink)
Just a boy
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@Big Mike

As @josh said, you can actually put any custom study on the DOM - not sure why it does not list them.

The DOM is treated as just another chart by Sierra.

So first thing is pull up the DOM, go to Chart, then Chart Settings. Change the detail in here to match whatever you would use on a normal chart to create the VWAP you want. So for the picture I attached in the previous post I changed the Chart Settings (for the DOM) to reflect what I assumed you used as the Chart Settings for your 100k chart. So you can change session times for instance.

Then once you have done that for the Chart Settings for the DOM, still within the DOM go to Chart and then Studies. From there you will need to click on Add Custom Study, then select the VWAP study and populate it as you normally would as if it was going on a chart. HOWEVER if you the select Settings for the VWAP study and then the Subgraph tab, make the options as per the following picture. In this way only the value and name will be shown on the DOM - otherwise it will attempt to draw the line going back into history on the DOM!

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In the above picture you can change the Short Name to whatever you want eg 'W Vwap' for weekly VWAP.


Last edited by steve2222; October 24th, 2014 at 03:11 PM.
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  #165 (permalink)
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What value do you place on the webinars on FIO?

 
@steve2222, oh I didn't realize that! Just click 'add custom study' then expand the first 'sierra' box. I had no idea.

Mike

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  #166 (permalink)
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How cool is that..

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Mike

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  #167 (permalink)
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What about getting the RTH open? I tried "Daily OHLC", but none of the values seem to show up on the DOM.

Mike

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  #168 (permalink)
Just a boy
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Try this


Big Mike View Post
What about getting the RTH open? I tried "Daily OHLC", but none of the values seem to show up on the DOM.

Mike

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I assume you are still using the DOM chart settings to create your VWAP line on the DOM by setting the DOM chart settings to 100000 volume using ETH session.

If so, you need to reference a DAILY chart with a session time starting at 9.30am within the OHLC study settings for the OHLC study on the DOM.

This works well as the VWAP study does not allow you to reference another chart, forcing you to set the DOM chart settings to your 100000 volume bars.

Whereas the OHLC study DOES allow you to reference another DAILY chart which means you have to create a DAILY chart with a session time starting 9.30am. This is what I have done above and you can see the DOM displaying Mikes Open is the same as the daily chart open (based on a 9.30am session start) at 1946.00 for Friday.

Here are the DAILY chart settings and Study Settings pictures to achieve this:

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  #169 (permalink)
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My request is ability to limitation of Multiple profiles fixed by time in Volume by price study. For example, 14 days back only. Reason is high CPU usage if I have 180 days back in chart.

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  #170 (permalink)
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oldrichsveda View Post
My request is ability to limitation of Multiple profiles fixed by time in Volume by price study. For example, 14 days back only. Reason is high CPU usage if I have 180 days back in chart.

I don't think that this will really use the CPU you think it will. The old profiles are already computed, and so there is no real CPU hit for excessive old profiles.

What will slow down SC a lot is to have transparency on the charts, for example, a transparent volume profile. Put 180 of those up, and zoom out, and you will notice a lag. If my DOM is set to recalc every 20ms for example, and I do the above, I can notice a substantial delay in the update of the depth messages.

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