Volume Profile over many years - Sierra Chart | futures io social day trading
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Volume Profile over many years
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Volume Profile over many years

  #1 (permalink)
Elite Member
Chicago IL
 
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Posts: 117 since Feb 2012
Thanks: 22 given, 110 received

Volume Profile over many years

I've been playing around with Sierra again and was trying to figure out what the most efficient way to get a multi-year right aligned volume profile is.

Should I be using an intraday chart or will historical work? Historical doesn't seem to have the necessary information
Using the continuous contract setting in advanced options?
Am I just trying to load too man days?

Whenever I try to do more than 60 days or so it seems to take forever to load the chart even with all of the data downloaded.

Would someone mind sharing their settings?

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  #2 (permalink)
Site Administrator
Manta, Ecuador
 
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I load around 5 years of tick data, it takes maybe 30 seconds on Sierra startup, and I have over 20 charts all loading at the same time. But I also have a very fast machine.

When you say right-aligned, do you mean a single composite profile?

I use intraday bar type.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

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  #3 (permalink)
Elite Member
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Posts: 117 since Feb 2012
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Big Mike View Post

When you say right-aligned, do you mean a single composite profile?

Mike

Yea a composite profile.

I think I might have had a funky setting or something because I'm not loading 460 days and it is about 20-30 seconds to load the chart.

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  #4 (permalink)
Site Administrator
Manta, Ecuador
 
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Posts: 46,240 since Jun 2009
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drw112 View Post
Yea a composite profile.

I think I might have had a funky setting or something because I'm not loading 460 days and it is about 20-30 seconds to load the chart.

What are your computer specs, processor speed, memory and SSD?

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #5 (permalink)
Elite Member
Chicago IL
 
Futures Experience: Beginner
Platform: Sierra Chart
Favorite Futures: Futures
 
Posts: 117 since Feb 2012
Thanks: 22 given, 110 received


Big Mike View Post
What are your computer specs, processor speed, memory and SSD?

Mike

i7 CPU 860 @ 2.80GHz
8GB of RAM
Standard SATA hard drive. Not sure if it is 5400 or 7200.

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  #6 (permalink)
Site Administrator
Manta, Ecuador
 
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drw112 View Post
i7 CPU 860 @ 2.80GHz
8GB of RAM
Standard SATA hard drive. Not sure if it is 5400 or 7200.

So sounds reasonable. My machine is 5ghz, 32GB and 2xSSD in RAID 0 and I would say mine is about twice as fast as what you reported, a little more probably due to the SSD's in RAID 0. I have never timed the loading of the chart, but would say no more than 30 seconds for 1500 days of data.

So I think there is nothing wrong with yours. I only start Sierra once a month or so, then it just stays running, so I really never notice the 'loading' times.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #7 (permalink)
Elite Member
Chicago IL
 
Futures Experience: Beginner
Platform: Sierra Chart
Favorite Futures: Futures
 
Posts: 117 since Feb 2012
Thanks: 22 given, 110 received


Big Mike View Post
So sounds reasonable. My machine is 5ghz, 32GB and 2xSSD in RAID 0 and I would say mine is about twice as fast as what you reported, a little more probably due to the SSD's in RAID 0. I have never timed the loading of the chart, but would say no more than 30 seconds for 1500 days of data.

So I think there is nothing wrong with yours. I only start Sierra once a month or so, then it just stays running, so I really never notice the 'loading' times.

Mike

Thanks. Appreciate the info. I guess a little patience and it should be loaded and I won't have to worry about it.

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  #8 (permalink)
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Georgia, US
 
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Big Mike View Post
My machine is 5ghz, 32GB and 2xSSD in RAID 0

(machine envy)

You are running win7 Mike? Is this a custom machine or out of the box?
I have had multiple SC crashes the last few days, and about a week ago I "upgraded" to win8. I am wondering if this is related at all.

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  #9 (permalink)
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Georgia, US
 
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josh's Avatar
 
Posts: 4,897 since Jan 2011
Thanks: 5,143 given, 11,242 received


drw112 View Post
I've been playing around with Sierra again and was trying to figure out what the most efficient way to get a multi-year right aligned volume profile is.

Should I be using an intraday chart or will historical work? Historical doesn't seem to have the necessary information
Using the continuous contract setting in advanced options?
Am I just trying to load too man days?

Whenever I try to do more than 60 days or so it seems to take forever to load the chart even with all of the data downloaded.

Would someone mind sharing their settings?

It's probably taking long because you're loading many gigs of tick data.

One solution is this: install two copies of Sierra, and in one copy specificy that the intraday storage unit is somewhere between 10 and 30 seconds. For a multi-year profile, this will be more than accurate enough, very close to tick level. You can then run your copy of this and this will greatly decrease load time of the chart. The disadvantage of course is that unless you are running IQFeed or something similar, you cannot do multiple connects to your data provider and thus you won't get real-time updates with this copy. However, if you are loading and forgetting and not changing bar periods, this will not really matter. The load time from the hard drive to resident memory will take a long time at startup, and then you will also incur a penalty whenever you reload the chart by changing period, etc. But if you don't change anything (and you shouldn't need to for such a long period chart) then it should be all good, just let it run.

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  #10 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,352 given, 83,233 received



josh View Post
(machine envy)

You are running win7 Mike? Is this a custom machine or out of the box?
I have had multiple SC crashes the last few days, and about a week ago I "upgraded" to win8. I am wondering if this is related at all.

Win7 x64

I've built my own machines since I was 9, always custom...

I don't think Sierra has crashed on me more than once, ever, and not this year.

I am not at all interested in Win8 at this point. I don't have touchscreen monitors, and wouldn't want them. For a notebook, fine - Win8 with a touchscreen. For a trading workstation with six monitors full of charts, definitely not.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote

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