How to get high volume trades visual alert plotted on a range chart? - Sierra Chart | futures io social day trading
futures io futures trading


How to get high volume trades visual alert plotted on a range chart?
Updated: Views / Replies:13,967 / 131
Created: by Rui S Attachments:94

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 94  
 
Thread Tools Search this Thread
 

How to get high volume trades visual alert plotted on a range chart?

  #91 (permalink)
Elite Member
Portland, OR
 
Futures Experience: Intermediate
Platform: Sierra Chart
Favorite Futures: ES
 
Posts: 269 since Jan 2011
Thanks: 326 given, 179 received

@Rui S - Thanks for the reply. So far today's tests with V15 - I haven't found issues and would be curious to know the results from your side tomorrow.

Thanks

Reply With Quote
The following user says Thank You to ejtrader for this post:
 
  #92 (permalink)
Elite Member
Portland, OR
 
Futures Experience: Intermediate
Platform: Sierra Chart
Favorite Futures: ES
 
Posts: 269 since Jan 2011
Thanks: 326 given, 179 received

@Rui S - Related to this - If you notice this issue with V15 ( just in case ) - Please post the following information(all of the 4 points are important). Crosshair is likely to show the timestamp of the bar:

- T&S record
- Timestamp of the bar where it is marked incorrectly
- Timestamp of the a bar prior & a bar after the incorrectly marked bar.
- Timestamp of the bar where it should have been actually marked.

Thanks


Quoting 
Regarding the misplacing of the plotted number and painted bars, VT14 is unfortunately still showing some problems. Both VT10 and VT14 are doing it the exact same way. For several times both versions plotted the signaled trades on the next bar of the one they should have. The time tag difference was always 1 millisecond...


Reply With Quote
The following user says Thank You to ejtrader for this post:
 
  #93 (permalink)
Elite Member
Portland, OR
 
Futures Experience: Intermediate
Platform: Sierra Chart
Favorite Futures: ES
 
Posts: 269 since Jan 2011
Thanks: 326 given, 179 received


@Rui S - To cover for potential 1 millisecond offset issues you have noticed earlier, Attached is the version that is likely to address that.

Along with v15, can you also test this version - v16 and let me know the feedback?

Thanks

Attached Files
Register to download File Type: cpp VolumeThreshold16.cpp (3.0 KB, 7 views)
Reply With Quote
The following user says Thank You to ejtrader for this post:
 
  #94 (permalink)
Elite Member
Lisbon, Portugal
 
Futures Experience: Intermediate
Platform: SC, NT
Broker/Data: IB
Favorite Futures: Futures
 
Rui S's Avatar
 
Posts: 124 since May 2012
Thanks: 140 given, 49 received

@ejtrader

Thank you for VT 16 - I have no words to express my gratitude. You have been unwearying.

Just a quick follow up: I have VT10, VT14, VT15 and VT16 all running (in different charts) side by side.

Now I need to wait for the price action to pick up.

I will report to you as soon as I have any conclusions.

Thanks.

Reply With Quote
The following user says Thank You to Rui S for this post:
 
  #95 (permalink)
Elite Member
Lisbon, Portugal
 
Futures Experience: Intermediate
Platform: SC, NT
Broker/Data: IB
Favorite Futures: Futures
 
Rui S's Avatar
 
Posts: 124 since May 2012
Thanks: 140 given, 49 received

@ejtrader

Here am I with my report.

It is official now: there are no repetitions of plotting anymore, even with fast chart printing. This is great.


However we still have the issue of the "misplaced" plotted trades. It is happening exactly the same way with versions 14, 15 and 16. They are running side by side and I can't see any difference between them.

The good news is this seems to be the only issue left now. All the rest seems to be working very well.


If you allow me to express my humble opinion, it gives me the idea that upon price thrusts conditions the bar that should be painted "slides" to the next bar, leaving the number of contracts at the correct price level but vertically aligned with the wrong painted bar.

Maybe my computer has too much oil...


And again, the difference of time tags seems to be 1 millisecond...


I am attaching some edited screenshots in two posts, to try to transmit you an idea on what I am seeing here.

I am not sure exactly what you mean with "T&S record"; I suppose it is the T&S window I am attaching. If not, please let me know.

Please let me know if I can help any further somehow.

Thank you.

Attached Thumbnails
How to get high volume trades visual alert plotted on a range chart?-ts.png   How to get high volume trades visual alert plotted on a range chart?-wrong-bar.png   How to get high volume trades visual alert plotted on a range chart?-bar-info-2.png   How to get high volume trades visual alert plotted on a range chart?-bar-info-3.png   How to get high volume trades visual alert plotted on a range chart?-bar-info-4.png  
Reply With Quote
 
  #96 (permalink)
Elite Member
Lisbon, Portugal
 
Futures Experience: Intermediate
Platform: SC, NT
Broker/Data: IB
Favorite Futures: Futures
 
Rui S's Avatar
 
Posts: 124 since May 2012
Thanks: 140 given, 49 received

@ejtrader

Here you have another example. In this case the price speed wasn't fast but it happened anyway.

Thanks.

Attached Thumbnails
How to get high volume trades visual alert plotted on a range chart?-ts.png   How to get high volume trades visual alert plotted on a range chart?-plot-misplaced.png   How to get high volume trades visual alert plotted on a range chart?-bar-info-1.png   How to get high volume trades visual alert plotted on a range chart?-bar-info-2.png   How to get high volume trades visual alert plotted on a range chart?-bar-info-3.png  
Reply With Quote
 
  #97 (permalink)
Elite Member
Portland, OR
 
Futures Experience: Intermediate
Platform: Sierra Chart
Favorite Futures: ES
 
Posts: 269 since Jan 2011
Thanks: 326 given, 179 received

@Rui S - Thanks for the update. Please use the version 15 as a baseline going forward until we have a new version.

To me it appears like an inherent nature of the way Sierra handles the range charts and nothing to do with speed of the market(have to analyze further to confirm). Please see if you notice similar issue with any other type of charts ( Tick charts for example ).

As you can see the timestamp on the crosshair shows the timestamp rounded to second for the first tick bar ( where milliseconds are being truncated ). Coming up with a solution to this specific open issue might be a bit tricky (doable but would be expensive from CPU point of view - I would imagine).

Thanks


Last edited by ejtrader; December 11th, 2013 at 12:52 PM.
Reply With Quote
The following user says Thank You to ejtrader for this post:
 
  #98 (permalink)
Elite Member
Lisbon, Portugal
 
Futures Experience: Intermediate
Platform: SC, NT
Broker/Data: IB
Favorite Futures: Futures
 
Rui S's Avatar
 
Posts: 124 since May 2012
Thanks: 140 given, 49 received


ejtrader View Post
To me it appears like an inherent nature of the way Sierra handles the range charts and nothing to do with speed of the market(have to analyze further to confirm). Please see if you notice similar issue with any other type of charts ( Tick charts for example ).

@ejtrader

I was testing with a Tick chart and the issue shows the same way. It seems it's not exclusive of the Range charts. Please take a look at the attached screenshots with examples, the same trades misplaced in both Tick and Range charts.

Regarding the speed of the market, I don't know if it causes the problem or not but I am sure that it happens much more when the price is moving with thrusts. Many times the price have sudden thrusts even when the market is slow. This happens very often with CL.


So I will be using version 15 as a baseline as you suggest until further instructions.


Thank you very much.

Attached Thumbnails
How to get high volume trades visual alert plotted on a range chart?-range-chart.png   How to get high volume trades visual alert plotted on a range chart?-tick-chart.png   How to get high volume trades visual alert plotted on a range chart?-range-chart-2.png   How to get high volume trades visual alert plotted on a range chart?-tick-chart-2.png  
Reply With Quote
 
  #99 (permalink)
Elite Member
Portland, OR
 
Futures Experience: Intermediate
Platform: Sierra Chart
Favorite Futures: ES
 
Posts: 269 since Jan 2011
Thanks: 326 given, 179 received

@Rui S - Thanks for the update. So only open issue at present is few of the trades are being marked to a bar next to it ( offset by 1 millisecond ). Would review and see if I can take care of this issue by other means. Please continue to use v15 until then.

Thanks

Reply With Quote
The following user says Thank You to ejtrader for this post:
 
  #100 (permalink)
Elite Member
Portland, OR
 
Futures Experience: Intermediate
Platform: Sierra Chart
Favorite Futures: ES
 
Posts: 269 since Jan 2011
Thanks: 326 given, 179 received


@RuiS - taking v15 as baseline - Would you please check the following 2 versions(v17 & v18) and let me know your observations? These versions are meant to address the one pending bar shift issue ( now that all the other issues are sorted out).

Thanks

Attached Files
Register to download File Type: cpp VolumeThreshold17.cpp (3.0 KB, 3 views)
Register to download File Type: cpp VolumeThreshold18.cpp (3.0 KB, 6 views)

Last edited by ejtrader; December 11th, 2013 at 07:32 PM.
Reply With Quote
The following user says Thank You to ejtrader for this post:

Reply



futures io > > > > How to get high volume trades visual alert plotted on a range chart?

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Sierra Chart sound alert every 'x' ticks (range) to gauge momentum Big Mike Sierra Chart 18 May 31st, 2016 06:13 PM
Visual indicator for RTH hitting ETH high/low Big Mike Sierra Chart Programming 35 June 11th, 2012 10:36 PM
Can we look at volume on a range bar chart? jabeztrading Traders Hideout 3 March 14th, 2012 10:51 PM
Bar Timer for NT6.5 with visual/audible alert? eminitrdr Traders Hideout 2 December 4th, 2010 02:38 PM
TS visual chart trade management cbritton EasyLanguage Programming 2 September 5th, 2010 11:20 AM


All times are GMT -4. The time now is 05:01 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-11 in 0.13 seconds with 20 queries on phoenix via your IP 54.226.132.197