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


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

  #91 (permalink)
 ejtrader 
Portland, OR
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES
Posts: 269 since Jan 2011
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Thanks Received: 180

@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

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  #92 (permalink)
 ejtrader 
Portland, OR
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES
Posts: 269 since Jan 2011
Thanks Given: 327
Thanks Received: 180

@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...


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  #93 (permalink)
 ejtrader 
Portland, OR
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES
Posts: 269 since Jan 2011
Thanks Given: 327
Thanks Received: 180


@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
Elite Membership required to download: VolumeThreshold16.cpp
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  #94 (permalink)
 
Rui S's Avatar
 Rui S 
Lisbon, Portugal
 
Experience: Intermediate
Platform: TWS and Sierra Charts
Broker: IB, Stage 5 / Dorman (Teton)
Trading: Stocks and E-minis
Posts: 140 since May 2012
Thanks Given: 189
Thanks Received: 55

@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.

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  #95 (permalink)
 
Rui S's Avatar
 Rui S 
Lisbon, Portugal
 
Experience: Intermediate
Platform: TWS and Sierra Charts
Broker: IB, Stage 5 / Dorman (Teton)
Trading: Stocks and E-minis
Posts: 140 since May 2012
Thanks Given: 189
Thanks Received: 55

@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.

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  #96 (permalink)
 
Rui S's Avatar
 Rui S 
Lisbon, Portugal
 
Experience: Intermediate
Platform: TWS and Sierra Charts
Broker: IB, Stage 5 / Dorman (Teton)
Trading: Stocks and E-minis
Posts: 140 since May 2012
Thanks Given: 189
Thanks Received: 55

@ejtrader

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

Thanks.

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  #97 (permalink)
 ejtrader 
Portland, OR
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES
Posts: 269 since Jan 2011
Thanks Given: 327
Thanks Received: 180

@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

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  #98 (permalink)
 
Rui S's Avatar
 Rui S 
Lisbon, Portugal
 
Experience: Intermediate
Platform: TWS and Sierra Charts
Broker: IB, Stage 5 / Dorman (Teton)
Trading: Stocks and E-minis
Posts: 140 since May 2012
Thanks Given: 189
Thanks Received: 55


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.

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  #99 (permalink)
 ejtrader 
Portland, OR
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES
Posts: 269 since Jan 2011
Thanks Given: 327
Thanks Received: 180

@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

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  #100 (permalink)
 ejtrader 
Portland, OR
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES
Posts: 269 since Jan 2011
Thanks Given: 327
Thanks Received: 180


@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
Elite Membership required to download: VolumeThreshold17.cpp
Elite Membership required to download: VolumeThreshold18.cpp
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