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And what about SierraChart


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And what about SierraChart

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  #301 (permalink)
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FulcrumTrader View Post
Maybe there could be a "SC DOM/Chart trader webinar" from 2:00 pm to 3:00 pm US central time during last hour of cash session one day.....would like to see someone working sim trades during live market hours (see how all the typical features work).

What do you think Mike?

One is already scheduled for Feb, I'll be posting the details soon.

Mike

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  #302 (permalink)
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Mookie9920 View Post
It's a second or two slower than tradestation. One thing I cant figure out is how to get the grid to show up on the chart. I've tried everything.

Chart -> Horizontal Grid and Chart -> Vertical Grid

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  #303 (permalink)
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Mookie9920 View Post
It's a second or two slower than tradestation. One thing I cant figure out is how to get the grid to show up on the chart. I've tried everything.

Did you change your update interval? The default value is a little slow (I use 50 ms). Definitely not slower than TS.

For the grid, use the Chart -> Horizontal Grid and Chart -> Vertical Grid menu options. The horizontal grid is the same as the scale increment (right click the scale and select scale). This is something that a couple of us have asked to be changed to be independent of the scale unit. Not sure where vert grid unit is specified (mine just does session boundaries).

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  #304 (permalink)
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At lower right of Chart Settings (F5) --> Advanced Settings 2.

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  #305 (permalink)
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Big Mike View Post
One is already scheduled for Feb, I'll be posting the details soon.

Mike

Excellent........thanks!!!

 
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  #306 (permalink)
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Big Mike View Post
Yay!

OK so another question... IQFeed has historical bid/ask, so why is the 'Bid and Ask Depth Bars' study not showing historical data?

Mike

Did you get to the bottom of this? Will SC load this information from the data feed or only from it's own database?

 
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  #307 (permalink)
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NickA View Post
Did you get to the bottom of this? Will SC load this information from the data feed or only from it's own database?

I am no expert at SC yet, but it loaded historical bid/ask from IQfeed no problem for the regular Bid Ask studies.

That particular "depth bars" study was realtime only, so it must look at something else to calculate that. Honestly I didn't spend much time on it, I was just curious -- wanted to see working historical bid/ask -- and it does.

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  #308 (permalink)
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Sounds like this is a very real alternative to IRT/MD for 'delta' work. I wish TSSuport would get there act together with Multicharts.

 
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  #309 (permalink)
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NickA View Post
Sounds like this is a very real alternative to IRT/MD for 'delta' work. I wish TSSuport would get there act together with Multicharts.

Check the MultiCharts thread, they are adding CD, it is in alpha form now.

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  #310 (permalink)
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Big Mike View Post
Check the MultiCharts thread, they are adding CD, it is in alpha form now.

Mike

Yeah, though I wonder whether they will get it right. There are a number of things that they do all the work but just implement in a not too useful fashion. (Look at volume profile as a great example). It will also need fairly significant changes and 'fixing' of core architecture.....but I guess that's not a discussion for this thread

 
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  #311 (permalink)
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Does anyone have the skills to make a leaner chart trader in SC? It's way too fat, I mean't put that on my "bad" list. Thanks for you thoughtful consideration of the matter.

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  #312 (permalink)
 
 
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vegasfoster View Post
Does anyone have the skills to make a leaner chart trader in SC? It's way too fat, I mean't put that on my "bad" list. Thanks for you thoughtful consideration of the matter.

I like what you can define in the chart trader in sierracharts, what would you like to see gone ?

 
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  #313 (permalink)
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NickA View Post
Did you get to the bottom of this? Will SC load this information from the data feed or only from it's own database?

Depth and bid/ask are two different things. Bid/ask data is usually just the level1 best bid/ask. Depth is calculated from the level2, which is typically not stored, so it is live only.

 
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  #314 (permalink)
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MetalTrade View Post
I like what you can define in the chart trader in sierracharts, what would you like to see gone ?

I hate to say this, but I would like it to look like the NT trader.

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  #315 (permalink)
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Mookie9920 View Post
It's a second or two slower than tradestation. One thing I cant figure out is how to get the grid to show up on the chart. I've tried everything.

go to CHART > HORIZONTAL GRID OR VERTICAL GRID

 
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  #316 (permalink)
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vegasfoster View Post
I hate to say this, but I would like it to look like the NT trader.

Then use NT! When I first started using it, I thought the same thing, not any more. Its not as pretty, but is faster/better than NT once you get used to it.

 
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  #317 (permalink)
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aslan View Post
Did you change your update interval? The default value is a little slow (I use 50 ms). Definitely not slower than TS.

WOW I did not know about this interval. thank you

 
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  #318 (permalink)
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aslan View Post
Did you change your update interval? The default value is a little slow (I use 50 ms). Definitely not slower than TS.

For the grid, use the Chart -> Horizontal Grid and Chart -> Vertical Grid menu options. The horizontal grid is the same as the scale increment (right click the scale and select scale). This is something that a couple of us have asked to be changed to be independent of the scale unit. Not sure where vert grid unit is specified (mine just does session boundaries).

thanks for the help, i seriously spent an hour trying to get the horizontal grid up last night. as for the chart update speed, it was at 900 ms, and was a little slower than tradestation....just changed it to 50ms so it should blow TS away...thanks again for the help

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  #319 (permalink)
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Can someone explain to me the business relationship between TransAct and Sierra Chart? There seems to be something there more than just "we're compatible". Or maybe I am just wrong. Just curious...

Mike

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  #320 (permalink)
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Transact provides SC package 3 to its client and support supposes to come from Transact not SC for that version. If you want package 5 then you have to go to SC directly.

 
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  #321 (permalink)
 
 
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Big Mike View Post
Can someone explain to me the business relationship between TransAct and Sierra Chart? There seems to be something there more than just "we're compatible". Or maybe I am just wrong. Just curious...

Mike

Mike, I heard from a very old transact customer that when they started programming sierracharts they had a hard time to get launched and even they put it in the market very cheap (like below $10 a month or so), transact needed some kind of charting program for their customers and it was one of the first deals sierrachart made. Apparently they only charged transact a few $$ per month per customer and transact included it for their customers.

That is also why the hardcore user base of sierracharts is still filled with transact customers. Most of them use the transact DOM and the charting from sierracharts.

 
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  #322 (permalink)
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I decided to take a trial. I like a lot of the 'core' things though the interface will take a bit of getting used to (as others have mentioned).

Edit: I found that there is a chartbook setup to plot this though it seems to have an expired symbol. Now just to figure out to change the symbol......and done. Rather simple actually!

I wonder can you plot cumulative delta out of the box or will I need to do some programing? Bidvolume vs AskVolume study seems closest but that is a histogram and resets each bar. I'd like to simply plot a candle that does not reset each bar. Cheers.

 
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  #323 (permalink)
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NickA View Post
...............................
I wonder can you plot cumulative delta out of the box or will I need to do some programing? Bidvolume vs AskVolume study seems closest but that is a histogram and resets each bar. I'd like to simply plot a candle that does not reset each bar. Cheers.

Here is how to Volume breakdown - Sierra Chart.

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  #324 (permalink)
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So this is the SC tape vs the Tradestation tape. It's technically "AT Charts" which is infinity but it still comes from SC and transacts

Sc on the left TS on the right. It's my first video ever using any tape of screen recording software so sorry about the quality

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  #325 (permalink)
 
 
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I have a feeling there's more data on TS right ?

 
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  #326 (permalink)
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LukeGeniol View Post

Thanks Luke I found out more or less as I posted, I guess you replied before I had a chance to edit my post

Actually taking apart how that workspace is set up is a useful learning experience of how things can be achieved.

 
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  #327 (permalink)
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Mookie9920 View Post
So this is the SC tape vs the Tradestation tape. It's technically "AT Charts" which is infinity but it still comes from SC and transacts

Sc on the left TS on the right. It's my first video ever using any tape of screen recording software so sorry about the quality

Did you change your update interval? ( see this post)

I pulled up time and sales for CL on SC, and it is updating dead on with the DOM.

To be honest, I do not understand why anyone would use time & sales windows to measure a feed.

 
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  #328 (permalink)
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Hey Mookie, so you upgraded to the ATcharts from Sierra as well through Infinity? Ever since the upgrade my feed via the charts and DOM lag at times. Very bad, especially during volatility. Today has been a nightmare for lagging and cost me to not even enter some trades as I had no idea what was going on. Let me know if your seeing the same or anyone else who has upgraded to this. Btw, I have tried both Modes and tinkered with the interval updates(ms).

 
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  #329 (permalink)
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I just watched your video Mook, I get the same thing exactly, happens on the whole feed like that so it's seen on charts & DOM as well. Broker claims nothing wrong. TransAct in past normally tries to blame your connection. You getting the same feedback? My ping times are low and rest of internet is flying while I get these lags.

 
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  #330 (permalink)
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Sounds like broker/feed issue.

 
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  #331 (permalink)
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Trader Y View Post
I just watched your video Mook, I get the same thing exactly, happens on the whole feed like that so it's seen on charts & DOM as well. Broker claims nothing wrong. TransAct in past normally tries to blame your connection. You getting the same feedback? My ping times are low and rest of internet is flying while I get these lags.


Yeah same thing here. My corn and soybeans chart seriously froze for like 10 secs during the open. All my charts lag, so i'm not sure if I will be sticking with Infinity charts. It caused my DOM to slow down today also, which was also a problem. It's a same because I now like infinity charts more than TS, hopefully I can get this fixed. I did change the interval last night from 900ms to 50 ms hoping it would fix the problem

 
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  #332 (permalink)
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Yes I did the change from 900 down to sub 100 as well. Nothing. What you can do is keep Sierra charts and go with a different data feed which is what I am looking into now. SO basically, new broker with Sierra. The Tech support for Infinity is bad. What's worse is that when they get it going good, they do a major upgrade and it goes downhill, this always happens. I think this is what has happened over the years and reason for the bad reviews at times.

 
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  #333 (permalink)
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Is Optimus about the only choice with a quality (Rithmic) data feed? They have all the bid ask data and it seems to work very well........but......they don't appear to offer EUREX and I really like the "DAX in the morning" (EU). A real shame.

 
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  #334 (permalink)
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Just signed up for a trial seems alright so far. I like how they do the MP charts simple yet effective.

 
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  #335 (permalink)
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NickA View Post
Is Optimus about the only choice with a quality (Rithmic) data feed? They have all the bid ask data and it seems to work very well........but......they don't appear to offer EUREX and I really like the "DAX in the morning" (EU). A real shame.

Try OpenEcry {lots of symbols} or Velocity.

 
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  #336 (permalink)
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DDT has Rithmic and I believe their FCM offers Eurex.

 
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  #337 (permalink)
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Trader Y View Post
DDT has Rithmic and I believe their FCM offers Eurex.

What's DDT?

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  #338 (permalink)
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Deep Discount Trading dot com

Howard is the guy there. Very nice and professional. Been in contact with him for about a month. I'm heading over there shortly.

 
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  #339 (permalink)
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NickA View Post
Is Optimus about the only choice with a quality (Rithmic) data feed? They have all the bid ask data and it seems to work very well........but......they don't appear to offer EUREX and I really like the "DAX in the morning" (EU). A real shame.

For rithmic eurex data you can give a look at Deepdiscounttrading-broker/Crossland , or DormanTrading, don't know if the backfill is provided thru SC, they tell only with optimus. You can try also CTS T4 data with these brokers, or with Cunningham, I'm trying it, and seems good.


researcher247 View Post
Try OpenEcry {lots of symbols} or Velocity.

They are not good for bid ask volume data.

Take your Pips, go out and Live.
Luke.
 
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  #340 (permalink)
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@Trader Y and @Mookie9920, if u take a look on SC support borad forum you will see that lately they have some problem with Transact API, it seems due to Transact part.

Take your Pips, go out and Live.
Luke.
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  #341 (permalink)
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Trader Y View Post
Deep Discount Trading dot com

Howard is the guy there. Very nice and professional. Been in contact with him for about a month. I'm heading over there shortly.


Thanks. I thought they have Sierra Chart with TT. So they have Sierra Chart with Rithmic too?

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  #342 (permalink)
San Diego, California
 
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omaha786 View Post
Thanks. I thought they have Sierra Chart with TT. So they have Sierra Chart with Rithmic too?

I just got back from Howard. He said, Rithmic charges 30 cents per side vs. 5 cents per side for TT.

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  #343 (permalink)
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Hi LukeG, yes initially there was a thread about a few people having issues but lately I haven't seen much about it. Maybe you know of a link where there is another discussion about it as I'm curious. Today I kept refreshing that board in hopes that many others were noticing the same thing but no one posted anything. Today was brutal as far as lags go, sometimes over 30 seconds. The broker acts like nothing is wrong, Transact support acts like nothing is wrong and it's on your end, thus nothing really has changed when you cry help from them. All I can see is people just finding better Brokers elsewhere.

 
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  #344 (permalink)
Windsor, ON, Canada
 
 
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Hey Omaha, yes, as long as you trade through the charts with Sierra then it's .05 a side with TT feed. Definitely the cheapest option going. I trade quick and find it to difficult using Sierra alone. Plus I like using the the DOM off another computer just in case one is lagging or something. I mean, I had to adopt this method using my current broker for obvious reasons, lol. I ended up liking the 2 mouse thing though. Rithmic has Rtrader so I can trade off that DOM I figure.

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  #345 (permalink)
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researcher247 View Post
Try OpenEcry {lots of symbols} or Velocity.

I know a couple of people that really like OE however I'm pretty sure OE data is not good enough for volume@bid/ask work. I think Velocity are based on a TT engine. I wonder how there (TT) data is nowadays? It is always been pretty timely but the quality of there bid/ask info has been questioned at times.

As an aside I have been pretty unimpressed by Optimus' service... one line (anonymous) answers from someones phone not only that they are not wholly accurate or complete. For example I was told Rithmic does not support US markets whereas in reality Optimus don't on the Rithmic engine.

Certainly liking Sierra, has some solid core features.

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  #346 (permalink)
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Can someone point me to where cumulative delta volume tool is in Sierra? I want to add it to my chart, preferably with a delta bar built on continuous data (like what was discussed in the recent CD webinar). It's my understanding SC can do this, but as a novice SC user I haven't found where or how...

Mike

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  #347 (permalink)
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Maybe you can check the post at around #40 of tbis thread, where I was discussing with lolu about footprint stuff

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  #348 (permalink)
Italy (IT)
 
Experience: Advanced
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Big Mike View Post
Can someone point me to where cumulative delta volume tool is in Sierra? I want to add it to my chart, preferably with a delta bar built on continuous data (like what was discussed in the recent CD webinar). It's my understanding SC can do this, but as a novice SC user I haven't found where or how...

Mike

Look here .

Take your Pips, go out and Live.
Luke.
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  #349 (permalink)
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NickA View Post
I know a couple of people that really like OE however I'm pretty sure OE data is not good enough for volume@bid/ask work. I think Velocity are based on a TT engine. I wonder how there (TT) data is nowadays? It is always been pretty timely but the quality of there bid/ask info has been questioned at times.

As an aside I have been pretty unimpressed by Optimus' service... one line (anonymous) answers from someones phone not only that they are not wholly accurate or complete. For example I was told Rithmic does not support US markets whereas in reality Optimus don't on the Rithmic engine.

Certainly liking Sierra, has some solid core features.

TT data is not good for bid ask, cos is not the same data you have on X-Trader, but comes Thru TT-Fix adapter.

Rithmic is good, CTS is good.

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  #350 (permalink)
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omaha786 View Post
I just got back from Howard. He said, Rithmic charges 30 cents per side vs. 5 cents per side for TT.

Maybe you can ask how much they charge for CTS data.

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  #351 (permalink)
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Trader Y View Post
Hi LukeG, yes initially there was a thread about a few people having issues but lately I haven't seen much about it. Maybe you know of a link where there is another discussion about it as I'm curious. Today I kept refreshing that board in hopes that many others were noticing the same thing but no one posted anything. Today was brutal as far as lags go, sometimes over 30 seconds. The broker acts like nothing is wrong, Transact support acts like nothing is wrong and it's on your end, thus nothing really has changed when you cry help from them. All I can see is people just finding better Brokers elsewhere.

I don't have more resources on this, but time ago I was using Transact, but then i left it cos I Always saw some speed problem Thru SC, and since there are better data....

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  #352 (permalink)
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Big Mike View Post
Can someone point me to where cumulative delta volume tool is in Sierra? I want to add it to my chart, preferably with a delta bar built on continuous data (like what was discussed in the recent CD webinar). It's my understanding SC can do this, but as a novice SC user I haven't found where or how...

Mike

I found it a second or two after I posted. It is worth investigating how it is set up as it illustrates a couple of things that are quite powerful (study on study to get the cumulative delta and then apllying this study from a 'fast' chart to drive a 'regular' chart and displaying it as bars). Somewhat cumbersome at first but a great deal of flexibility.

 
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  #353 (permalink)
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LukeGeniol View Post
TT data is not good for bid ask, cos is not the same data you have on X-Trader, but comes Thru TT-Fix adapter.

Rithmic is good, CTS is good.

I compared Time and Sales between Ninja/Zenfire/Amp and Sierra/TT/Velocity, via the FIX adapter, before I switched to Sierra and the number of trades and the volume of each trade were virtually the same.

 
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  #354 (permalink)
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tomgilb View Post
I compared Time and Sales between Ninja/Zenfire/Amp and Sierra/TT/Velocity, via the FIX adapter, before I switched to Sierra and the number of trades and the volume of each trade were virtually the same.

Zen thru Amp seems not good .
Anyway for doing a reliable comparation you need IQFeed.

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  #355 (permalink)
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tomgilb View Post
I compared Time and Sales between Ninja/Zenfire/Amp and Sierra/TT/Velocity, via the FIX adapter, before I switched to Sierra and the number of trades and the volume of each trade were virtually the same.

BID/ASK data (BID/ASK differential) is what you need to focus on for data comparison testing.....not T&S data.


SC CD tools link........... https://www.sierrachart.com/index.php?l=doc/helpdetails71.html

 
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  #356 (permalink)
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The thing is it can all change overnight.....pretty much literally. What usually happens is that things deteriorate over time if capacity is not properly planned. The provider then realises they need to upgrade infrastructure which they do and everything is sweet again. I think the CME changes in reporting trades round the fall of last year (which increased traffic) caught some (including Zen) unprepared. It was pretty fine before that, actually I did not experience too much difficulty after.

I wrote some stuff in multicharts to do quantitative measurements automatically sadly all that revealed is the architecture of MC is not up to the task!!! (I strongly suspect Ninja is not either).

Why are things never straightforward!

 
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  #357 (permalink)
the coin hunter
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Big Mike View Post
Can someone point me to where cumulative delta volume tool is in Sierra? I want to add it to my chart, preferably with a delta bar built on continuous data (like what was discussed in the recent CD webinar). It's my understanding SC can do this, but as a novice SC user I haven't found where or how...

Mike

a sample of a chart book of building 1m delta bar out of 1 sec delta bar

remember to put dll in /data folder

things to look for
- overlay study adds data source to its name to prevent the confusion in case you use multiple overlay studies.
- I point to chart #11 but you may have to change it to a diff number in case it doesn't do it automatically.

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  #358 (permalink)
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dll source?

 
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  #359 (permalink)
the coin hunter
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aslan View Post
dll source?

he didn't provide the cpp
https://www.sierrachart.com/index.php?page=doc/error.php

 
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  #360 (permalink)
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here's some links to .cpp files on cum delta.

Sierra Chart - View Single Post - Divergence-indicator for price / volume?

https://www.sierrachart.com/index.php?page=doc/error.php

You may also find this useful.

Bid & Ask Depth Bars - Sierra Chart

and some more .cpp's

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  #361 (permalink)
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@cory @rainman2, there some improvement with these study instead a normal way to build cumulative delta bars?

P.s. I use the Summation study instead Cumulative Sum of Study, cos i can input the bid ask vol directly from main chart without having to add the Bid-Ask Vol study.

Take your Pips, go out and Live.
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  #362 (permalink)
the coin hunter
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of course we can compare to see which one looks the best.

 
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  #363 (permalink)
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BigMike,

I donít know if you figured out how to set up CD but, if not, you can do what has been suggested above or below are specific steps of one way to do it.
1) Once you have your intraday chart set up you add 2 studies. First add the BidVolume vs. AskVolume study and then click the Settings button. Under the Subgraphs tab
a) for the Draw Style select Ignore for Ask Volume, Bid Volume, and Zero Line.
b) for Difference (SG5) select Bar for Draw Style. Then under Auto-Coloring, select Based on +/- and then just above auto-coloring adjust for the two colors you want. Donít forget to check Show under Value Label to display the number.
This will plot the delta for each bar. If you donít want this and just want CD then just select Ignore under Draw Style for Difference(SG5)

2) Then add Cumulative Sum of Study and again click Settings. Under the Settings and Inputs tab, change SG1 to SG5 under Input Value.
Then under the Subgraphs tab you will see only Sum(SG1) and do the same changes as for Difference in 2b.

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  #364 (permalink)
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FulcrumTrader View Post
BID/ASK data (BID/ASK differential) is what you need to focus on for data comparison testing.....not T&S data.


SC CD tools link........... Sierra Chart - Help Details - Cumulative AskVolume and BidVolume Difference Bars (Cumulative Delta)

Sorry for mixing apples and oranges... And thanks for the insight regarding data comparison. Anyway, TT data is of equal quality to Zenfire with respect to T&S, and both are adequate for my current needs. I just wanted to move from Ninja to Sierra with commensurate data.

 
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  #365 (permalink)
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What is the number on the very bottom right of a chart? It seems to change but I haven't yet figured out what it is.

Mike

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  #366 (permalink)
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Big Mike View Post
What is the number on the very bottom right of a chart? It seems to change but I haven't yet figured out what it is.

Mike

It's the spacing between bars. You can use up/down arrows to adjust the spacing. The letter "L" is new to me, I guess it means Fill Space Locked.

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  #367 (permalink)
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omaha786 View Post
It's the spacing between bars. You can use up/down arrows to adjust the spacing. The letter "L" is new to me, I guess it means Fill Space Locked.

The background color changes if you are not at the end of the chart. Does it do anything else?

 
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  #368 (permalink)
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I'm sitting there waiting to get a long on the TF and it freezes. This is what I was talking about, does anyone else have this problem?

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  #369 (permalink)
the coin hunter
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cumulative delta chart- reset each day
bottom here


update


 
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  #370 (permalink)
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Mookie9920 View Post
I'm sitting there waiting to get a long on the TF and it freezes. This is what I was talking about, does anyone else have this problem?

That looks like Infinity's DOM, not Sierra's.
Infinity/TransAct/ATCharts seems to be a problematic combo for many, based on posts on the Sierra forum.

I've never had Sierra freeze even once in 9 months since I switched from Ninja. Ninja...well that's another story.

 
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  #371 (permalink)
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Ya, it's a feed issue for sure. TF has always been a problem for me, even before the latest update to ATcharts. I never had Sierra freeze in the past but since the update and their integration (ATCharts) they both freeze up now. Try calling in to support. Or if you have then you know how it is going to go.

Ring.Ring..
TRANSACT!
Um, Hello, I am getting some freezing, are your systems fine? Anyone else having problems?
No! Everything is fine. It's your internet.

Best thing to do is get another feed and try them side by side. I did this and I haven't had an issue at all with other feeds tested. Hence, my internet is fine. It's best to transfer. It has been co$ting me too. Sucks but luckily there is a thing called competition out there

 
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  #372 (permalink)
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Trader Y View Post
Ya, it's a feed issue for sure. TF has always been a problem for me, even before the latest update to ATcharts. I never had Sierra freeze in the past but since the update and their integration (ATCharts) they both freeze up now. Try calling in to support. Or if you have then you know how it is going to go.

Ring.Ring..
TRANSACT!
Um, Hello, I am getting some freezing, are your systems fine? Anyone else having problems?
No! Everything is fine. It's your internet.

Best thing to do is get another feed and try them side by side. I did this and I haven't had an issue at all with other feeds tested. Hence, my internet is fine. It's best to transfer. It has been co$ting me too. Sucks but luckily there is a thing called competition out there

...................... Forums - Transact provides a different data feed for Sierra Chart,... that lags

Take your Pips, go out and Live.
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  #373 (permalink)
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So trying to get the data feed straightened out. Infinity gave me transact number, I called transact and they tell me they have nothing to do with the charts lagging, it's sierras problem.

 
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Mookie9920 View Post
So trying to get the data feed straightened out. Infinity gave me transact number, I called transact and they tell me they have nothing to do with the charts lagging, it's sierras problem.

From what I've read, I believe the answer is to get rid of TransAct. Try Velocity Futures or Optimus Futures.

Mike

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  #375 (permalink)
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Big Mike View Post
From what I've read, I believe the answer is to get rid of TransAct. Try Velocity Futures or Optimus Futures.

Mike


Thats the conclusion I've come to. But it's infinity charts, and I like there DOM and speed so idk if I want to leave them. You tried X_trader right? What did you think of X_study? Garbage? I only need alot of charts, and some pivots. No backtesting or indicators on the charts

 
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I would not use X_Trader for charting. Only for DOM. And while it was nice, I am actually really enjoying the DOM in Sierra after getting used to it.

Mike

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  #377 (permalink)
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Mookie9920 View Post
... But it's infinity charts, and I like there DOM and speed so idk if I want to leave them...

I also really liked Infinity's DOM. However, there were occasional lags and missing data especially during fast markets. On several occasions I had 10-15 range bars within a time period with Ninja/ZF compared to only about half as many with Transact/Sierra. Consequently, I closed my Infinity account and just opened one with Matt at Optimus Futures. Very happy with the Sierra/Rithmic/Optimus combo.

 
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  #378 (permalink)
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R|Trader DOM is always a possibility with Sierra/Rithmic. Anyone tried it?

 
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  #379 (permalink)
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I am on my way to using that combo (Sierra and Rithmic), just a few more days until it's setup. I have a demo with Rithmic and the feed doesn't miss a beat. Yesterday during the FOMC announcement I watched 3 Dom's with Rithmic and all worked excellent. I watched the Transact DOM in disgust. Like you mentioned there are times after the freeze that it won't even print the missed data so you end up with false volume data and price high lows. Rithmic has the R Trader DOM. Once you use it you'll see the Infinity one is a joke that only rookies should be using. There are many more settings options with Rtrader, even a self test Ping/speed test built into the Program. I will still be using Sierra as the issue is a data feed one not the charting software.

 
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  #380 (permalink)
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I noticed something very strange today. MultiCharts was severely lagging Sierra Chart. Both are using IQfeed, both the same symbol.

Very odd. I haven't rebooted my machine in about a month or restarted MultiCharts in probably just as long, so I am going to do that now.

I recorded a video to capture what I was seeing... I am running MC7 alpha, so maybe there is just a bug somewhere as I've never seen this before.

MultiCharts is on left, SC on right. At first MultiCharts is just flat out not moving, then it comes and displays all the ticks at once. During this time I was monitoring my CPU usage with taskmgr, I was showing less than 10% usage the entire time I was recording the video, so these "spurts" where not CPU-bound.

Mike

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  #381 (permalink)
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Big Mike View Post
I noticed something very strange today. MultiCharts was severely lagging Sierra Chart. Both are using IQfeed, both the same symbol.

Very odd. I haven't rebooted my machine in about a month or restarted MultiCharts in probably just as long, so I am going to do that now.

I recorded a video to capture what I was seeing... I am running MC7 alpha, so maybe there is just a bug somewhere as I've never seen this before.

MultiCharts is on left, SC on right. At first MultiCharts is just flat out not moving, then it comes and displays all the ticks at once. During this time I was monitoring my CPU usage with taskmgr, I was showing less than 10% usage the entire time I was recording the video, so these "spurts" where not CPU-bound.

Mike


Mike
This is exactly what I have experienced with ToS. It is a big concern (and when you are in a trade and it happens, it a huge concern). The fear I have, is how many times has it happened and I did not know about it?
Papa15

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  #382 (permalink)
the coin hunter
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Big Mike View Post
I noticed something very strange today. MultiCharts was severely lagging Sierra Chart. Both are using IQfeed, both the same symbol.

Very odd. I haven't rebooted my machine in about a month or restarted MultiCharts in probably just as long, so I am going to do that now.

I recorded a video to capture what I was seeing... I am running MC7 alpha, so maybe there is just a bug somewhere as I've never seen this before.

MultiCharts is on left, SC on right. At first MultiCharts is just flat out not moving, then it comes and displays all the ticks at once. During this time I was monitoring my CPU usage with taskmgr, I was showing less than 10% usage the entire time I was recording the video, so these "spurts" where not CPU-bound.

Mike

run away, that was how i blew up my account with false data from mytract.

 
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  #383 (permalink)
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cory View Post
run away, that was how i blew up my account with false data from mytract.

Yikes , sorry to hear that.

In fairness, I had never seen it happen before, and it is an Alpha release. From what I understand they are going to beta status soon, but lately my interest has been with SC as I like their chart trader.

Mike

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  #384 (permalink)
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Big Mike View Post
(2) How can I adjust the margin of panel 1 so that there is some room between the top and bottom (high and low) of price so that bars don't go right up to the top or bottom of the panel -- as you can see here it is causing the Depth graph to be missing all the bid information because it is below the margin area.

Mike


chrislb View Post
As far as I remember there was something in the support board from kiwi to add top/ bottom margins.
But I am not sure.

After a year of using SC, it is good to see others seeing value in the stability (I can't remeber when SC crashed the last time) and flexibility SC offers.


JustWondering View Post
The best I have come up with so far is to add two invisible studies that "add" the extra margin

Study Subgraph Add Input = High, Add = Depends on the chart, I use 0.25 for AAPL, Draw Style = Do Not Draw

Study Subgraph Subtract, Input = Low and the rest is the same as above.

Not perfect IMHO but better than nothing.

Spiros

I don't know if anyone is still looking for this or not, but I just saw it in Kiwi's custom studies, called Screen Padder.


https://www.sierrachart.com/index.php?page=doc/error.php

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The following 2 users say Thank You to vegasfoster for this post:
 
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  #385 (permalink)
Wake Forest, NC
 
Experience: Intermediate
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I just opened an account at Optimus and plan on using Sierra Charts. I am going to be on sim for a few days to get used to it.

I have a couple of questions about trading through SC. Are bracket orders held on my PC, at SC on their server's, or at the broker's servers? How does how its handling of bracket orders differ from NinjaTrader?

Thanks in advance
Papa15

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  #386 (permalink)
Nashville TN USA
 
Experience: Advanced
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papa15 View Post
I just opened an account at Optimus and plan on using Sierra Charts. I am going to be on sim for a few days to get used to it.

I have a couple of questions about trading through SC. Are bracket orders held on my PC, at SC on their server's, or at the broker's servers? How does how its handling of bracket orders differ from NinjaTrader?

Thanks in advance
Papa15

I believe the only brokers/feeds (that work with Sierra) that offer server side OCO are IB and OEC. With all the others, the OCO is handled by Sierra on your computer.

Here's a recent post:
When auto trading with attached orders - Sierra Chart

To verify this, check the What is Included section of each Supported Service:
Sierra Chart - Supported Data and Trade Services

Not sure about OCO with Ninja.

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  #387 (permalink)
San Diego, California
 
Experience: Intermediate
Platform: Sierra Chart
Broker: IB, OEC, Optimus, DDT
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tomgilb View Post
I believe the only brokers/feeds (that work with Sierra) that offer server side OCO are IB and OEC. With all the others, the OCO is handled by Sierra on your computer.

Here's a recent post:
When auto trading with attached orders - Sierra Chart

To verify this, check the What is Included section of each Supported Service:
Sierra Chart - Supported Data and Trade Services

Not sure about OCO with Ninja.

I just started using SC ChartDOM. One thing I noticed for both IB and OEC is if you send a limit order with an attached bracket, it sends the limit order only. It sends the bracket after the limit order is filled. So there is a potential danger here if the connection dropped before the limit order is filled.

I never used Ninja ChartTrader.

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  #388 (permalink)
Princeton, New Jersey, USA
 
 
Posts: 24 since Nov 2010
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Hi,

I am considering Sierra Chart for my charting. Looking through the services that it offers, the one that amazes me is Historical Intraday Futures Data (Backfill Data). Looking at the symbols, it looks like they offer it mostly for stock futures and currencies. What I find amazing is that they have tick by tick data going back to 2006. If I am trading E-Minis, and I want to use market replay with simulator, I have more than 4 1/2 years of tick by tick data.

I don't know of anyone who offers backfill that large. Tradestation tick data goes back 6 months to 1 year. IQFeed is now 4 months. Yet here, for $26 a month, we not only have a highly regarded charting package but a hell of a lot data.

I was looking for tick by tick historical data on CME website. They charge $75 per symbol per month!

This deal seems too good to be true. Can anyone give me feedback on the quality of the backfill data? How well does market replay work with it? I am also curious where it comes from, exchange or some other source (?).

Thanks,
Paladin

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  #389 (permalink)
the coin hunter
virginia
 
Experience: Intermediate
Platform: ninja
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they start collecting data after many users requested it, coming from whichever data feed users use.
ps. the first question a new system use wants to know is do they have any tick data.

 
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  #390 (permalink)
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Swing Trader
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Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
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According to:

Sierra Chart Historical Data Service

The backfill is from Barchart.com, so not the greatest -- but if it's free then you can't argue with that. I think some comparisons of Barchart were made in the big thread here:


Mike

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  #391 (permalink)
Princeton, New Jersey, USA
 
 
Posts: 24 since Nov 2010
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Hi, Mike,

Unfortunately, I do not seem to have access to the thread you mention.

Sierra Chart Historical Data Service is different than the one I mention. The one I mean is here:

Sierra Chart Help Details - How to Access Sierra Chart Historical Intraday Futures Data (Backfill Data)

This one has tick by tick data on some major futures contracts.

Thanks,
Paladin

 
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  #392 (permalink)
London
 
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Platform: MC & Ninja mainly
 
Posts: 132 since Jan 2010
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There seems to be some confusion over their historic data....well in my mind at least. It does seem like they have two one from barchart.com and a 'quality' one from their own servers using Rithmic data that includes bid/ask but only goes back 30 days. I might be right off track though.

 
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  #393 (permalink)
Princeton, New Jersey, USA
 
 
Posts: 24 since Nov 2010
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I contacted Sierra Chart regarding the backfill futures data, and basically they said that it's not perfect or guaranteed, but should be good enough for most. So it depends on what you need. The good news is that you can always buy historical tick data that you trust completely and import it into Sierra Chart. I intend to try Sierra's simulator/market playback. It seems that their particular set-up for that type of training is better than many others.

 
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  #394 (permalink)
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Manta, Ecuador
 
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Interesting. I like to know where the data is coming from, I guess that is my overbearing and controlling side shining through, so just a "it should be good enough" answer isn't good enough for me

Maybe they can answer it next week as we're having a Sierra Chart webinar next Thr the 17th. Details to come soon.

Mike

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  #395 (permalink)
London
 
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Big Mike View Post
Interesting. I like to know where the data is coming from, I guess that is my overbearing and controlling side shining through, so just a "it should be good enough" answer isn't good enough for me

Maybe they can answer it next week as we're having a Sierra Chart webinar next Thr the 17th. Details to come soon.

Mike

Indeed. They seem to verge on evasive about this.

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  #396 (permalink)
UK
 
 
Posts: 3 since Aug 2010
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I think SC's replay functionality is superb. I like that I don't need to record the days action. I can just open up a chart scroll to the bar I want to replay from and hit replay and away you go.

I have tried replay on both Ninja and OEC. Both require you to record that days action. When I last tried OEC's replay functionality it would consistently freeze.

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  #397 (permalink)
Princeton, New Jersey, USA
 
 
Posts: 24 since Nov 2010
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Yes, for me, replay function with simulator is a must. And to be able to do it with imported historical tick (or end of day) data is another requirement, which is the problem I have with NinjaTrader.

Sierra Chart is one of the four platforms that I am aware of that meet all the requirements. (The others are Trade Navigator, Ensign, Investor RT/Market Delta). But that's a topic for another thread.

Regarding the mysterious backfill futures data, I think it would be too much to expect that it would be guaranteed. Just look at CME data mine, CQG Data Factory, TickData or other historical data vendors, and see how much they charge.

I suppose that someone who has at least some some stored data from a reliable source, like IQFeed, could compare it to the backfill data to see just how good it is (or not). When I start my Sierra Chart trial, I will try to compare it to the little reliable data that I have stored.

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  #398 (permalink)
NJ
 
 
Posts: 33 since Jan 2011
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Does anyone know if I can superimpose a moving average from a 5 min chart onto a different chart?

 
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  #399 (permalink)
the coin hunter
virginia
 
Experience: Intermediate
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Mookie9920 View Post
Does anyone know if I can superimpose a moving average from a 5 min chart onto a different chart?

yes, use overlay study

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  #400 (permalink)
NJ
 
 
Posts: 33 since Jan 2011
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Found it, it's under studies. Then go to study/ price overlay. Thanks for the help


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Last Updated on July 24, 2011


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