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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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.
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
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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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.
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.
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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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...
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.
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.
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.
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).
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
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.
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.
I...
I would like to see them be a little more flexible with their commissions and I might consider switching. My current broker allows extreme flexibility in platforms and the associated costs. It allows you to see where your pennies are going per execution...
Can …
, 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.
@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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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.
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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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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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...
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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 …
.
Take your Pips, go out and Live.
Luke.
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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....
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.
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.
Ok.. So this is what i did.. I deleted Ninja( complete uninstall with revo, and then i deleted the my documents folder for ninja).... So started off from scratch with nothing left including workspaces or settings from before...
I made new account connections( …
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Anyway for doing a reliable comparation you need IQFeed.
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).
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.
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.
I don’t 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. Don’t forget to check Show under Value Label to display the number.
This will plot the delta for each bar. If you don’t 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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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.
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
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.
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
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.
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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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.
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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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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.
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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?
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.
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 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 (?).
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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.
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:
I wil try here to do an analysis and comparation on different data feeds and platforms to perfom studies involving bid/ask data, like comulative bid/ask difference or delta bars and footprint like.
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.
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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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.
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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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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, sorry to hear that.