And what about SierraChart

March 4th, 2010, 04:08 AM

chrislb

lolu

I wouldn't use my chartbook because I didn't changed a lot and you would have to adapt all that tick stuff again. Just go to chart settings and change as below. But I attache the fesx chartbook as well.

chris

chris,

All my efforts to setup a 4 rng 6E Footprint (using my existing 6E bookchart as you suggested above) yielded the attached fuzzy bookchart. It seems I'm having issues to resolve on historical data for the range chart type. Have a look at the X-axis (time axis) to see what I mean; and whenever I have the range bookchart setup, my chart considerably slows down.

Interestingly, I have good Footprint setups for Ticks, Volume, and Days-Mins-Secs chart types, whatever number of ticks, volume, or minutes (respectfully) I chose.

Lolu

March 4th, 2010, 04:49 AM

Hi lolu

check your RB settings. It should read in the range of 0.0005 - 0.001. See chart.

chris

March 4th, 2010, 06:47 AM

chrislb

Hi lolu

check your RB settings. It should read in the range of 0.0005 - 0.001. See chart.

chris

chris,

Yeah, 0.001 did it (see my attached screenshot). Is this now a 1 range chart instead of 4 range ? I'm now getting familiar with Sierra various settings and features.

Lolu

March 4th, 2010, 07:01 AM

I am not an expert, but the range you choose, depends on the tick size. So if your tick size is 0.0001 like in the 6E -> 0.001 would be a 10 RB.

chris

March 4th, 2010, 07:10 AM

It is not completely true with the tick size, because like in FDAX a 3RB is actually 6 ticks.
The here: Sierra Chart - Help Details - Tick, Volume or [AUTOLINK]Range[/AUTOLINK] Bar Charts Do Not Match Setting or Are Not Accurate or Are Inconsistent

March 4th, 2010, 10:47 AM

chrislb

Hi lolu

a couple a days ago i stumbled across this site Electronic Local
mentioned by Brett Steenbarger. I have no idea, if he is so successful as he is posting, but I was inspired by the range bar stuff. So I switched to fesx with 4 point rb. It is amazing to see, how the delta in the bar changes at valid reversals. I have to further explore this. But this was the reason I put the volume on top of the delta histogram. In the chart attached you can see how volume and delta confirms the move. It happens right at support, so it is a nice example for a hindsight trade. I have to work on the real time pattern recognition.

chris

chris,

See the two trades I took a little while ago based on the range chart; very interesting.

Lolu

March 4th, 2010, 11:52 AM

Here is a study collection. I adapted it from the blog, but I like to have the CumDelta (blue line) in the chart, not in a subgraph. Also I don't use his indicator settings, but it is a good start. For E6 you have to adjust the settings for sure.

March 4th, 2010, 02:59 PM

and here is a setup that should be remained no name and no picture but interesting to look nevertheless.

March 5th, 2010, 04:35 AM

Here is a comparison with the chart from 03/04/2010 :
Electronic Local

The bid x ask bar and delta looks pretty close. So my bid/ask data and the accuracy of storing it in SC seems to be ok.

chris

March 5th, 2010, 05:47 AM

chrislb

Here is a comparison with the chart from 03/04/2010 :
Electronic Local

The bid x ask bar and delta looks pretty close. So my bid/ask data and the accuracy of storing it in SC seems to be ok.

chris

chris,

Is your chart (on the right) 60minutes too ? I'm setting mine up on a range type.

Lolu

And what about SierraChart

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And what about SierraChart