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And what about SierraChart


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And what about SierraChart

  #351 (permalink)
 
LukeGeniol's Avatar
 LukeGeniol 
Italy (IT) Italy
 
Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker: Rithmic
Trading: CL, Brent, GC, TF
Frequency: Daily
Duration: Minutes
Posts: 1,499 since Apr 2010
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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....

Take your Pips, go out and Live.
Luke.

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  #352 (permalink)
 NickA 
London
 
Experience: None
Platform: MC & Ninja mainly
Posts: 135 since Jan 2010
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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.

  #353 (permalink)
 Sawtooth 
Prescott AZ USA
 
Experience: Advanced
Platform: SierraChart
Broker: Stage5, FCM:Dorman, Data:Denali, Routing:Teton
Trading: YM ES NQ
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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.

  #354 (permalink)
 
LukeGeniol's Avatar
 LukeGeniol 
Italy (IT) Italy
 
Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker: Rithmic
Trading: CL, Brent, GC, TF
Frequency: Daily
Duration: Minutes
Posts: 1,499 since Apr 2010
Thanks Given: 408
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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.

Take your Pips, go out and Live.
Luke.
  #355 (permalink)
 
FulcrumTrader's Avatar
 FulcrumTrader 
Austin, TX & Las Vegas, NV
 
Experience: Advanced
Platform: Investor RT Pro, NT 7.0
Trading: ES, DAX, CL, 6E
Posts: 230 since Mar 2010
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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

  #356 (permalink)
 NickA 
London
 
Experience: None
Platform: MC & Ninja mainly
Posts: 135 since Jan 2010
Thanks Given: 5
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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!

  #357 (permalink)
 
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 cory 
virginia
 
Experience: Intermediate
Platform: ninja
Trading: NQ
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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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Elite Membership required to download: delta-sample.cht
  #358 (permalink)
 
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 aslan 
Madison, WI
 
Experience: Advanced
Platform: ALT
Trading: ES
Posts: 625 since Jan 2010
Thanks Given: 356
Thanks Received: 1,127

dll source?

  #359 (permalink)
 
cory's Avatar
 cory 
virginia
 
Experience: Intermediate
Platform: ninja
Trading: NQ
Posts: 6,098 since Jun 2009
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aslan View Post
dll source?

he didn't provide the cpp
https://www.sierrachart.com/supportboard/member.php?u=14990

  #360 (permalink)
rainman2
new jersey
 
Posts: 11 since Feb 2010
Thanks Given: 5
Thanks Received: 6


here's some links to .cpp files on cum delta.

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

https://www.sierrachart.com/supportboard/showpost.php?p=129441&postcount=80

You may also find this useful.

Bid & Ask Depth Bars - Sierra Chart

and some more .cpp's

Attached Files
Elite Membership required to download: CumlativeDeltaVolume-noreset.cpp
Elite Membership required to download: CumlativeDeltaVolume-reset.cpp
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Last Updated on July 24, 2011


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