NexusFi: Find Your Edge


Home Menu

 





Bookmap for Sierra


Discussion in Sierra Chart

Updated
      Top Posters
    1. looks_one srgtroy with 3 posts (3 thanks)
    2. looks_two artemiso with 2 posts (3 thanks)
    3. looks_3 Nicolas11 with 2 posts (2 thanks)
    4. looks_4 Stillgreen with 2 posts (5 thanks)
      Best Posters
    1. looks_one Stillgreen with 2.5 thanks per post
    2. looks_two artemiso with 1.5 thanks per post
    3. looks_3 srgtroy with 1 thanks per post
    4. looks_4 Nicolas11 with 1 thanks per post
    1. trending_up 7,822 views
    2. thumb_up 13 thanks given
    3. group 12 followers
    1. forum 12 posts
    2. attach_file 2 attachments




 
Search this Thread

Bookmap for Sierra

  #1 (permalink)
 
Stillgreen's Avatar
 Stillgreen 
Oregon
 
Experience: Beginner
Platform: Sierra Chart
Trading: ES
Posts: 196 since May 2014
Thanks Given: 356
Thanks Received: 248


There's been some work done by users from a few years ago that creates charts quite similar to what Bookmap and Auction Vista (from Jigsaw) are now doing.
This one for SC by @Nicolas11



It was inspired by this, done by @rounder8 for a different platform



which is shown in the attached image.

I have contacted @Nicolas11 to see if he can adapt his SC set-up to look more like this, but haven't heard back yet. So if someone with the skills is willing to look into it, that would be great.
His thread includes the original .cpp file as well as a .dll

Attached Thumbnails
Click image for larger version

Name:	unfiltered_domchart.png
Views:	575
Size:	174.2 KB
ID:	207384  
Started this thread Reply With Quote
The following 3 users say Thank You to Stillgreen for this post:

Can you help answer these questions
from other members on NexusFi?
NexusFi Journal Challenge - April 2024
Feedback and Announcements
Request for MACD with option to use different MAs for fa …
NinjaTrader
My NT8 Volume Profile Split by Asian/Euro/Open
NinjaTrader
ZombieSqueeze
Platforms and Indicators
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Retail Trading As An Industry
58 thanks
Battlestations: Show us your trading desks!
55 thanks
NexusFi site changelog and issues/problem reporting
48 thanks
What percentage per day is possible? [Poll]
31 thanks
GFIs1 1 DAX trade per day journal
29 thanks

  #2 (permalink)
 nodoji 
New York
 
Experience: Advanced
Platform: SC, TN
Trading: ES
Posts: 85 since Sep 2014
Thanks Given: 10
Thanks Received: 9

If anybody could do this it is Nicolas11

Reply With Quote
  #3 (permalink)
 
Nicolas11's Avatar
 Nicolas11 
near Paris, France
 
Experience: Beginner
Platform: -
Trading: -
Posts: 1,071 since Aug 2011
Thanks Given: 2,232
Thanks Received: 1,769


Hi,

As far as I am concerned, I am not willing to try to reverse-engineer the work done by @DionysusToast
So I will not not add any functionality to what I've done.
I have posted on the other thread the (simple) source code of my work. Any one can do what he/she wants on this basis.

However, I have noticed that some users report an apparent bug ( )
I will try to fix it, with no additional functionality.

Nicolas

Visit my NexusFi Trade Journal Reply With Quote
The following 2 users say Thank You to Nicolas11 for this post:
  #4 (permalink)
 
Neo1's Avatar
 Neo1 
Christchurch, New Zealand
 
Experience: Beginner
Platform: SC
Broker: IB, BC, Dx Feed
Trading: US Equities
Posts: 428 since Jul 2014
Thanks Given: 471
Thanks Received: 531


Nicolas11 View Post
Hi,

As far as I am concerned, I am not willing to try to reverse-engineer the work done by @DionysusToast
So I will not not add any functionality to what I've done.
I have posted on the other thread the (simple) source code of my work. Any one can do what he/she wants on this basis.

However, I have noticed that some users report an apparent bug ( )
I will try to fix it, with no additional functionality.

Nicolas

Is DionysusToast the innovator behind the Heatmap/ Quotemapper? I thought the concept came from Nanex, then there was the likes of Bookmap, Aigovisor and some other cool Russian stuff.

"Free markets work because they allow people to be lucky, thanks to aggressive trial and error, not by giving rewards or incentives for skill. The strategy is, then, to tinker as much as possible and try to collect as many Black Swan opportunities as you can"
Reply With Quote
  #5 (permalink)
 
Nicolas11's Avatar
 Nicolas11 
near Paris, France
 
Experience: Beginner
Platform: -
Trading: -
Posts: 1,071 since Aug 2011
Thanks Given: 2,232
Thanks Received: 1,769

As far as I know, @DionysusToast launched Jigsaw.

Visit my NexusFi Trade Journal Reply With Quote
  #6 (permalink)
 
srgtroy's Avatar
 srgtroy 
Los Angeles, California Republic
Legendary  R.I.P. 1965-2023 
 
Experience: None
Platform: Sierra Chart
Broker: CQG
Trading: ES
Posts: 1,928 since Jan 2011
Thanks Given: 1,375
Thanks Received: 3,722


Nicolas11 View Post
As far as I know, @DionysusToast launched Jigsaw.

I think what @Neo1 is saying is that DionysusToast/Jigsaw did not originate this kind of chart/tool so you would not be 'reverse-engineering' his work. Nanex was the first to come up with the concept years ago, BookMap came later, and after that Jigsaw offered its own version. Basically, everybody already copied Nanex.

Reply With Quote
The following 2 users say Thank You to srgtroy for this post:
  #7 (permalink)
 artemiso 
New York, NY
 
Experience: Beginner
Platform: Vanguard 401k
Broker: Yahoo Finance
Trading: Mutual funds
Posts: 1,152 since Jul 2012
Thanks Given: 784
Thanks Received: 2,685


srgtroy View Post
I think what @Neo1 is saying is that DionysusToast/Jigsaw did not originate this kind of chart/tool so you would not be 'reverse-engineering' his work. Nanex was the first to come up with the concept years ago, BookMap came later, and after that Jigsaw offered its own version. Basically, everybody already copied Nanex.

To set the facts straight, I believe the first time Nanex has used a heat map for this type of visualization in the public was in March 2012.

Before people started using heat maps to this questionable use case, Rick Wicklin and Robert Allison came ahead of 9 participating entries in a competition to demonstrate the use case of heat maps to visualize time series data (for a more meaningful use case of visualizing airline delays) in October of 2009.

Shortly after, a good man (who ran a clinical data company) had publicized the means to do so outside of SAS and open sourced it under the terms of GPL, which preceded the JS-styled calendar heat maps on Github. As of 2010, the same approach was applied by a firm in Iceland to visualize ground temperature and tidal wave amplitudes:



Then as of April 2011, Honeywell filed a patent that generalized this use case, without citing any of the previous use cases.

To be fair, I don't think Nanex has ever claimed to come up with the idea - because they certainly haven't. Please give credit where it's due.

I do applaud @Nicolas11's work ethic and integrity, but I definitely see no form of intellectual property infringement here unless you want to respect Honeywell's patent, in which case Nanex, Bookmap, Algovisor, whatever, should all stop using these plots.

Reply With Quote
The following 3 users say Thank You to artemiso for this post:
  #8 (permalink)
 
srgtroy's Avatar
 srgtroy 
Los Angeles, California Republic
Legendary  R.I.P. 1965-2023 
 
Experience: None
Platform: Sierra Chart
Broker: CQG
Trading: ES
Posts: 1,928 since Jan 2011
Thanks Given: 1,375
Thanks Received: 3,722


artemiso View Post

Then as of April 2011, Honeywell filed a patent that generalized this use case, without citing any of the previous use cases.

Are you saying Honeywell patented the general use of heat maps to visualize data?

Reply With Quote
  #9 (permalink)
 artemiso 
New York, NY
 
Experience: Beginner
Platform: Vanguard 401k
Broker: Yahoo Finance
Trading: Mutual funds
Posts: 1,152 since Jul 2012
Thanks Given: 784
Thanks Received: 2,685


srgtroy View Post
Are you saying Honeywell patented the general use of heat maps to visualize data?

They patented the general use of heat maps for time series data, yes.

Patent US20120262472 - Heatmap timeline for visualization of time series data - Google Patents

Reply With Quote
  #10 (permalink)
 
srgtroy's Avatar
 srgtroy 
Los Angeles, California Republic
Legendary  R.I.P. 1965-2023 
 
Experience: None
Platform: Sierra Chart
Broker: CQG
Trading: ES
Posts: 1,928 since Jan 2011
Thanks Given: 1,375
Thanks Received: 3,722



artemiso View Post
They patented the general use of heat maps for time series data, yes.

Patent US20120262472 - Heatmap timeline for visualization of time series data - Google Patents

#BrokenPatentSystem

Reply With Quote
The following user says Thank You to srgtroy for this post:





Last Updated on May 21, 2016


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts