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Sierra Chart and custom bar types


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Sierra Chart and custom bar types

  #21 (permalink)
 
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 DavidHP 
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Big Mike View Post
It is not safe.

Mike

Just my opinion...

I think DLL's should be allowed as long as they are not obfuscated and/or the author supplies the source code.

I don't have an issue 'seeing' inside most DLL's and that reduces the danger for me.
But I don't think most here have that ability.

I hope this works since many resources have not been posted because of the DLL restriction.

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  #22 (permalink)
 
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 aslan 
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I think requiring the source is a reasonable trade off. Of course, do you really know that the dll matches the source? It will never be safe, but having the source gives you a better warm fuzzy feeling.

If it is a problem, could post dll's on the SC forum, and point to them from here, but then why post here also?

It is a sticky problem for sure, but there are plenty of people that just want things that work and don't want to mess with the source. There are others that want the source to tweak something, or just see what it is doing.

I don't have the answer, but I also don't want to hold peoples hands because they don't know/don't want to know how to compile code.

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  #23 (permalink)
 
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Let's stop the DLL discussion in this thread and take it to a new thread:



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  #24 (permalink)
 
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 aslan 
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You can find BetterRenko for Sierra Charts here. Enjoy.

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  #25 (permalink)
 
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 LukeGeniol 
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aslan View Post
You can find BetterRenko for Sierra Charts here. Enjoy.

Great work @aslan, thanks, I'll test it.
You can post the .cpp and .dll here.

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  #26 (permalink)
 
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 LukeGeniol 
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aslan View Post
Attached is the Sierra Chart source file for Kase bars as described in the Kase thread. This is a port of the NT version...................

I tested it a bit and i found that the price updates slowly than standard bar, don't know if this is an SC issue or what.
Anyway a big problem of SC is the tick data that eats too many pc resources, but it is fundamental for the accuracy of some studies and custom bar like yours.
I Don't really know why SC does not try to handle seriously this issue, it seems related also to how SC handles the histrical data, which I do not totally get, cos seems that every time it has to download the same data again, then the qestion is: is data locally stored in a sort of database? If yes where? It's all in SCID file?

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  #27 (permalink)
 
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 aslan 
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LukeGeniol View Post
I tested it a bit and i found that the price updates slowly than standard bar, don't know if this is an SC issue or what.

Have you changed your update interval? The default is kind of slow. I set mine to 50ms, and have zero issues with updates on CL/ES.

Quoting 
Anyway a big problem of SC is the tick data that eats too many pc resources, but it is fundamental for the accuracy of some studies and custom bar like yours.

Yes, I agree on this front. SC seems to recommend not storing data as ticks, but then you are not getting completely accurate data. Of course depending on how you trade, needing every tick may not be necessary.

Quoting 
I Don't really know why SC does not try to handle seriously this issue, it seems related also to how SC handles the histrical data, which I do not totally get, cos seems that every time it has to download the same data again, then the qestion is: is data locally stored in a sort of database? If yes where? It's all in SCID file?

Historical data is stored on disk in your data dir in the scid files. If you pull one up, you will see that the data is ASCII, which seems not real efficient, but I suspect their original focus was to be able to easily look at and modify data in other tools. NT has cached bars, but that has its own issues.

When you are using a custom chart with tick data, I would not load too many days of data (5-10 max). I have not found the resources to be a problem, but the load time. Interestingly, this is a huge win for SSDs, and SC is very good at using as many threads as your processor has. After initial load of data, I have had no issues with speed.

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  #28 (permalink)
 vegasfoster 
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I had nt, regular sc candlesticks and kase bars open at the same time and both sc charts were always faster than the nt chart, but sometimes one sc chart would move before the other and vice versa. It just looked to be how my computer was allocating processing power or something, but it was after hours though, so I will try to look at it tomorrow when its busy and see if there is a difference.

I like em alot, my only issue is that the range marker doesn't seem to work anymore with em. I was able to tweak the jtrangemarker for ninja to make it work, but I don't have the skills for sc.

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  #29 (permalink)
 
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 aslan 
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Not sure it is the skills as much as knowing the model.

SC is not NT. When you understand what is going on, this is a very good thing. However, getting started can be an issue. For example, bar timestamps are starting times instead of ending times. Not a big deal, but if you are used to NT, it can throw you a curve ball. The model used for storing array data is extremely efficient, but again it is very different and you have to learn it. There is a lot to learn, and I am still learning some of it for sure, but for me and my skill set, I would be hard pressed to go back.

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  #30 (permalink)
 
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 LukeGeniol 
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aslan View Post
Have you changed your update interval? The default is kind of slow. I set mine to 50ms, and have zero issues with updates on CL/ES.

Yes, I agree on this front. SC seems to recommend not storing data as ticks, but then you are not getting completely accurate data. Of course depending on how you trade, needing every tick may not be necessary.

Historical data is stored on disk in your data dir in the scid files. If you pull one up, you will see that the data is ASCII, which seems not real efficient, but I suspect their original focus was to be able to easily look at and modify data in other tools. NT has cached bars, but that has its own issues.

When you are using a custom chart with tick data, I would not load too many days of data (5-10 max). I have not found the resources to be a problem, but the load time. Interestingly, this is a huge win for SSDs, and SC is very good at using as many threads as your processor has. After initial load of data, I have had no issues with speed.

Ja, i have 50ms too, that is the max speed, I will try it again.
Actually SC suggest to store tick data for the studies that use ask bid volume, which I use, but d not suggest to use tick in charting due to possibility of performance issue.
My problem is that i use long term historical data, and this way I need separate chart to use custom chart with tick data.
P.s. the kase bar seems has the same issue of OHLC, HLC or HL Avg, like betterrenko before u fix it.

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Luke.
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