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Volume Profile over many years


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Volume Profile over many years

  #1 (permalink)
 drw112 
Chicago IL
 
Experience: Beginner
Platform: Sierra Chart
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I've been playing around with Sierra again and was trying to figure out what the most efficient way to get a multi-year right aligned volume profile is.

Should I be using an intraday chart or will historical work? Historical doesn't seem to have the necessary information
Using the continuous contract setting in advanced options?
Am I just trying to load too man days?

Whenever I try to do more than 60 days or so it seems to take forever to load the chart even with all of the data downloaded.

Would someone mind sharing their settings?

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  #2 (permalink)
 
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 Big Mike 
Manta, Ecuador
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I load around 5 years of tick data, it takes maybe 30 seconds on Sierra startup, and I have over 20 charts all loading at the same time. But I also have a very fast machine.

When you say right-aligned, do you mean a single composite profile?

I use intraday bar type.

Mike

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  #3 (permalink)
 drw112 
Chicago IL
 
Experience: Beginner
Platform: Sierra Chart
Trading: Futures
Posts: 117 since Feb 2012
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Big Mike View Post

When you say right-aligned, do you mean a single composite profile?

Mike

Yea a composite profile.

I think I might have had a funky setting or something because I'm not loading 460 days and it is about 20-30 seconds to load the chart.

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  #4 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
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Broker: IBKR
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drw112 View Post
Yea a composite profile.

I think I might have had a funky setting or something because I'm not loading 460 days and it is about 20-30 seconds to load the chart.

What are your computer specs, processor speed, memory and SSD?

Mike

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  #5 (permalink)
 drw112 
Chicago IL
 
Experience: Beginner
Platform: Sierra Chart
Trading: Futures
Posts: 117 since Feb 2012
Thanks Given: 22
Thanks Received: 120


Big Mike View Post
What are your computer specs, processor speed, memory and SSD?

Mike

i7 CPU 860 @ 2.80GHz
8GB of RAM
Standard SATA hard drive. Not sure if it is 5400 or 7200.

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  #6 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
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drw112 View Post
i7 CPU 860 @ 2.80GHz
8GB of RAM
Standard SATA hard drive. Not sure if it is 5400 or 7200.

So sounds reasonable. My machine is 5ghz, 32GB and 2xSSD in RAID 0 and I would say mine is about twice as fast as what you reported, a little more probably due to the SSD's in RAID 0. I have never timed the loading of the chart, but would say no more than 30 seconds for 1500 days of data.

So I think there is nothing wrong with yours. I only start Sierra once a month or so, then it just stays running, so I really never notice the 'loading' times.

Mike

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  #7 (permalink)
 drw112 
Chicago IL
 
Experience: Beginner
Platform: Sierra Chart
Trading: Futures
Posts: 117 since Feb 2012
Thanks Given: 22
Thanks Received: 120


Big Mike View Post
So sounds reasonable. My machine is 5ghz, 32GB and 2xSSD in RAID 0 and I would say mine is about twice as fast as what you reported, a little more probably due to the SSD's in RAID 0. I have never timed the loading of the chart, but would say no more than 30 seconds for 1500 days of data.

So I think there is nothing wrong with yours. I only start Sierra once a month or so, then it just stays running, so I really never notice the 'loading' times.

Mike

Thanks. Appreciate the info. I guess a little patience and it should be loaded and I won't have to worry about it.

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  #8 (permalink)
 
josh's Avatar
 josh 
Georgia, US
Legendary Market Wizard
 
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Big Mike View Post
My machine is 5ghz, 32GB and 2xSSD in RAID 0

(machine envy)

You are running win7 Mike? Is this a custom machine or out of the box?
I have had multiple SC crashes the last few days, and about a week ago I "upgraded" to win8. I am wondering if this is related at all.

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  #9 (permalink)
 
josh's Avatar
 josh 
Georgia, US
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drw112 View Post
I've been playing around with Sierra again and was trying to figure out what the most efficient way to get a multi-year right aligned volume profile is.

Should I be using an intraday chart or will historical work? Historical doesn't seem to have the necessary information
Using the continuous contract setting in advanced options?
Am I just trying to load too man days?

Whenever I try to do more than 60 days or so it seems to take forever to load the chart even with all of the data downloaded.

Would someone mind sharing their settings?

It's probably taking long because you're loading many gigs of tick data.

One solution is this: install two copies of Sierra, and in one copy specificy that the intraday storage unit is somewhere between 10 and 30 seconds. For a multi-year profile, this will be more than accurate enough, very close to tick level. You can then run your copy of this and this will greatly decrease load time of the chart. The disadvantage of course is that unless you are running IQFeed or something similar, you cannot do multiple connects to your data provider and thus you won't get real-time updates with this copy. However, if you are loading and forgetting and not changing bar periods, this will not really matter. The load time from the hard drive to resident memory will take a long time at startup, and then you will also incur a penalty whenever you reload the chart by changing period, etc. But if you don't change anything (and you shouldn't need to for such a long period chart) then it should be all good, just let it run.

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  #10 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,396 since Jun 2009
Thanks Given: 33,172
Thanks Received: 101,534



josh View Post
(machine envy)

You are running win7 Mike? Is this a custom machine or out of the box?
I have had multiple SC crashes the last few days, and about a week ago I "upgraded" to win8. I am wondering if this is related at all.

Win7 x64

I've built my own machines since I was 9, always custom...

I don't think Sierra has crashed on me more than once, ever, and not this year.

I am not at all interested in Win8 at this point. I don't have touchscreen monitors, and wouldn't want them. For a notebook, fine - Win8 with a touchscreen. For a trading workstation with six monitors full of charts, definitely not.

Mike

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Last Updated on November 7, 2012


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