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Date/Time: Mon, 23 Dec 2024 06:22:37 +0000



VbP difference

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[2015-01-02 20:21:36]
User12089 - Posts: 361
VbP composite for the last 90 days appears totally different for SOME price levels on standard P&F chart and 14 tick range (aka 3.5 point range) chart

Having looked at another trading / charting application the Composite Volume Profile on the P&F chart is the correct one, while the one on 14 range is wrong for SOME price levels

That includes even simple things like where the VPoC is put

Any ideas
Date Time Of Last Edit: 2015-01-02 20:23:43
[2015-01-02 20:38:48]
Sierra Chart Engineering - Posts: 104368
Accuracy of Volume by Price study profiles on Point and Figure charts is reduced and we will not provide any support for using the Volume by Price study on a Point and Figure chart.

For other Bar Period Types, refer to this section here to resolve differences:
https://www.sierrachart.com/index.php?page=doc/doc_VolumeByPrice.html#VolumeProfileDifferences

We also see you are using DTN. That service is not as accurate as you may think because of its historical tick by tick data limitations. We recommend using the Sierra Chart Exchange Data Feed instead. This is documented here:
http://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php

This is the reason we dislike DTN. It is really problematic the historical data limitation they impose.




Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2015-01-02 20:39:41
[2015-01-02 22:34:50]
Sierra Chart Engineering - Posts: 104368
Here is a good test you can try. Install another copy of Sierra Chart on your system and set it to use the Sierra Chart Historical Data Service.

Instructions:
http://www.sierrachart.com/index.php?page=doc/SierraChartHistoricalData.html


Make sure to set it for a tick by tick data configuration.

Open a chart for ESH15. You can see the speed and completeness of the historical data. The Sierra Chart Exchange Data Feed uses this same historical data.


Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2015-01-02 22:35:10

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