Support Board
Date/Time: Sun, 22 Dec 2024 05:30:54 +0000
Value Areas
View Count: 934
| [2015-07-23 10:05:56] |
| User78442 - Posts: 260 |
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Using the Volume at Price study what are SC's calculations for the position of the VAH & VAL's. I can't seem to reconcile the levels either using VPOC or VWAP?
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| [2015-07-23 18:52:51] |
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This is documented here: https://www.sierrachart.com/index.php?page=doc/doc_TPOVolProfileCharts.html#Calculations Also Volume Weighted Average Price is different. 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 |
| [2015-07-24 09:32:25] |
| User78442 - Posts: 260 |
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So to confirm SC use the VPOC as the calculation point i.e. if I use 70% as the VA then the VAH is at 35% of the volume above the POC. Am I correct?
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| [2015-07-24 09:56:52] |
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No. This is not correct and we will not repeat here how it is calculated and it is not possible for you either to repeat the calculation. It is far more involved than that. In the section we linked to scroll down to where it says: "Volume Value Area". That is how it is calculated. 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: 2015-07-24 09:59:31
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