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Date/Time: Wed, 15 Jan 2025 23:44:31 +0000



Volume by price issue

View Count: 3290

[2017-08-28 17:37:24]
User99934 - Posts: 227
Volume bars with small volume are out of proportion. Notice how they extend to next bar.

Settings:
Display total volume
Diagonal difference of bid and ask volume

http://www.sierrachart.com/image.php?Image=1503941172951.png
[2017-08-28 20:54:24]
User283319 - Posts: 4
Hi ,
I can not insert visible volume profil. I put Volume profil via menu Tools/Draw volume profil and volume bar is not visible I have the same peoblem on intraday chart of index $SPX and $VIX.

You cen see only bar when you set: Extend point of kontrol - End of period

http://www.sierrachart.com/image.php?Image=1503953321397.png

http://www.sierrachart.com/image.php?Image=1503953428779.png

Thanks for help.
Ales Simon
[2017-08-29 01:28:51]
Sierra Chart Engineering - Posts: 104368
There may not be any volume data for those symbols and that would be the problem. To check, add the "Volume" study to chart:
Volume
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: 2017-08-29 01:29:20
[2017-08-29 21:32:22]
User283319 - Posts: 4
Hi Sierra Chart Engineering,
I have problem with volume profile from the menu:Tools/ submenu :Draw volume. I was able to insert volume profile on $SPX index one month ago.
Why this fonction does not work now. I pay for this services. I chose software Sierra Chart becose you have tool: Volume profil, but this tool does not work for $SPX now.

Please answer me.

Thanks
Ales
[2017-08-30 01:14:10]
Sierra Chart Engineering - Posts: 104368
You need to use the symbol $INX instead.


There never has been true volume data for $SPX. What you were seeing before was nothing more than the volume indicating the number of price updates. It was not accurate.
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: 2017-08-30 01:14:38
[2017-09-05 20:38:47]
User283319 - Posts: 4
Hi Sierra Chart Engineering,

I have still problem with volume profile (from the menu:Tools/ submenu :Draw volume) for $VIX. I can not insert visible volume profil. I have the same problem on intraday and day chart of index $VIX.

My friend show me volume profile in $VIX graph on facebook now.

I would like to know what does it means letter [M] on beginning of Title Bar of graph (example $SPY [M] .....)

http://www.sierrachart.com/image.php?Image=1504557187330.png

Thanks for your answer.
Aleš
[2017-09-05 20:44:59]
User99934 - Posts: 227
I believe your symbol does not have volume associated with it. If you want an ETF related to volatility, try these:
http://etf.stock-encyclopedia.com/category/volatility-index-(vix)-etfs.html
[2017-09-06 06:29:33]
User283319 - Posts: 4
Hi Sierra Chart Engineering,

I am surre taht $VIX have volume associated with it.
Please see enclose file.

I would like to know what does it means letter [M] on beginning of Title Bar of graph (example $SPY [M] .....)

Thanks
BR
Aleš
imageVIX&volume _profil_dete_1_9.2017.jpg / V - Attached On 2017-09-06 06:28:34 UTC - Size: 167.09 KB - 410 views
Attachment Deleted.
[2017-09-06 17:40:15]
Sierra Chart Engineering - Posts: 104368
This symbol definitely has no real volume data. We are working on adding support this week for the volume based on price updates. Allow a couple of days for that.

This volume data will only be effective though as of this week.

In regards to the other question, refer to:
Chart Data and Chart Data Files: The Meaning of the [M] Designation after a Symbol
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
[2017-09-07 05:32:14]
User99934 - Posts: 227
http://www.sierrachart.com/image.php?Image=1504762101984.png

Why is row with 23 volume green? I think it should be red.

Chartbook is attached.
attachmentChartbook2.cht - Attached On 2017-09-07 05:31:37 UTC - Size: 40.79 KB - 719 views
[2017-09-07 06:17:17]
Sierra Chart Engineering - Posts: 104368
We will not answer this question now. It takes away time from our development. We will only focus on the documentation.

Wait for that.
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: 2017-09-07 09:09:07
[2017-09-11 18:40:44]
User99934 - Posts: 227
I think there are still major coloring issues in volume by price study. Specifically in volume bar calculation method.

1. Diagonal ask volume - bid volume. Values are repeated twice, consistently.
2. Total volume. Color and length of bar are frequently incorrect.
[2017-09-11 18:58:19]
Sierra Chart Engineering - Posts: 104368
Just wait on this until we have the documentation ready and some additional revisions/changes.

You also need to understand for the visible lengths when you are using diagonal bid volume and ask volume coloring, that the length will be based upon those differences and not the volume at the price level. There definitely is no problem in that regard. It is just a matter of understanding what you are seeing.
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: 2017-09-11 19:13:03
[2017-09-11 19:03:45]
User99934 - Posts: 227
I understand what you say. Please let me know when you make the programming changes to see if my concerns are still valid. Thanks.
[2017-09-11 19:12:31]
User99934 - Posts: 227
Also, if you have Volume by Price study and Number Bar study on same screen and try to do multiple volume bar profiles, the scaling to all visible bars does not work properly.
Date Time Of Last Edit: 2017-09-11 19:13:14
[2017-09-11 19:24:15]
User99934 - Posts: 227
FYI, this is an example of the repeating double values using Diagonal ask volume - bid volume.

http://www.sierrachart.com/image.php?Image=1505157738602.png
[2017-09-11 19:26:38]
Sierra Chart Engineering - Posts: 104368
FYI, this is an example of the repeating double values using Diagonal ask volume - bid volume.
We do not know what this means.

Also, if you have Volume by Price study and Number Bar study on same screen and try to do multiple volume bar profiles, the scaling to all visible bars does not work properly.
We will need to see a chart of this and a detailed explanation as to what exactly is not right.
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
[2017-09-11 19:30:01]
User99934 - Posts: 227
Regarding double values, do you see all the volumes with same numbers repeated twice?

http://www.sierrachart.com/image.php?Image=1505157738602.png
Date Time Of Last Edit: 2017-09-11 19:32:24
[2017-09-11 19:49:03]
User99934 - Posts: 227
Please look at the colored difference items. Do you see how the differences many times make no sense and are repeated twice in green and red?


http://www.sierrachart.com/image.php?Image=1505157738602.png
[2017-09-11 19:57:48]
User99934 - Posts: 227
I circled a few...
image911 image.php.png / V - Attached On 2017-09-11 19:57:37 UTC - Size: 51.11 KB - 383 views
[2017-09-11 20:12:00]
Sierra Chart Engineering - Posts: 104368
OK we see what you are saying. That is 100 percent accurate by design because at each price level there is only one diagonal difference which is displayed numerically and visually through coloring. It is the one with the greatest dominance whether negative or positive.


The documentation is now updated.
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: 2017-09-12 18:33:58
[2017-09-11 20:27:24]
User99934 - Posts: 227
OK regarding the double numbers.

Other item... if you have Volume by Price study and Number Bar study on same screen and try to do multiple volume bar profiles, the scaling to all visible bars does not work properly.
We will need to see a chart of this and a detailed explanation as to what exactly is not right.

Circled in yellow is an example of combining a volume profile created with number bars and volume profile with volume by price. Notice how the scaling doesn't put both studies on equal footing. There is a volume of 93 and difference volume of 37 both showing same length.
image911 3 image.php.png / V - Attached On 2017-09-11 20:27:09 UTC - Size: 54.78 KB - 424 views
[2017-09-12 12:41:07]
User99934 - Posts: 227
Attached is a better example from today...

If you have Volume by Price study and Number Bar study on same screen and try to do multiple volume bar profiles, the scaling to all visible bars does not work properly.
"We will need to see a chart of this and a detailed explanation as to what exactly is not right."



Circled in yellow is an example of combining a volume profile created with number bars and volume profile with volume by price. Notice how the scaling doesn't put both studies on equal footing. There is a volume of 58 in gray circled in blue that is shorter than the difference bar volume of 14 circled in yellow. In fact, the bar circled in yellow even overlaps the bar in gray.
Date Time Of Last Edit: 2017-09-12 12:41:42
image912.PNG / V - Attached On 2017-09-12 12:40:05 UTC - Size: 45.1 KB - 376 views
[2017-09-12 19:03:52]
Sierra Chart Engineering - Posts: 104368
Circled in yellow is an example of combining a volume profile created with number bars and volume profile with volume by price. Notice how the scaling doesn't put both studies on equal footing.

The Volume by Price study and Numbers Bars study each use independent scaling for the volume bars.

Each instance of a study always uses independent scaling. You cannot make comparisons between each other.


Also the Volume by Price study documentation is now up to date.
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: 2017-09-12 19:04:11
[2017-09-12 19:06:12]
Sierra Chart Engineering - Posts: 104368
You just need to use a single instance of the Numbers Bars study with two columns to accomplish what you want.
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

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