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Date/Time: Fri, 28 Feb 2025 10:09:48 +0000



Volume by Price study changes input settings/colors on longer time frame

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[2021-08-04 13:25:40]
LeDork - Posts: 19
I'm not sure why this happens, I have it set to a weekly VBP. This week's profile looks just fine, but there is overlap in certain settings for last week's profile and then it's completely black for the week before it.

This is not intended, and I'd like for all weeks to look like the most recent VBP study.

http://www.sierrachart.com/image.php?Image=1628083254509.png

Thank you!
[2021-08-04 15:39:59]
John - SC Support - Posts: 38259
Truthfully, we are little confused by what you are seeing, as the main reason for the all black profile is that the bars are so small that the system can not draw any coloring in them. But what is odd is that you can see color in the first two profiles.

Still, try changing the Ticks per Volume Bar to a larger value until you get what you want. Refer to the information here:
Volume By Price Study: Ticks Per Volume Bar
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-08-04 16:12:24]
LeDork - Posts: 19
Thanks John,

It doesn't matter what I set it to. Here I have it at 20 ticks per volume and it's still the same result

http://www.sierrachart.com/image.php?Image=1628092387834.png

I also uploaded a screenshot to show you the subgraphs settings (circled in yellow). I'm trying to find the source of these colors and even then, I have set the draw style to Ignore yet they still show.
Attachment Deleted.
imageVBP.png / V - Attached On 2021-08-04 15:57:10 UTC - Size: 94.98 KB - 172 views
[2021-08-04 18:08:55]
John - SC Support - Posts: 38259
I definitely see a difference with the value of 20 for the Ticks per Volume Bar, in that you can see the blue at the top of that profile on the left.

Get us a copy of that chart by following these instructions, so we can look at your setup and see why you are not seeing some of the information:
Support Board Posting Information: Providing Chartbook with Only a Single Chart
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-08-04 20:55:24]
LeDork - Posts: 19
Hope this helps you help me. Thanks :)
Private File
Attachment Deleted.
[2021-08-04 21:25:46]
John - SC Support - Posts: 38259
We have no idea why you are seeing what you are. It really does not make any sense given the setup you sent us. Here is what we see when we adjust things a bit so you can see all the profiles at once (we turned off the candlesticks and set the VbP display to just be the profiles and set the Ticks per Volume Bar to 20 and set it to not be transparent).

But we never had it showing anything like what you had in your original images. At first we were wondering if you were displaying the Ask and Bid as Ask Bid Difference and then using the Draw Difference of Bid Ask Volume Using Percent Of Max Volume, which could give you the effect you are seeing in the middle profile.

The only thing we can suggest is to start a new chart and see if you continue to have the same issue. Let us know what happens.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-08-05 12:10:33]
LeDork - Posts: 19
Hey John,

I'm not sure if you attached a pic to your response, either way I'm not seeing what you're seeing.

I did as you suggested (new chart) and I'm still getting the same issue. And I don't think it has anything to do with setting the profile to weekly or daily. Since even setting the profiles to daily will give me the same issue but only for any profiles that are more than a week old.

Could it be something to do with historical data?

http://www.sierrachart.com/image.php?Image=1628165384867.png

Here is a 12 hour chart using the default subgraph settings for VBP

Edit:
Here is a TPO chart using VBP and you'll notice the same issue in the Volume profiles. It's weird.
http://www.sierrachart.com/image.php?Image=1628165677199.png

Here is another TPO chart without the issue...
http://www.sierrachart.com/image.php?Image=162816579830.png

Edit 2:

It's the Volume bar coloring method. This only happens when splitting the color between bid/ask
Date Time Of Last Edit: 2021-08-05 12:33:27
[2021-08-05 13:17:24]
John - SC Support - Posts: 38259
Sorry, I forgot to add the image. It just showed that everything looked correct for us.

It sounds like you have the right idea, that somehow the Bid and Ask data is not present in the historical data before 1 week ago. To check this add a Numbers Bars study to a chart and set the Numbers Bars Text to Bid Vol x Ask Vol and set the Background Coloring Method to None.

Our guess is that you will just have zeros for the data in the area where you are having an issue with the VbP.

If this is the case, then it is an issue with your data feed. We recommend using the Denali Exchange Data Feed instead. Refer to the information here:
Denali Exchange Data Feed
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

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