Support Board
Date/Time: Fri, 28 Feb 2025 10:03:47 +0000
Volume you by price
View Count: 469
| [2021-08-10 23:14:11] |
| User879924 - Posts: 50 |
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I am using volume by price to calculate a rolling 5 day volume profile. I am particulary interested in the 5 day value area (70%) that is created from this volume profile. I have followed this link https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=141&Name=Volume_by_Price#Settings and have used the instructions of the one profile for 3 days example to set the required settings. The volume profile showing is incorrect and is not giving the correct values. Ideally I would have it set so that it includes the 5 day developing volume profile. Eg at market close it would show the previous 5 day volume profile, when the market is open it would show the current 5 day developing profile by including the trading in the current session and dropping the oldest volume once it is outside the 5 day limit. I need the full trading session not just RTH. |
| [2021-08-11 13:52:42] |
| John - SC Support - Posts: 38259 |
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Following the setup as defined here (except changing the number of days to 5): Volume By Price Study: One Volume Profile at End Covering 3/Three Days Should give you exactly what you are looking for. For this setup, you are going to get the entire trading day as defined by your Session Times (in other words, it will be the data in the chart). If you are not getting what you expect then the first thing to check is your Session Times. Otherwise, we need more information on why you feel that you are not getting what you think you should be. 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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