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Date/Time: Fri, 29 Nov 2024 16:31:54 +0000



VbP's calculation time shooting up when using Number of peridos back to reference

View Count: 349

[2023-02-02 00:15:38]
User293778 - Posts: 20
Hi,

I am trying to use the Number of periods back to reference with daily, weekly and monthly volume profiles in order to be able view the previous period's profile on the current one. It works fine but I have noticed that the VbPs studies' calculation time shoots up A LOT just by setting that config to 1. The higher the timeframe it will get worse, like 600ms for monthly profiles when the calculation takes only like 8ms if you set "Number of periods back to reference" back to zero. This gets to the point that the whole program becomes sluggish when the market (ES) is active. Are you aware of this issue?

In fact, when using "number of periods back to reference" in this way (just to be able to overlay the previous period's VbP onto the current one) the study should only be calculated once at the beginning of the current period and never again because it will not change until a new period. I mean, the study shouldn't be consuming any resources at all in real time, right?.
[2023-02-04 00:45:16]
Sierra_Chart Engineering - Posts: 17228
The calculation time that you see is the full recalculation time. Not the calculation time during real-time updating.

How many days of data are loaded in the chart? Refer to this setting:
Chart Settings: Days to Load for Intraday Chart Data Type (Chart >> Chart Settings >> Data Limiting >> Load Data Limiting Method: Days to Load menu)
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, use the Teton service:
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Date Time Of Last Edit: 2023-02-04 00:46:12
[2023-02-04 01:13:33]
User293778 - Posts: 20
Hi, thanks for your answer. I use the setting you mention in a normal way: 5-10 days for daily profiles, 90 for weekly profiles and 365 for monthly profiles. That shouldn't be an issue though, because in each of the charts if you set "number of periods back to reference" back to zero everything goes really smooth and takes virtually no time to calculate. What makes a difference is setting it to 1. You can feel from the moment you press "OK" on the studies window that that window takes longer to disappear and the chart to calculate. I really don't understand why that could be, because all I am trying to do is offsetting the same volume profiles by one period to the right.

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