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Date/Time: Thu, 28 Nov 2024 15:58:13 +0000



Rolling VPOC (Day Session Only)

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[2023-04-20 08:48:31]
User688525 - Posts: 259
Hello Sierra Chart,
Is it possible to display a rolling VPOC that uses day sessions only and excludes weekends? I have tried to achieve this using the Volume Value Area Lines study with the following configuration, however, if there is a weekend in between the days being calculated, the study includes these days in the total number of days:
- Time Period Type: Days
- Time Period Length: 5
- Use Day Session Only: Yes

With the above configuration, if displaying the 5-day rolling VPOC today (Thursday, April 20, 2023), only three days of data are calculated (April 17, 18 and 19) as opposed to (April 13, 14, 17, 18 and 19). I am assuming that April 15 and 16 are included in the calculation, however, as these dates have empty data, only 17, 18 and 19 are being calculated.

How can the above be achieved?

Thank you
[2023-04-21 11:41:17]
Sierra_Chart Engineering - Posts: 17201
The closest you can do is this:
- Time Period Type: Weeks
- Time Period Length: 1
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:
Sierra Chart Teton Futures Order Routing
[2023-04-22 01:32:18]
User688525 - Posts: 259
Hello Sierra,
Thank you for confirming.

Where can I find the "Volume Value Area Lines" source code in the .cpp files so that this can possibly be customized?
[2023-04-22 10:17:13]
Sierra_Chart Engineering - Posts: 17201
This is not available. It is one of the studies that is not available in ACSIL format.

The implementation of it is very complex.
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:
Sierra Chart Teton Futures Order Routing
[2023-04-24 00:44:15]
User688525 - Posts: 259
Noted. Thank you.

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