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Date/Time: Wed, 23 Apr 2025 03:30:40 +0000



Separate Volume Profiles

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[2023-08-01 15:09:37]
navickas_deividas - Posts: 6
Hello,

I managed to get my profiles separated and start fresh at each session Globex and RTH. When I run the replay now shouldn't the Daily High and Low on the DOM be in their appropriate places at the high and low of daily prices? It seems they daily high and low starts to calculate from the start of the replay rather than be at their places where they should be. When not using the replay function it is working as it should. Minor detail but still maybe there is a fix for it.

Another thing is the "Current Bid/Ask Traded Volume" column on the far right side, it only starts to show orders again like the daily high and low price line at the start of the replay. Shouldn't it show me the whole sessions Bid and Ask volumes on both sides already not just from the replay start? Maybe I selected the wrong column? And is it possible for that column to reset at each session automatically same as the profiles do on their own? I can bind it to a shortcut, but I have to be at the computer at the exact time the market opens so I can reset it myself but maybe it's possible for them to reset automatically same as the volume profile on the DOM.

Summary:

-Daily High/Low Price Line not where it should be on replay
-"Current Bid/Ask Traded Volume" column populates numbers from the replay start rather than showing all days bid and ask volume
-"Current Bid/Ask Traded Volume" column reset at market open same as volume profile on the DOM

Let me know if you need more information.

Thank you.

https://www.sierrachart.com/image.php?Image=1690902459774.png

P.S. I don't know how to attach images so I'm just uploading it and pasting the link here.
Date Time Of Last Edit: 2023-08-01 15:10:34
[2023-08-01 15:31:31]
John - SC Support - Posts: 39428
When you are running a replay, the system is basically acting like the real-time system at the time of the replay. So the Daily High/Low will be showing what is appropriate for the time of the replay.

The Current Traded volumes are not kept, these are determined by the incoming depth data. Therefore, when you run a replay, the Current Depth is going to be reset and will accumulate from the start of the replay.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-08-01 15:44:45]
navickas_deividas - Posts: 6
I see John,

Thanks for the info.

Until next time
[2024-12-30 16:29:42]
MTScalper - Posts: 19
Hi guys.

I'm having an issue setting up two volume profiles per session on the DOM. One is oriented to the left and should cover the Overnight (Brussels time) from 00:00:01 to 15:29:59, while the other should run from 15:30:00 to 22:15:00. I've tried everything, but it doesn't seem to work. The volume profile set for ETH keeps developing even during the RTH session.

I want to keep both profiles on the DOM, one on the left and one on the right, but the ETH profile must stop at the designated time and not continue to develop.

I have attached an image with the settings I have applied to the ETH profile.

Thank you in advance for any responses.
Date Time Of Last Edit: 2024-12-30 16:30:08
imagePhotos_m8azV93vQo.png / V - Attached On 2024-12-30 16:24:24 UTC - Size: 848.89 KB - 36 views
[2024-12-30 16:53:30]
John - SC Support - Posts: 39428
Your "Volume Graph Period Type" is set to "From Start Time to End". This means it is going to start at the Start Time and keep going through all the data that is available until the end of the data.

Since the Trading DOM is not a full chart, the Volume Graph Period Type is limited in what you can choose. In the end, the options available do not allow you to do what you are wanting. You will see that if you select an option like "One Period from Start Time to End Time" and then select Apply, the setting changes to "From Session Start Time to End". Refer to the second paragraph at the following link:
Volume By Price Study: Volume Graph Period Type
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-12-30 17:41:58]
MTScalper - Posts: 19
ok, thanks.

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