Support Board
Date/Time: Sat, 23 Nov 2024 12:27:50 +0000
Volume Profile Study Missing Trades?
View Count: 166
| [2024-08-22 16:04:00] |
| pinetrades - Posts: 5 |
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I currently have a volume profile study setup on my DOM. I noticed that not only is it slightly delayed, but that it's completely missing trades that occur at that price level. Here are some screenshots showing some examples of this occurring.
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 vp-problem-1.png / V - Attached On 2024-08-22 16:02:27 UTC - Size: 65.79 KB - 36 views vp-problem-3.png / V - Attached On 2024-08-22 16:02:34 UTC - Size: 68.16 KB - 38 views |
| [2024-08-23 02:52:37] |
| pinetrades - Posts: 5 |
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I did some tests and determined that the VBP study is not updating correctly, or that fast. here's an example of overnight trading for the ES. I added the "Current Traded Total Volume" column to the right hand side, to compare data. Notice the high of the day and how different the values are. Look at 08.50, it shows 34 contracts were bought at that price, and the column on the right shows the correct number, but the VBP study is only showing 8 contracts traded at that price. I recorded a video with OBS, and sometimes the volume in the VBP Study doesn't even update at all. Any help would be greatly appreciated with this! |
| vp-problem-4.png / V - Attached On 2024-08-23 02:49:21 UTC - Size: 51.59 KB - 27 views |
| [2024-08-23 09:43:26] |
| Sierra_Chart Engineering - Posts: 17145 |
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First of all there cannot be a problem with the Volume by Price study. That is 100% technically impossible. There are no problems at all and never have been. And the way you are analyzing this is wrong! You must remove the Trade Symbol: Chart Settings: Trade and Current Quote Symbol (text box) (Chart >> Chart Settings >> Symbol >> Symbol 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: Sierra Chart Teton Futures Order Routing |
| [2024-08-27 13:07:04] |
| pinetrades - Posts: 5 |
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Thank you for pointing me in the right direction. It looks like turning ON Use As Trade Only Symbol improved the accuracy, but it still didn't solve the problem. Once I changed Intraday Data Storage Time Unit to 1 Tick, it seemed to have 100% solved the problem. The combination of those two are what was needed. Thank you very much! |
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