Login Page - Create Account

Support Board


Date/Time: Tue, 22 Apr 2025 02:36:34 +0000



Relative Volume Studies merge when go back further to the past

View Count: 138

[2025-02-14 10:40:03]
ntintel - Posts: 20
Hi again,

So I'm on trial and still testing Sierra specifically the Relative Volume study, with imported data. I have three Relative Volume studies that shows Cumulative Volume Ratio subgraph only. The only different setting among these three studies are 'Period - Days To Include' are set to 1, 3, and 5 respectively, as can be seen in attached screenshot ("RVols.PNG").

The problem here is this: The studies show correct Relative Volume Ratios (RVR) ONLY on the latest date which is 14 Feb 2025. As the subgraphs are displayed further back to the earlier dates, RVRs start to get closer to one another and eventually merge and overlay, meaning they have the same exact values, despite they should have different values. The attached image shows a combined RVol of 3 studies to demonstrate them merging completely, and three separate RVols to show each on their own.

I also attached the imported data here, just in case you want to replicate the exact problem.

Can you help me out?

Thanks.
Date Time Of Last Edit: 2025-02-19 00:35:06
imageRVols.png / V - Attached On 2025-02-14 10:39:13 UTC - Size: 558.28 KB - 29 views
Private File
[2025-02-14 12:08:28]
User431178 - Posts: 654
Why do you think that they should be different at the left edge (start) of the chart, the calculation is going to be based on the exact same data, no matter what the days to include is set to.

L1: Days to include = 1
L2: Days to include = 3
L3: Days to include = 5

Day 1: No lines displyed as no lookback data
Day 2: All lines are equal as lookback data is same for all, 1 day available.
Day 3: L1 diverges from L2 & L3 as L1 looks back only 1 day, whilst L2 & L3 now include 2 days data.
...
Day 5: L2 diverges from L3 as L2 looks back 3 days, whilst L3 includes 4 days data.
Day 6: L3 now has 5 days of lookback data, from this point onwards the studies are all calculated incorporating the full number of days that you have set.
[2025-02-14 12:39:18]
ntintel - Posts: 20
Hi User431178,

I get your point, and I also had a feeling data availability may be the cause. However, imported data contain data points from earlier dates, if you look at the file. Perhaps the trial version would not include them into calculation, because of the 10 days trial limitation? It'd be much easier for test users if trial range can get up to 30 days of intraday visibility. Can someone from SC Support confirm?

Thanks.
Date Time Of Last Edit: 2025-02-14 12:41:24
[2025-02-14 13:18:24]
User431178 - Posts: 654
However, imported data contain data points from earlier dates, if you look at the file.
Yes, but if you can only load 10 days in the chart, due to being on a free trial, then that is where the data starts from.
The studies are calculated based on what's loaded into the chart.

I attach what I see when loading your data (not on a free trial).
imagervol.png / V - Attached On 2025-02-14 13:14:11 UTC - Size: 88.79 KB - 27 views
[2025-02-14 13:50:20]
ntintel - Posts: 20
Thank you. This is helpful. Your screenshot confirms it.

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account