Support Board
Date/Time: Sat, 15 Mar 2025 03:11:12 +0000
Post From: Dom Volume By Price study has wrong numbers
| [2022-07-06 17:53:27] |
| John - SC Support - Posts: 38678 |
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In terms of the Current Traded Bid/Ask data versus the Volume by Price data, your theory is correct in that the sum of the Current Bid/Ask should be the total volume. But you have to consider when the Current Traded Bid/Ask columns were reset. They would have to have been reset at the exact moment prior to the start of the period that starts the Volume by Price profile in order for the data to match up perfectly, and this is going to be very difficult. So you should expect some difference in this comparison. As to comparing to another system, refer to the following: Volume By Price Study: Volume Profile Differences For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |