Login Page - Create Account

Support Board


Date/Time: Sat, 23 Nov 2024 18:29:44 +0000



Post From: Volume By Price Study not giving accurate data??

[2022-07-26 21:30:56]
User705661 - Posts: 4
Hello all. I'm moving over from Investor RT and IQFeed data to SierraCharts. I'm having issues with SierraChart/Denali giving me inaccurate data for Volume By Price study.

Every once in a while, the VPOC on ToS would be way off from what IRT/IQFeed was showing. The way ToS aggregates their data means the timeframe can mess with the VolumeProfile and VPOC. However, over 95% of the time I had a discrepancy between IRT and ToS, the 1 minute chart in ToS would almost always give me the correct VPOC.

Since migrating to SC, it seems I can't get accurate data for the Volume by Price study. I have all my data set to 1 tick and even when I would try 5 or 10 ticks, I'm still getting inaccurate data when compared to the 1-minute ToS chart.

It almost seems like the opening print is messing with the entire days data.

Any help would be appreciated.

https://www.sierrachart.com/image.php?Image=165887082821.png
imageAMZN 1 Minute.png / V - Attached On 2022-07-26 21:29:33 UTC - Size: 331.89 KB - 162 views
Attachment Deleted.