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Direct MessagesDate/Time: Fri, 18 Oct 2024 06:16:40 +0000
Post From: AAPL volume profile
| [2022-08-03 13:11:20] |
| Mustang77 - Posts: 122 |
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Mustang77, not sure what cause the problem, just for experiment purpose, for the session time, could you try to exclude first 20 min after market open and last 20 min before market close, delete data and re-download, see if those profile still look the same? I suspect the volume spike on single price level happened in those 2 period of times (especially last 20 min, when I looked your screenshots, that is most likely). Since the width of the profile is same as the largest volume level, that spike really overshadows all other volume bars.
Hi Tony when i exclude the first 20 mins and the last 20 mins of the trading session, the volume profile looks good, the volume bars fill the entire period, ( see screeshot named AAPL EXCL 20 mins ). When i dont exclude the first and last 20 mins of the trading session, the volume profile looks shrinked and the bars barely appear on the profile ( see screenshot named AAPL FULL SESSION ). my timezone is Europe UTC+2 and market opens here at 15h30 and closes at 22h00 and thats how i have it set on session times. Your trick of excluding the first and last 20 mins seems to work, thank you very much, but i can't exclude 40 mins of a trading session from the volume. So hopefully there will be another solution from Sierra team maybe. Thanks |
 AAPL-NQTV[M] 15 Min EXCL 20 MINS.png / V - Attached On 2022-08-03 13:10:59 UTC - Size: 110.09 KB - 136 views Attachment Deleted. AAPL-NQTV[M] 15 Min FULL SESSION.png / V - Attached On 2022-08-03 13:11:13 UTC - Size: 79.2 KB - 141 views |