Support Board
Date/Time: Sat, 23 Nov 2024 20:29:08 +0000
Post From: How Does Sierra Chart Accumulate Volume at Price Levels for Custom Tick Sizes?
| [2024-08-02 08:33:39] |
| User993794 - Posts: 1 |
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Is there any documentation or explanation on how Sierra Chart accumulates volume for custom tick sizes? For example, if the tick size is 0.25 and I switch to a custom tick size of 1, how is the volume from the 0.25 tick size accumulated at different price levels? I have observed that for a tick size of 0.5, volume accumulates at half-number levels (e.g., 18250, 18250.5, 18251), but I'm unsure how the algorithm handles tick sizes of 0.75 or larger. Could someone clarify this?
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