Support Board
Date/Time: Thu, 26 Dec 2024 03:53:02 +0000
Post From: Multiple Bars Volume Profiles
| [2015-10-15 18:03:07] |
| Johnny - Posts: 99 |
|
Hello, I want to point out a VbP study issue when it comes to profiles with multiple bars. Volume profiles are calculated based on the first bar of the chart and at a predefined set of bars contrary to how multi-bar VWAPs are calculated where the VWAP value for the defined number of bars is calculated at each bar. Please see the attached images in order to get my point. Both studies have a 3-bar setting. http://www.sierrachart.com/image.php?l=1444931207943.png http://www.sierrachart.com/image.php?l=1444931418439.png |