Support Board
Date/Time: Sat, 23 Nov 2024 17:56:23 +0000
Post From: VbP last bar inclusion suggestion
| [2013-07-23 03:12:43] |
| joshtrader - Posts: 488 |
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When I draw a volume profile, the end time is set to the start time of the last bar included in the range drawn. Let's say you draw a VbP on a 30 minute chart, which has a 9:30:00 to 15:59:59 session display time. The resulting profile will include the final bar as intended. However, if I switch to a 5 minute chart, the last 5 bars (starting with the 15:35:00 bar) will be excluded, because the end time of the profile is still set to 15:30:00. So my suggestion when drawing a VbP is to set the VbP end time to be the start time of the following bar less 1 second. This is important because a drawn volume profile is intended to be inclusive of all data in the final bar drawn, and a time frame switch should not alter that IMO. Thank you for your consideration! |