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Date/Time: Fri, 18 Oct 2024 04:46:07 +0000



[User Discussion] - Multiple Volume profile

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[2015-08-18 13:47:52]
Dom7364 - Posts: 257
Is there a way to display mutliple volume profiles for different time period (1 week, 1 month, 3 months, 1 year, etc) on the right side of the screen, where volumes can be all displayed?

If so, is there then the option to display the peaks and valleys for all different time horizon profiles, but to only show the peak and valleys lines and hide the actual volume profiles themselves?
[2015-08-18 17:58:05]
Sierra Chart Engineering - Posts: 104368
Yes. This is supported.


The particular Volume by Price study Input that supports this is Allow Side-By-Side Profiles on Right Side.

Also refer to the documentation here about aligning Volume Profiles on the right side:
https://www.sierrachart.com/index.php?page=doc/doc_VolumeByPrice.php#RightAligning


There is not a way that we can think of to hide the Volume Profiles but show the Peak and Valley lines only.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2015-08-20 11:37:23
[2015-08-20 09:29:08]
Dom7364 - Posts: 257
Thanks but I can't get it to work. I get sevral volume profiles, but I can not get thm to be fixed to a given time frame such as 1 week, then 1 month, 1 year etc..

It seems to work but then changes when I change the frequency, which doesn't makes sens as regardless of if I am looking at a daily, 10mn, or 5 range chart, the 1 year, or 1 week, or 1 month volume profile shoudl remain the same.

The way to display peaks & valleys and not displaying the Volume profile is simply to display the peaks & valleys and allo to display the VP with trasnparency and set the transparency to 100%.

Still, really don't know how to display several fixed volume profiles for fixed and defined time frame that do not change when the frequency of the displayed chart is changed.

Is this feasible?
[2015-08-20 11:42:26]
Sierra Chart Engineering - Posts: 104368
Yes this can be done and we see no reason why you would have any problem with this.

What do you have the Volume Graph Period Type input set to for those volume profiles?

Also, when changing between bar time frames which use historical Daily data and Intraday data, the Volume Profiles will look different. In the Chart >> Chart Settings you should set the chart to be Intraday Chart Only.

Aside from that, we do not know what the problem is because we do not know what settings you are using and what you are seeing. And how you are coming to the conclusion that you are.


It would be best, to post an image of the chart and work with just one Volume Profile at a time until you determine what the problem is rather than complicating it with multiple Volume Profiles.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2015-08-20 11:53:39
[2015-08-20 16:56:03]
Dom7364 - Posts: 257
What I am trying to display, for example is a 1 year volume profile as a fixed display. Changing from 10 mn, daily or whichever else frequency should not change the 1 year volume profile, which is an ddition of volumes at price for the last year, regaardless of how we choose to display the bars/candles, or at least, this is what I would like to achieve.

So my question is: Is this possible and if it is, what Volume Graph Period type shold I use?
[2015-08-21 09:22:00]
Sierra Chart Engineering - Posts: 104368
Do you want 1 year to start from the end of the chart and include bars going back one year?

Or do you want to start it from a fixed Date-Time.

For what symbol?

We will set this up and provide a Chartbook and verify it works properly ahead of time. Also there is a performance improvement we will try to make to reduce the CPU load. So give us a few days on this.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2015-08-21 10:06:32]
Dom7364 - Posts: 257
I am looking to do this for the 6E September 15 at the moment.

1 year, 1 month, 1 week, from the last day of the chart/end of the chart going back yes.

If it is from a fixed date that would work too.

The essential part is that it doesn't change when switching from 10mn, 30mn, daily, etc, as this is always 1 week/month/year from end of chart regardless of the frequency the chart is displayed at.

Many thanks.
[2015-08-21 10:59:09]
Sierra Chart Engineering - Posts: 104368
Do you realize that a 1 year profile from the end of the chart, is very CPU intensive and can have a very detrimental impact upon Sierra Chart performance.

Calculating from a fixed date cuts out a huge amount of processing.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2015-08-21 11:10:55]
Dom7364 - Posts: 257
Ok, in that case, calculating it from a fixed date would be good enough. I can always set it to calculate it from the day/date before.

Thanks
[2015-08-22 23:59:41]
Sierra Chart Engineering - Posts: 104368
We are done with the testing and made significant performance improvements. We verified that with a yearly profile, the Volume by Price profile does not change after changing to different bar periods in the chart.

We will have a Chartbook out in a couple of days.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2015-08-25 08:42:24
[2015-08-25 08:43:33]
Sierra Chart Engineering - Posts: 104368
The Chartbook file is attached.

Save it to the Data folder.

The symbol used is for the Sierra Chart Historical Data Service.

For the best performance use the very latest prerelease of Sierra Chart. We strongly recommend this.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2015-08-25 08:44:05
attachmentVolumeByPrice1Year.cht - Attached On 2015-08-25 08:43:25 UTC - Size: 29.49 KB - 785 views
[2015-08-25 10:26:08]
Dom7364 - Posts: 257
Thank you very much. That works. However, what I was trying to do in the 1st place was to have several profiles on the right side of the chart. So if I had a VP to the right for say 3 years, it adds up a volume but displays exactly the same profiles as you have in there, i.E, for 1 year. Effectively what I get is 2 VP showing exactly the same thing, even though I have changed the start data to 01/01/2012 on the second VP, AND have obviously adjusted the time period to 1095 days as it is currently set to 1 year/365 days.
[2015-08-25 19:47:00]
Sierra Chart Engineering - Posts: 104368
When you add the second Volume by Price study to the chart configured like the first one in the Chartbook we provided, do they not display side-by-side?

Provide an image of the chart, by following these instructions:
http://www.sierrachart.com/index.php?l=PostingInformation.php#Image
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2015-08-25 19:47:14
[2015-08-26 12:05:47]
Dom7364 - Posts: 257
Apologies, I can confirm that this works. It would be idea to have a rolling 1 month, 1 year, etc as opposed to start from a specific date, but that works thanks.
[2015-08-26 17:15:34]
Sierra Chart Engineering - Posts: 104368
You might be OK performance wise with a rolling one-month Volume Profile. For that use One Period Fixed by Time for the Volume Graph Period Type.

But we strongly advise against a one-year rolling profile.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2015-09-09 05:25:58]
Dom7364 - Posts: 257
Today, I open the same chartbook yo sent me. See attached. Different start date, but same VP (altough one the one that goes back farther is longer, the middle one a little less and the most recent shorter, we can see they are the same with same POC).

The mystery remains..

http://www.sierrachart.com/image.php?l=1441776347723.png
[2015-09-10 10:41:28]
Dom7364 - Posts: 257
Not sure why this is a "user discussion". Mutliple volumes from a given start data do not work apparently, this is an issue not a discussion as far I am concerned isn't it?
Date Time Of Last Edit: 2015-09-10 10:41:42
[2015-09-10 11:03:03]
Sierra Chart Engineering - Posts: 104368
What is the problem with what you are showing us? It should be extremely obvious. We cannot be answering every single question or feature request of yours, some of which are incredibly complicated, and you should not expect that.

We see no reason to answer this question. As we said, the problem should be obvious. What is it?
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2015-09-10 11:07:07
[2015-09-10 11:08:52]
Dom7364 - Posts: 257
So 3 volume profiles, with 3 different start dates should look the same, and this is extremely obvious?

This is the problem that I am showing you. This is not FOR ME to work out but for you to explain why this is not working (unless I have the wrong forum here)?
Date Time Of Last Edit: 2015-09-10 11:09:09
[2015-09-10 11:14:09]
Sierra Chart Engineering - Posts: 104368
Hint:

Does that chart have all the data that is required for those volume profiles? Is all the data correct? Have you verified that all of the contract months are in that chart and the rollover dates are correct?

Read through the Continuous Futures Contract documentation on this website.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2015-09-10 11:22:56]
Sierra Chart Engineering - Posts: 104368
This is not FOR ME to work out but for you to explain why this is not working (unless I have the wrong forum here)?
You do have the correct Support Board. We do not agree with your conclusion here.

It is most essential to have a very good understanding of what you are working with and analyze the problem on your side as much as possible before bringing the issue to Sierra Chart support. That is far more productive for you and for us. And it is the user who always has the best perspective of the problem because they are working directly with the software and the data. We should only be relied on when there has been a reasonable effort made on your side to understand the problem first and the causes with a situation like this.

It is essential to look through the price data, the volume data, and the rollover dates using something like 120 minute bars, in this case, to make sure the data is reasonably correct and present in the chart before performing study analysis which has a dependency on that data. You can never trust the data will always be correct no matter what data feed it comes from. We cannot stress this enough. This is why we are not making this easy. Because if you are not performing this simple step, therefore you cannot trust the results that you are getting.


Have a look at this section here:
http://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#DisplayingRolloverDatesContractMonths
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2015-09-11 00:36:58

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