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Date/Time: Fri, 27 Dec 2024 01:06:16 +0000



VbP evening session issue

View Count: 914

[2016-03-18 00:30:42]
Johnny - Posts: 99
Hello, I have set the VbP study to calculate a different volume profile for the evening session. However, the study calculates two profiles for the evening session during the weekend. So, there's one profile for the Friday evening session and a second one for the Monday evening session. I can't merge these into a single profile.

http://www.sierrachart.com/image.php?l=1458261148291.png
Date Time Of Last Edit: 2016-03-18 00:32:39
[2016-03-18 00:46:12]
Sierra Chart Engineering - Posts: 104368
The only thing that you can do is adjust the Session Times to get the profiles to include the Session Times that you require or select Chart >> Chart Settings >> Do Not Load Weekend Data in the Session Times settings.
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:
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[2016-03-18 01:34:12]
Johnny - Posts: 99
I don't want to exclude the weekend data from the calculations, I just want to merge the Monday/Friday evening profiles. None of your propositions solves the issue. But why are these two seperated in the first place?
[2016-03-18 03:29:31]
Sierra Chart Engineering - Posts: 104368
What you are looking to do is not supported.

The reason they are separated is because they are in different days. It is that simple.

And no there is nothing wrong and no we are not going to add this capability. It will never happen.
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
[2016-03-22 16:23:48]
Johnny - Posts: 99
This is not the only case that this issue arises, it's also apparent on multi-day profiles. So, for example, the 2-day profile for Friday and Monday will never be calculated and it will appear as two seperate profiles because the calculation formula matches Friday with Saturday and Sunday with Monday. The VWAP rolling study has an option to exclude weekends, however there's no such option in the VbP study, unless I miss something.

http://www.sierrachart.com/image.php?l=1458577949626.png
http://www.sierrachart.com/image.php?l=1458578070155.png
[2016-03-22 17:09:36]
Sierra Chart Engineering - Posts: 104368
Yes, this is not supported with the Volume by Price study and will not be.
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

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