Support Board
Date/Time: Wed, 26 Feb 2025 17:57:47 +0000
Longterm Volume Profile - including Volume Data from 2000 on
View Count: 1688
| [2019-06-04 10:54:26] |
| FutureMax - Posts: 2 |
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Hello Sierra Team, I am currently using Ninja Trader with CQG data feed but I am migrating now to SierraChart. I am using the composite volume profile plugin from Rancho Dinero, which allows me to plot very longterm VolumeProfiles. It includes the volume data from the year 2000 up until now, I attached an example of Crude Oil. After hours and hours of testing, I was not able to recreate such a chart with Sierra. Ideally I would like to see only 100-200 daily bars, but the Volume Profile for almost 20 years. Can you give me advice, how this is possible? Thank you very much in advance and all the best Max |
 NinjaTrader_LongtermVP.png / V - Attached On 2019-06-04 10:53:53 UTC - Size: 48.13 KB - 467 views |
| [2019-06-05 05:32:30] |
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Yes this is possible but not that far back in time. You can go back to approximately the middle of 2008. The first step is to create a continuous futures contract chart using Intraday data: Continuous Futures Contract Charts Also refer to: Chart Session Times: Creating Daily Bars with Custom Session Times 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 |
| [2019-06-06 11:49:52] |
| FutureMax - Posts: 2 |
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Thank you for your answer! I already use the continuous chart. What I am looking for is to loads, but the Volume Profile is for a long time period, like in the example with Rancho Dineros Plugin für Ninjatrader. Attached I have build a chart in Sierra, but unfortunatly the VP is only linked to the shown bars. http://www.sierrachart.com/image.php?Image=1559821522956.png In the VP Settings I have Volume Graph Period Type - One Period at End of Fixed Time Length Time Period - 20 Years I hope you get my point and have an idea how to get around this. Me and a couple of other traders would really like to switch to Sierra, but the only drawback is this issue... Thank you! |
| [2019-06-06 21:46:08] |
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The basic problem is the chart does not appear to have 20 years of data, at least we cannot see it. You first need to scroll through the chart and see if the data is there. Do you see all of the data you need in the chart? 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: 2019-06-07 14:21:50
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| [2021-05-22 22:19:42] |
| User103448 - Posts: 76 |
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Hello @FutureMax, i have exactly the same problem. Did you find a solution? Best Regards! |
| [2021-05-24 11:10:37] |
| User103448 - Posts: 76 |
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Hello SC Engineering , I ve tried to setup all identically. But still getting different results. Both Charts has data loaded starting from 2011-06-01. Volumeprofiles are set up to 1 Tick Volume and to total volume. Volume profile drawing setup date for all bars in Charts. Sierra Chart uses Denali data feed with CQG routing, while Ninjatrader is all set up through CQG. So the problem should depend on the datafeed? What do you think? Date Time Of Last Edit: 2021-05-24 11:11:01
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| 6fe48b7a-84f7-4f0f-b531-b70aced389af.jpg / V - Attached On 2021-05-24 11:10:32 UTC - Size: 61.91 KB - 200 views |
| [2021-05-24 12:14:55] |
| User318265Max - Posts: 1 |
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Hi guys, the more I worked with any longterm Volume profiles on futures the less sense it makes to me. It is highly depended on the adjustment method the software uses. For some markets (e.g. GC) it does not make too much difference but for others like Lean Hogs this will end up in totally different results. NinjaTrader rolls differently to SierraChart and therefore different views result from this. None of it is wrong but I think there is no "right" due to the issue of rolling technique. To observe a longerterm profile with a single expiration is okay, but obviously does not bring too much information if you want to view a 2+ year chart. This is just my 2 cents about this topic after a couple of months thinking about it :) By the way: it is the same Max, due to various reasons I needed to register again to SC Date Time Of Last Edit: 2021-05-24 12:15:22
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| [2021-05-24 18:21:10] |
| John - SC Support - Posts: 38206 |
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Yes, there are a LOT of potential places for the information to be different between systems. With regards to the Volume by Price, refer to the following for some thoughts: Volume By Price Study: Volume Profile Differences For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-05-24 19:46:50] |
| User103448 - Posts: 76 |
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Hello John, thanks for the advice. Im still not giving up and im trying to find an acceptable solution. What about the bid data under "Edit/Download Intraday Data" It shows "0", could this be a reason for the problem? |
| [2021-05-24 20:58:16] |
| John - SC Support - Posts: 38206 |
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No, that is normal. The trade will either be a bid or an ask. It can not be both. If you really want to go through the process to determine why there are differences, then you are welcome to do so, but it is not something that we can spend any time helping you with. We stand behind our data and our calculations. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-05-29 09:34:57] |
| User103448 - Posts: 76 |
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i dont like your answer, but i fully understand your decision. In General we have to be very happy for the effort you put in this software. thanks, at this point. I have one last question, is there somewhere an indication if accurate 1 tick data or timebased data has been loaded? |
| [2021-05-31 07:23:12] |
| Sierra_Chart Engineering - Posts: 18569 |
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Yes. Refer to: Tick by Tick Data Configuration 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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