Support Board
Date/Time: Thu, 06 Feb 2025 13:54:42 +0000
Glitch in Volume By Price
View Count: 812
| [2020-04-28 11:32:56] |
| binaryduke - Posts: 377 |
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When displaying a volume number on the Volume by Price study, if the background histogram is zero (e.g. calculated based on Ask Volume minus Bid Volume) no volume number is displayed.
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 Screenshot 2020-04-28 at 12.27.31.png / V - Attached On 2020-04-28 11:32:40 UTC - Size: 25.04 KB - 236 views |
| [2020-04-28 17:54:52] |
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It is normal that there is no bar drawn and no values drawn if the Volume is 0 at a particular price level.
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 |
| [2020-04-28 18:00:34] |
| binaryduke - Posts: 377 |
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OK, however please consider the use case where: - the bar is being calculated based upon Ask Volume minus Bid Volume (i.e. delta at price) - we are displaying bid x ask volume When the bar drawing basis is something other than Total Volume, there is still valid data to be displayed even if the value calculated for the bar is zero. |
| [2020-04-29 10:42:44] |
| binaryduke - Posts: 377 |
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To illustrate this logical error 100% clearly, please see attached (CLM0; 4 hour Numbers Bars; Volume by Price). Volume by Price input 46: Display Volume in Bars: Bid Volume x Ask Volume, i.e. showing a session/day footprint Volume by Price input 48: Volume Bar Calculation Method: Ask Volume - Bid Volume, i.e. showing the delta at price At 12.97, the bid x ask volume print is 56x56, hence Ask Volume - Bid Volume is zero. Correctly there is no Volume by Price volume bar, but incorrectly we are not seeing the Display Volume in Bars, i.e. 56x56. |
| Screenshot 2020-04-29 at 11.39.28.png / V - Attached On 2020-04-29 10:42:29 UTC - Size: 11.77 KB - 218 views Screenshot 2020-04-29 at 11.38.39.png / V - Attached On 2020-04-29 10:42:35 UTC - Size: 62.7 KB - 232 views |
| [2020-04-29 11:30:14] |
| alemar - Posts: 7 |
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http://www.sierrachart.com/image.php?Image=15881596089.png To give another example of the problem in that chart you can see on 4-28 14:30 volume profile at 14.46 we get a bidxask value of 0. What happens is that because ask volume = bid volume so we get a zero in the right column ask-bid volume study. But the total volume is clearly > 0 as the histogram at the left column shows. |
| [2020-04-29 15:05:01] |
| Meklon - Posts: 223 |
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I confirm, this is very misleading and dose not look correct. Support, could you please consider addressing the issue explained in the original post? Thank you. Date Time Of Last Edit: 2020-04-29 15:12:35
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| [2020-04-29 20:52:10] |
| User317484 - Posts: 15 |
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I agree this is not an accurate representation and seeming glitch in the calculation Thank you Steven Leon |
| [2020-04-30 02:45:40] |
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We understand now. We will resolve 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 |
| [2020-04-30 02:49:09] |
| Meklon - Posts: 223 |
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Fantastic, thank you Support!
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