Support Board
Date/Time: Wed, 05 Mar 2025 19:45:04 +0000
Volume at Price Multiplier major issue
View Count: 2184
| [2021-12-04 13:52:43] |
| User350195 - Posts: 34 |
|
Hello, Chart Settings 'Volume at Price Multiplier' is causing Volume by Price study to create different volume levels than by using 'Ticks Per Volume Bar' setting directly in the study. Example 6E Chart: Set Volume at Price Multiplier to 10 for - This will set VbP study Ticks Per Volume Bar to 10 ticks. Set back Volume at Price Multiplier to 1 - This will keep VbP study Ticks Per Volume Bar at 10 ticks but data will be different! So basically when setting VbP Ticks Per Volume Bar directly in the study, you'll get a different result than the same configuration with the Volume at Price Multiplier in chart settings. I am not sure which one is correct but it seems direct study Ticks Per Volume Bar config is more accurate. Please check sreenshots, arrows show how levels are changing in different configurations, it has a major effect on Bid and Ask Volume coloring methoods calculation as well. Date Time Of Last Edit: 2022-01-24 07:39:16
|
 Screenshot 2021-12-04 152433.png / V - Attached On 2021-12-04 13:47:19 UTC - Size: 89.69 KB - 255 views Screenshot 2021-12-04 152622.png / V - Attached On 2021-12-04 13:47:23 UTC - Size: 90.01 KB - 234 views |
| [2021-12-06 16:01:48] |
| John - SC Support - Posts: 38406 |
|
We are not able to reproduce this. When we setup for the same symbol you are using, we get the same profile regardless of whether the Volume at Price Multiplier is set to 10 or 1. Please try turning on the volume display in the profiles and see if you see differences in the volume numbers that are displayed. Please give us screenshots with the volumes displayed. Also, what is the data period you are viewing for the profile and is there any possibility that the difference in the profile is just due to new data? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-06 17:06:24] |
| User350195 - Posts: 34 |
|
Please check the attached screenshots. Also I have enabled Continues Contract setting. Not sure if that causes the issue..
Date Time Of Last Edit: 2022-01-24 07:38:54
|
| Screenshot 2021-12-06 190109.png / V - Attached On 2021-12-06 17:03:49 UTC - Size: 126.25 KB - 191 views Screenshot 2021-12-06 190131.png / V - Attached On 2021-12-06 17:03:53 UTC - Size: 127.57 KB - 217 views Screenshot 2021-12-06 190305.png / V - Attached On 2021-12-06 17:03:57 UTC - Size: 78.1 KB - 181 views |
| [2021-12-06 18:49:09] |
| John - SC Support - Posts: 38406 |
|
Please get us a copy of the chart by following these instructions: Support Board Posting Information: Providing Chartbook with Only a Single Chart For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-06 19:23:12] |
| User350195 - Posts: 34 |
|
chartbook attached.
|
Private File |
| [2021-12-06 21:59:29] |
| John - SC Support - Posts: 38406 |
|
When we do the two scenarios, the data is exactly the same. Although we do not think this accounts for all of what you are seeing - you have to remember that since you are looking at "All Bars" when you switch back and forth between these scenarios, if you are connected to the data feed, then you will see some differences as new data has been loaded. In the end, we think this is related to your IB data. Here is what we would like for you to do to verify it is the data feed or not. When you have a chance (and are not actively trading) change your setting for Global Settings >> Data/Trade Service Settings >> Current Selected Service to SC Data - All Services. This will give you access to the Delayed Streaming Data From Sierra Chart. Then open the chartbook that has this chart in it and select Edit >> Translate Symbols to Current Service to get your symbols changed to the new service. Then go to that chart and select Edit >> Delete All Data and Download and delete all the data in the chart and it will redownload it for you using the Sierra Chart data. Then look at the two situations and see if you continue to have an issue. If not, then the only thing it can be is your underlying data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-07 14:53:28] |
| User350195 - Posts: 34 |
|
Hello, it doesn't seem to be related to the underlying data as this issue is present in different connection configurations. Please take a look at the attached video Date Time Of Last Edit: 2022-01-24 07:38:28
|
 2021-12-07 16-47-02_Trim.mp4 - Attached On 2021-12-07 14:52:26 UTC - Size: 14.92 MB - 272 views |
| [2021-12-07 18:28:35] |
| John - SC Support - Posts: 38406 |
|
The one thing that is very confusing is that when you select "Delete All Data and Download", it did not take enough time to actually download the new data. It looks like it did not delete anything. But we do not know why it would do this. What we really need for you to try next is to go to the operating system and delete the files named 6EZ21-CME.scid and 6EU21-CME.scid. Then try setting the service to SC Data - All Services and see what happens. You should download all new data since the files are not there. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-07 19:17:03] |
| User350195 - Posts: 34 |
|
So I deleted all 6E files from the data folder, restarted SC. Downloaded fresh data for 6E symbol while connected to SC All Services. I've tried multiple options and connections while deleting files from the data folder everytime and still same issue. I've tried disabling use of Custom Symbol settings as well. I have enabled Recording Market Depth data on this symbol (just in case) This also affects Custom Drawn Profiles the same way.. Date Time Of Last Edit: 2021-12-07 19:17:50
|
Private File |
| [2021-12-07 21:59:57] |
| John - SC Support - Posts: 38406 |
|
The VbP does not use the Market Depth data. Ok, we will check with the other engineers to see if they have any insight as to why you are seeing what you are seeing. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-21 18:31:44] |
| MalyKubo - Posts: 15 |
|
I can confirm this issue. Im using Sierra's feed for equities. Got watchlist with bunch of symbols. Each symbol has "Volume at Price Multiplier" set in symbol settings. Im using FP chart (number bars study) for trading and and have to have different volume at price mult. set for symbols to be able to use FP. Example: Symbol X has volume at price mult set to 1 Symbol Y has volume at price mult set to 2 I have volume profile (VBP study) on my chart. Chart is set to symbol X and VBP's ticks per volume bar is set to 1 Switching to symbol Y in quoteboard will set symbol Y to chart. VBP ticks automatically changed to 2. Which is correct Switching back to symbol X will set correct volume at price multiplier to chart to 1, but VBP's ticks are stuck at 2 A have attached screenshots. Please have a look. You can see there how volume profile is different then footprint with correct volume at price mult. |
| PFE1VP.png / V - Attached On 2021-12-21 18:30:47 UTC - Size: 78.77 KB - 194 views AAPL2VP.png / V - Attached On 2021-12-21 18:30:52 UTC - Size: 78.58 KB - 198 views PFE2VP.png / V - Attached On 2021-12-21 18:30:57 UTC - Size: 78.26 KB - 196 views |
| [2021-12-21 18:49:04] |
| John - SC Support - Posts: 38406 |
|
WRT Post #11: What you are describing and what you show in your images is perfectly normal behavior and not the same as what the original post was about. There is going to be a difference in the Volume by Price study when you have the Ticks per Volume Bar set to 2 instead of 1, which is what you are showing in the two images for PFE. In this case, you would just need to change the Ticks per Volume Bar back to a value of 1 to get things back to the original look. In the original post, the user was stating that if they set the Volume at Price Multiplier to a value and then set it to 1 and then set the Ticks per Volume Bar to the same setting as the Volume at Price Multiplier that they saw different volume values, even though the calculations for the two situations are essentially the same. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-21 19:57:06] |
| MalyKubo - Posts: 15 |
|
Im sorry I thought it’s related. I can create another ticket but didnt want to create more tickets. Let me explain why I thought it’s related. Changing symbols will change volume at price mult ftom 1 to 2. It will also change VBP’ ticks from 1 to 2. Changing symbols back will change mult back to 1, but ticks wont change back from 2 and are stuck at 2. I need to manually change them back to 1. I think they should change back to lesser value automatically. Looks like they change automatically only to bigger values |
| [2021-12-21 21:45:31] |
| John - SC Support - Posts: 38406 |
|
We understand what it is that you would like to have changed. We have added this to our list, but we can not say when we would get to it.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-01-23 09:57:08] |
| User350195 - Posts: 34 |
|
Hello, is there any update on this issue? Thanks! |
| [2022-01-23 15:22:33] |
| frozentundra - Posts: 94 |
|
@User350195 try this code we built as a workaround, been working extremely well for us: https://github.com/FrozenTundraTrader/sierrachart/blob/main/auto_vbp_fixes.cpp |
| [2022-01-23 19:48:11] |
| User350195 - Posts: 34 |
|
@frozentundra Hi, what is this code fix is for? I can't find any info. Also I placed file into SierraChart\ACS_Source directory it din't fix my issue.. |
| [2022-01-23 22:22:30] |
| frozentundra - Posts: 94 |
|
@User350195 - It's more a workaround than a fix, for the issue where if you switch symbols, then switch back, your VbP Ticks Per Bar doesn't return to what it was set at. The code itself is there to read through, but in summary it sets up an automatic calculation to have your VbP Ticks Per Bar setting be completely automated and is rendered to be consumable by the human eye. So for example, if you load TSLA daily chart, then load AAPL, the code will automatically adjust the VbP Ticks Per Bar to make it readable without you having to modify the settings by hand. I've attached a gif file I recorded to demonstrate what I mean ^^ As far as how to use it, you'd need to use the SierraChart remote compiler feature to compile the .cpp file into a DLL and then select that DLL in your Studies > Add Custom Study to the chart where you have your VbP. If this doesn't provide a workaround for the issue you were facing then I apologize, please ignore, but I thought it was relevant and it is what @Malykubo and I were struggling with until we wrote this workaround. Regards, Frozen Tundra |
| auto VbP ticks per bar.gif / V - Attached On 2022-01-23 22:20:34 UTC - Size: 3.32 MB - 225 views |
| [2022-01-24 07:37:59] |
| User350195 - Posts: 34 |
|
@frozentundra I see, yea my issue is different, I guess I should have made my files public. Thanks anyway! |
To post a message in this thread, you need to log in with your Sierra Chart account: