Support Board
Date/Time: Sun, 09 Mar 2025 20:28:39 +0000
Volume by price with chart bar gap fill
View Count: 531
| [2022-03-07 19:15:29] |
| User900285 - Posts: 98 |
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I troubleshooted this and have identified a discrepancy that is worth reporting. I noticed a slight inaccuracy with the volume by price between two charts with the same exact bar period. Turns out it was related to the chart gap fill setting. This is how to replicate it. 1. Open 2 charts with identical bar period and symbol. My symbol was ZFM22_FUT_CME with a bar period of 1m. 2. Place a VbP study on both charts with identical settings. I had it on One Period Based on Bar Count with the number of bars set to 3. 3. On one of the charts enable Chart Settings > Gap Fill - Fill All Bar Gaps. You will then see this discrepancy where it looks like some trades are being recorded at the wrong prices within each period. Any insight regarding this would be helpful. I of course require the most precision with the volume by price but the chart gap fill setting is also very helpful with viewing the price action. |
| [2022-03-09 01:40:13] |
| Sierra_Chart Engineering - Posts: 18714 |
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This may very well be true when using that option. When you use any of the gap fill options, the volume at price data is not going to be accurate at each price level.
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