Support Board
Date/Time: Mon, 10 Mar 2025 22:56:06 +0000
Volume & Delta inconsistent across intraday charts
View Count: 616
| [2022-04-19 14:44:16] |
| rkg - Posts: 12 |
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I am always seeing different values for Intraday Delta and Volume across different charts in my chartbook. 1) For example, My number bars chart w/ Number Bars Calculated Values study always has different values than a 1m candle chart with Cumulative Delta Bars study, see attached. 2) Also a 15m candle stick chart using a VbP study also has different intraday volume than a TPO chart. These two studies have aligned volume on all sessions except the current intraday session, see attached Any idea why this happens? All session times are the same and all of these charts are intraday charts. I am not sure which of the values are the correct ones |
 IntradayVolume.JPG / V - Attached On 2022-04-19 14:36:58 UTC - Size: 297.84 KB - 156 views IntradayDelta.JPG / V - Attached On 2022-04-19 14:37:08 UTC - Size: 151.05 KB - 137 views |
| [2022-04-19 16:32:05] |
| John - SC Support - Posts: 38547 |
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You need to ensure that all of the chart settings are the same between the charts. One item in particular that can cause differences is the Combine Trades Into Original Summary Trade. If you go through the settings and still do not see any difference then attach your chartbook(s) to this thread for us to take a look. Refer to the following for how to attach a chartbook: https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-04-19 16:44:34
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| [2022-04-19 17:23:30] |
| rkg - Posts: 12 |
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Please see attached chartbook. I am comparing cumulative delta values between chart #7 (Delta), and chart #2 (5minFP-es) I am comparing total volume between the RTH VPB on chart #1 (PNFes) and volume on RTH session of chart #12 (TPOes) |
 esmaster.Cht - Attached On 2022-04-19 17:23:06 UTC - Size: 80.27 KB - 249 views |
| [2022-04-19 23:13:38] |
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Go through the information here: Chart Studies: Resolving Study Differences 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 |
| [2022-04-20 14:02:22] |
| John - SC Support - Posts: 38547 |
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With regards to the delta values between charts 7 and 2, we do not see any difference. It's hard to see while the data is running, so the easiest thing to do is to select File >> Disconnect and the values at that point should be the same. We have done this and each time the values were exactly the same. With regards to the Volumes, the Session Times are different, and the TPO chart is not using the Evening Session, whereas you do have this enabled on the VbP. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-04-20 16:24:21] |
| rkg - Posts: 12 |
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Thanks John, I went through every setting and found that certain settings were not lined up such as the Continuous contract type, Chart update in Milliseconds, Combine Trades into Original Summary In regards to the volume on the two charts with different session times, I did manage to get them aligned by fixing the chart settings as well. |
| Capture.JPG / V - Attached On 2022-04-20 16:24:12 UTC - Size: 415.37 KB - 146 views |
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