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Date/Time: Fri, 29 Nov 2024 18:44:38 +0000



Different VVA values with same data feed and same settings

View Count: 318

[2023-01-11 07:57:59]
User286186 - Posts: 22
Hello,

We detected a problem about a considerable difference between two VVA that we find among a group of different users.

The users have :

- the same datafeed (Denali);
- the same VbP and VVA settings;
- the same TPO settings;
- the same chart settings.

Nevertheless, as you can see in the screenshots below, for the day 2023-01-10, one group has the VVAH value at 136.67, and the other group has the VVAH value at 136.52.

The market is FGBLH23.

How could it be possible ?

Thank you very much for your help.
Attachment Deleted.
imageVVAH_Group_1.png / V - Attached On 2023-01-11 07:57:26 UTC - Size: 71.79 KB - 79 views
imageVVAH_Group_2.png / V - Attached On 2023-01-11 07:57:30 UTC - Size: 20.28 KB - 72 views
[2023-01-11 16:25:45]
John - SC Support - Posts: 36350
We see some small differences in the Volume by Price profiles, so there is something different between the two setups. In particular, we wonder if the Ticks per Volume Bar is set the same in both cases. Since these are tied to the TPO, you can not change this value in the VbP settings - you need to change it in the TPO and then it will reflect in the VbP. Refer to the following:
Volume By Price Study: Ticks Per Volume Bar

But it could also be related to the Chart Settings, such as the Session Times, New Bar at Session Start, etc. Refer to the following:
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
[2023-01-18 03:20:47]
Sierra_Chart Engineering - Posts: 17233
Refer to the information here:
Time Price Opportunity (TPO) Profile Charts: Incorrect Value Area or Point of Control Values

And refer to:
Working With Charts: Resolving Differences of Chart Bars Between Charts
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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