Support Board
Date/Time: Wed, 27 Nov 2024 00:27:15 +0000
Request: Fix Volume by Price (Delta Profile) Topmost volume bar length
View Count: 394
| [2023-03-02 14:48:24] |
| ticinotrader - Posts: 392 |
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Dear Support, May I ask for your assistance in fixing the following problem: Attached is a screenshot with a TPO profile and a Volume by Price studies displayed. The Volume by Price study is set to display a 'Delta Profile' style: - Display Volume in Bars = Bid Volume x Ask Volume - Volume Bar Calculation Method = Diagonal Ask Volume - Bid Volume - Bid Volume and Ask Volume Coloring method = Diagonal Difference of Bid And Ask Volume Coloring The problem, I would like to ask you to fix, is highlighted on the attached chart: When the topmost price level's Bid is zero and the ask has a value (Bid x Ask is 0 x ###), the top delta profile bar is always the same length as the next bar below, even if the traded amounts are significantly different between these two levels. This happens only with the topmost bars of the Volume profile and is not an issue with the bottom (lowest) bar of the profile, where the Ask is zero (Bid x Ask is ### x 0) Can you please provide a fix for this, so the 0 x ### highest bar's length would have proper length? Thank you in advance. |
Private File Private File |
| [2023-03-06 01:17:58] |
| Sierra_Chart Engineering - Posts: 17187 |
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The reason is because the calculation is diagonal there is not a price level above the topmost price level. Really that volume bar has to be removed altogether.
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 |
| [2023-10-04 14:39:53] |
| ticinotrader - Posts: 392 |
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Dear Support, Can you please let me know if there is any plan to fix this problem with the length of diagonal delta based calculation of volume bars of the Volume by Price study? When using Diagonal Ask Volume - Bid Volume calculation of the Volume by Price study: - When a zero print Bid volume is positioned at the top of a volume profile (0 x ###), the length of the topmost volume bar always equals to the volume bar one step lower. - This is not an issue when a zero Ask print is at the very bottom of the profile (### x 0) I am attaching a new screenshot of the issue to demonstrate it. Thank you in advance for considering this to be fixed! |
 20231004_162403.png / V - Attached On 2023-10-04 14:36:06 UTC - Size: 43.53 KB - 60 views |
| [2023-10-04 15:51:57] |
| John - SC Support - Posts: 36309 |
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We have this on our list of items to be done, but it is just something we have not gotten to.
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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