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Date/Time: Mon, 25 Nov 2024 06:24:55 +0000



Session Volume Profile for Intra-day

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[2024-03-18 22:45:31]
User763335 - Posts: 82
Hello
What is the best way to always plot Session Volume profile for today's Intra-day session times(9:30AM-4pm NYT), irrespective of "Use Evening Session" defined in Chart Settings. ie, I'd always want the current intra-day's(9:30am-4pm) profile plotted, irrespective of the current chart time and even if evening session is enabled in chart settings during the day.

I looked at "Trading Day Start Time to End - Reset at Day Session" but that seems to use Evening session's start time during evening session?

Will "From Session Start Time to End" work , irrespective of the "Use evening session" setting?

Thanks
[2024-03-19 14:29:08]
John - SC Support - Posts: 36238
"From Session Start Time to End" will start at the Evening Session if you have it enabled, so that will not work.

You need to use either "One Period from Start Time to End Time" or "Multiple Profiles from Start Time to End Time" and then enter your Start Time as 09:30 and the End Time as 16:00 (assuming your chart in set to Eastern US Time Zone). Refer to the following:
Volume By Price Study: One Period from Start Time to End Time
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-03-19 15:07:08]
User763335 - Posts: 82
Thanks, what I'd like to have is:

1) Today's Intra-day session profile( 9:30AM-4pm EST) on the Right edge , irrespective of "Use Evening session" and time-of-day.
2) Prior day's Intra-day session profile (9:30am-4pm EST) on the Left (ie at the session start(9:30am), irrespective of "Use Evening session" setting and time-of-day). I want this as a Multiple profile, so it shows up on all prior days.

For 1) I enabled a "One Period from Start time to End Time" profile and set the Start & End times to 9:30am and 16:00pm respectively. That seems to work fine.

For 2) I enabled a "Multiple profiles from Start time to End time" and set the Start & End times. But the "Number of Periods back to reference" always resets to 0, even if set to 1. How come this limitation?
If I try "Multiple profiles based on Fixed Time" and Reference 1 day back , set "Time Period Type for 'Fixed Time' to "Days" and "Time Period Length for 'Fixed Time'" to 1, then it seems to be affected by the Session times defined in Chart settings ("These Volume Profiles use the Session Times settings for the chart and the Volume Profiles will start at the Session Times >> Start Time or the Evening Start when using the Evening Session."). So I added "Use Different Start Time" and set the Start & End times to 9:30am and 16:00pm. Will that work for the 2nd case(ie yesterday's profile, repeated)

Thanks
[2024-03-19 16:10:48]
John - SC Support - Posts: 36238
The option for "Use Different Start Time" only applies to the Start Time, it does not mean that the End Time will apply. So this will not really work for what you are wanting to do.

In the end, there really is not a perfect solution for you. The best option is to set the following:
- Number of Periods Back to Reference: 1
- Volume Graph Period Type: Multiple Profiles Based on Fixed Time
- Time Period Type for Fixed Time: Days
- Time Period Length for Fixed Time: 1
- Use Separate Profile for Evening Session: Yes
- Exclude Evening Session Profiles Except for Last Day: Yes

You will get what you want, but you will also have 1 evening session shown that you do not want at the current day.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-03-19 16:36:15]
User763335 - Posts: 82
Hi, thats what I've done presently..

but am not understanding the limitations..

1) IF a "Use Different Start time" can be provided as an option, why cant there be an option to specify a different end time ?

2) Why cant "Number of periods back to reference" be 1 , with "Multiple profiles from Start time to End time"

If these limitations are fixed, it'd help a lot of traders with similar needs.

thanks!
[2024-03-19 17:01:45]
John - SC Support - Posts: 36238
1) IF a "Use Different Start time" can be provided as an option, why cant there be an option to specify a different end time ?

There just isn't the option. And in the end, if you are specifying a Start and End Time, then you are doing the same thing as the option for "...from Start Time to End Time".

2) Why cant "Number of periods back to reference" be 1 , with "Multiple profiles from Start time to End time"

Same as above, this has not been setup to do this.

--

We have set this thread as a "Feature Request". Just keep in mind we can not say when we will get to any particular feature.
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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