Login Page - Create Account

Support Board


Date/Time: Tue, 22 Apr 2025 10:29:14 +0000



Difference in yesterday's RTH only volume profile if chart uses evening session or not

View Count: 264

[2025-01-02 19:10:01]
User174583 - Posts: 4
Hello!

I use the Volume by Price study to show yesterday's RTH volume profile on today's chart. I noticed that the profiles look differently depending on whether the chart uses the evening session times or not. This only happens if having the Number of Periods Back to Reference is 1, to show yesterday's profile. If it's 0 (showing today's profile), there are no differences. Could you explain the reason please? I've attached screenshots of the charts.

Thank you!

https://www.sierrachart.com/image.php?Image=1735844885427.png
https://www.sierrachart.com/image.php?Image=173584491227.png
[2025-01-02 20:25:28]
John - SC Support - Posts: 39395
For the Volume Profile, what is the "Volume Graph Period Type" set to?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-01-02 20:56:28]
User174583 - Posts: 4
It's set to "Multiple Profiles Based on Fixed Time" (1 day) for both.
[2025-01-02 21:02:07]
John - SC Support - Posts: 39395
What has us confused is that you state that when "Number of Periods Back to Reference" is set to "0" then you do not see a difference in the profile between the RTH and Full session charts. From what you are saying, this should not be the case - you should see a difference regardless of the setting for "Number of Periods Back to Reference".

Please get us a chart that is showing this issue by following these instructions:
Support Board Posting Information: Providing Chartbook with Only a Single Chart
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-01-03 00:29:24]
User174583 - Posts: 4
Yes, that's why I'm confused as well. The chartbook is attached. Thanks for helping with this. I actually like the results I'm getting with the two different profiles, but I need to understand the reason.
Private File
Attachment Deleted.
[2025-01-20 21:43:38]
User174583 - Posts: 4
Hello,

Do you have an update on this?

Thanks!!
[2025-01-21 17:48:43]
John - SC Support - Posts: 39395
Sorry for not responding previously, we must have lost track of this.

The one thing we see, at least for today which is a bit odd due to the holiday yesterday, is that the Input for "Minimum Time Period % for Reference Days Back" needed to be set to a lower value. The default of 25 was causing the most current profile to not be drawn. Changing this to a value of 1 resolves this. Refer to the following:
Volume By Price Study: Minimum Time Period % for Reference Days Back
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account