Support Board
Date/Time: Fri, 14 Mar 2025 12:34:45 +0000
Backtesting with volume profile, value area
View Count: 150
| [2025-02-05 17:46:16] |
| PS - Posts: 42 |
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Hello, How can I write back tests that use volume profile and value area? Was looking for documentation on how to access volume by price data via the indicator, create the settings, access / manipulate the VbP data itself, etc., but wasn't able to find it. If you could point me to some instructions in the documentation or even provide a sample / dummy strategy demonstrating it, that would be very helpful. Thank you, PS |
| [2025-02-05 23:06:46] |
| John - SC Support - Posts: 38653 |
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Is this something you are wanting to do through a custom study? If not, then what exactly are you looking to do with the information?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-02-06 02:51:18] |
| PS - Posts: 42 |
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Thanks for your reply, John. I don't have my mind set on one specific function, but in general I am looking to: 1. Compare and contrast value areas from multiple periods. (i.e. high overlap of value areas across multiple days) 2. Use value area levels for algorithmic trading decisions (VA low, VA high, POC, etc.) 3. Using the profile itself to find high volume nodes and low volume nodes 4. Analyze the profile itself to determine the "type" of distribution for the day (P-shaped, b-shaped, Gaussian, double distribution, etc.) Probably some other examples I'm not thinking of now, but I think this is pretty comprehensive. Thanks, PS |
| [2025-02-06 15:45:31] |
| John - SC Support - Posts: 38653 |
|
From what you are stating, it sounds like you would need to create a custom study to do what you are wanting. In this case refer to the following to help get you started: ACSIL Programming Concepts: Accessing Volume at Price Data Per Bar 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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