Support Board
Date/Time: Mon, 21 Apr 2025 13:14:38 +0000
Custom study prices change between timeframes
View Count: 151
| [2025-02-26 15:30:32] |
| zoglog - Posts: 15 |
|
I've got a custom study that plots all previous months' (as well as current month) volume value area highs and lows as well as point of control on a regular candlestick chart. However, when I changed timeframes from a Daily to a 60m, the prices of the VVAH, VVAL + VPOC changes. I've compared this to a regular volume profile chart and sometimes the daily chart has correct figures (when compared to volume profile chart), sometimes the 60m is correct and sometimes neither are correct. Would be very grateful if someone could help with this. Screenshot attached for reference (vpoc in orange, vval/vvah in green) - not sure if I uploaded images correctly so please let me know if not. Thanks |
 Schatz 60m.png / V - Attached On 2025-02-26 15:29:20 UTC - Size: 78.47 KB - 25 views Schatz Daily.png / V - Attached On 2025-02-26 15:29:25 UTC - Size: 48.81 KB - 23 views |
| [2025-02-26 17:01:04] |
| John - SC Support - Posts: 39362 |
|
Daily, and higher, timeframe charts are typically built off the historical daily data. This data only has daily Open, High, Low, and Close information. It does not have the data for every trade like the intraday data has. Therefore, the information you are looking at will be different. If you want the daily data to be built from the Intraday data, then you need to set the "Chart >> Chart Settings >> Data Limiting >> Chart Data Type" to "Intraday Chart Only". Refer to the following: Chart Settings: Chart Data Type (Chart >> Chart Settings >> Data Limiting >> Date Range and Limiting Method menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-02-26 17:29:32] |
| zoglog - Posts: 15 |
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Aah ok thanks. So just to confirm, change the daily timeframe from historical to intraday for each chart with this indicator and that should solve the issue? |
| [2025-02-26 17:48:43] |
| John - SC Support - Posts: 39362 |
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Yes.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-02-27 12:35:22] |
| zoglog - Posts: 15 |
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Ok thanks that works perfectly. One more thing however, the plotted lines still seems like it could be off. I've attached screenshots of the Eur/Usd. Notice on the candlestick chart for December 2024 the VVAL is at the very high of the month at 1.06760 The high on the monthly profile chart for Dec is 1.06420. Any help on this would also be appreciated :) Thanks |
| Euro canadle.png / V - Attached On 2025-02-27 12:35:09 UTC - Size: 54.13 KB - 15 views |
| [2025-02-27 15:54:45] |
| John - SC Support - Posts: 39362 |
|
That is because you are using a Back-Adjusted Continuous Futures Contract. So the previous contract is adjusted so that it lines up with the current contract. Refer to the following: Continuous Futures Contract Charts: Understanding Back Adjusted Price Data and Comparisons 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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