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Date/Time: Sat, 19 Apr 2025 09:42:44 +0000



Volume Profile during IB period only

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[2025-03-18 10:26:52]
anthonyvegas - Posts: 19
I use Volume by Price extensively in my trading. Attached you'll see I have many volume profiles, 2 on the left are for ETH and RTH, those on the far right are various 365 day, 200 day, etc...
I also trade the 1 hour ( 930 to 1030 ) initial balance and have a volume profile setup to form during this period. It is the cyan blue profile in the middle and the settings box for this profiles shows it is setup for 'Start time to end time' and those times are setup 09:30:00 to 10:29:59.

BUT, you can see this profile is forming after hours, its currently 3:10 am or so when the screen shot was taken. And the volume profile seems to be forming for a single 48 range candle! Very odd. Please help.

Note: it does reset and form correctly during the IB period.


https://www.sierrachart.com/image.php?Image=1742293361584.png

( using your screen shot tool I cannot get a screen shot with the setting dialog open, happy to upload one or email a screen shot to you directly )
[2025-03-18 15:37:30]
John - SC Support - Posts: 39362
Apart from a few specific exceptions, Sierra Chart studies are based on the bars in the chart. As such, you can not specify that you want a Volume Profile from 09:30:00 to 10:29:59 if the bars do not fall into that range. Otherwise, you get what you are seeing - the Volume Profile will be for the entire bar that includes that time period.

In the end, if you want to see a 1 hour profile on a range bar chart, it cannot be done.
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[2025-03-19 04:52:13]
anthonyvegas - Posts: 19
Ok, thanks for clarifying. Just so you know, during ETH, the incorrect volume profile bars are still showing up on time based ( 1 min ) bar charts. This is issue is not limited to range charts.
[2025-03-19 13:52:36]
John - SC Support - Posts: 39362
What do you mean the incorrect volume profile bars are still showing? Please give us an image of what you are seeing by following these instructions:
Support Board Posting Information: Attaching or Posting a Screenshot/Image (Optional)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-03-20 06:47:20]
anthonyvegas - Posts: 19
Here is a screen shot of a 1 minute candlestick chart. The thin volume profile toward the middle ( in cyan ) is setup to create a profile from 09:30:00 to 10:29:59 ( the formation of the 1 hour Initial Balance ). And, it works and does that correctly.

But, for some reason during ETH, this profile also shows up ONLY during the most current candlestick being formed. It is not a huge issue, but I thought you might want to know in case this helps you debug or find related bugs.

Anthony
image2025-03-19_234119.png / V - Attached On 2025-03-20 06:45:47 UTC - Size: 197.37 KB - 23 views
Attachment Deleted.
[2025-03-20 06:51:34]
anthonyvegas - Posts: 19
for these settings:
File -> Data/Trade Service Settings ->
Common Settings -> Intraday Data Storage Time Unit?

I am setup at 1 Tick.

but, I also tried 1 second, deleted and reloaded data and got the same irregular VP formation result.
[2025-03-20 13:30:00]
John - SC Support - Posts: 39362
We do not understand what you mean by "this profile also shows up ONLY during the most current candlestick being formed." When is it not present?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-03-20 15:13:48]
anthonyvegas - Posts: 19
sure, let me clarify... it supposed to build a volume profile during the 1 hour open initial balance. And it does that!
But, it also shows up after hours, during ETH... and it seems to 'build' a profile for the current candle! So, if its a 1 min candlestick chart, then during the formation of the most recent 1 minute candle, this volume profile is fill out with volume. When that 1 minute candle closes and the next candle starts, the volume profile resets and builds during the duration of that 1 minute candle.

Thats why in the most recent screen shot the volume profile is only a few points "tall", because its during a 1 minute candle during ETH where little movement is experienced.

Hope that helps....
[2025-03-20 16:38:37]
John - SC Support - Posts: 39362
The profile should just stay as it is when the time is outside the range you specified for the profile. Please get us that chart by following these instructions and we'll take a look:
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
[2025-03-21 16:59:24]
anthonyvegas - Posts: 19
Here is the chartbook you requested. NOTE: the volume profile which is labeled IB VP is the one in questions. It is supposed to build out a VP from 930 to 1030 AM.

But, is also shows a strange VP of 1 candle in size anytime after MIDNIGHT I believe... then works properly at 930 AM.

Anthony
Private File
[2025-03-21 20:43:55]
John - SC Support - Posts: 39362
We have not seen anything while looking at this today so far, but you mention that it only seems to happen after midnight. We notice that the Input for "Use Separate Profile for Evening Session" is set to "Yes". We wonder if this might be causing what you are seeing. Please set this to "No" and let us know if you see the same issue.
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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