Support Board
Date/Time: Sun, 15 Feb 2026 03:58:36 +0000
[User Discussion] - Volume Profile Levels Different In Deep Charts
View Count: 39
| [2026-02-14 19:59:41] |
| User662119 - Posts: 3 |
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Hello, There is a discrepancy between the value area high, value area low and point of control for a weekly volume profile chart when comparing deep charts and sierra charts. I am inclined to believe it is the method in which it is being calculated. I have a high regard for Sierra Charts and am of the belief Sierra is the more accurate, but here are the following levels for the week of Feb 2. Both are ETH charts pulled from a 240 min chart Deep Charts: VAH 25443 POC 24863 VAL 24562 Sierra Charts: VAH: 25630 POC: 25401 VAL: 24745 This week was particularly bad, some other weeks were not as far off, but this is significant. Both were pulled with Rithmic data and I pulled on with Denali for Sierra but there was no change in the #s. I am wondering what would account for the difference? I have indicator set to 1 tick and intraday storage unit at 1 tick. |
| [2026-02-14 22:36:06] |
| User719512 - Posts: 417 |
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Ensure the following are the same Tick Compression Session start time Evening session? New bar? Start datetime, End datetime Volume on a random bar Volume at a random price level (and POCs) Value area is same percentage (70% is common) Internal calculations for value area use same algorithm (1-tick or 2-ticks are most common) Instead of a week, what variations do you see on some smaller period, like a 1-minute or 5-minute bar at 9:42 on a Tuesday? Segal's Law: "A man with a watch knows what time it is. A man with two watches is never sure." Might apply to VbP from multiple sources too /s If I were going to pick one to be "dead on balls accurate"...Sierra by a long shot |
| [2026-02-15 01:17:37] |
| Sierra_Chart Engineering - Posts: 22859 |
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Make sure Sierra Chart is set to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration Also refer to: Time Price Opportunity (TPO) Profile Charts: Incorrect Value Area or Point of Control Values In the case of the weekly profile, make sure that the starting day and time are correct. You can see this information here: Volume By Price Study: Viewing Volume Profile Text Information Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-02-15 01:19:14
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