Support Board
Date/Time: Fri, 31 Jul 2026 19:57:10 +0000
Volume By Price study - different VAH, VAL values on 1h and 15m chart
View Count: 267
| [2026-06-13 08:41:24] |
| User821223 - Posts: 18 |
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Hello, I have timezone set in Global Settings >> Data/Trade Service Settings to New York I'm using on ES chart, VBP study with the following settings: * Volume Graph period: Multiple Profiles from Start Time to End Time * Use Different Start Time: Yes * Start Time: 09:30:00 * End Time: 16:14:59 I noticed that values of VAH, VAL depend whether I'm using 1h or 15m chart. For instance, for last Friday 12-Jun the values are as follows: 1h chart: https://www.sierrachart.com/image.php?Image=1781341161639.png * VAH: 7444,00 * POC: 7434,25 * VAL: 7417,75 15m chart: https://www.sierrachart.com/image.php?Image=1781341213269.png * VAH: 7443,25 * POC: 7434,25 * VAL: 7408,50 Why there are such differences depending on selected timeframe ? Chartbook attached to this thread. Cheers, Przemek Date Time Of Last Edit: 2026-06-13 09:01:42
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 VBP_TEST.Cht - Attached On 2026-06-13 09:01:34 UTC - Size: 5.22 KB - 43 views |
| [2026-06-13 10:06:38] |
| User431178 - Posts: 895 |
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Why there are such differences depending on selected timeframe?
Look at the pictures you uploaded, the profiles don't contain the same data. The 15-minute VBP starts at 09:30 and the 60-minute starts 10:00. When you set the time in the VBP it includes the entire bar that contains the start time or end time, it does not divide the bars up. |
| [2026-06-16 11:16:45] |
| User821223 - Posts: 18 |
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Hi, I would assume that Start Time and End Time settings inside profile are the exact times based on which VBP is calculated regardless the candlesticks timeframe - those values don't change when I change the timeframe. If this is really the way it works, Start Time and End Time should change whenever candlesticks timeframe is changed, but it is not. I would assume that beginning of every profile that has Start Time between 9:00 AM and 9:59 AM would be on 9 AM 1h candle when 1h timeframe is used - this is just the visualization, not the exact time where VBP starts. My above assumptions are wrong? When I set Start Time: 09:30:00 and End Time: 16:14:59 I should use 15m or lower timeframe to see the exact values? Cheers, Przemek |
| [2026-06-16 15:18:46] |
| John - SC Support - Posts: 47421 |
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Your assumptions are wrong. Most of the studies in Sierra Chart work on the actual bars in the chart, not on the underlying data that makes them up. This includes the Volume by Price study. So when you set a "Start Time" it is going to start the Volume by Price at the bar that is nearest the entered time. Since you have a time of 09:30:00, the nearest bar is the 10:00:00 bar (not the 09:00:00 bar due to rounding up). 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: 2026-06-16 15:19:06
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| [2026-07-05 09:20:52] |
| User821223 - Posts: 18 |
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Thank you for the clarification, now I understand how it works. I figured out that if I set in Chart Settings >> Session Times: * Session Start Time: 9:30:00 * Session End Time: 16:14:59 And on 1h chart I will use only cash sesion (UNCHECK Chart >> Use Evening/Full Session) I will have the real values of VAH and VAL - the same that I would see on 15m chart with Evenning Session enabled. Most of the studies in Sierra Chart work on the actual bars in the chart, not on the underlying data that makes them up. This includes the Volume by Price study.
So when you set a "Start Time" it is going to start the Volume by Price at the bar that is nearest the entered time. Since you have a time of 09:30:00, the nearest bar is the 10:00:00 bar (not the 09:00:00 bar due to rounding up). Maybe it would be possible to add above note in the VBP study documentation ? Currently it is not there and it is difficult to figure it out ;-) Volume By Price Study: Start Time Thank you, Przemek Date Time Of Last Edit: 2026-07-05 09:21:24
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