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Date/Time: Sun, 05 May 2024 07:29:30 +0000

Post From: Volume By Price study showing different values on weekly and lower time frames.

[2019-11-30 15:06:50] Link To Thread - Link To Post [Go To First Post]
Adam Schwartz - Posts: 81
I am using the volume by price study on a 4hr chart, showing weekly profiles. I have "Ticks Per Volume Bar" set to 1 in study settings and "Volume at Price Mult" also set to 1 in chart settings. This gives me precise value area. I am trying to export this data to excel (via sierra chart spreadsheet) to calculate some statistics. For simplicty sake, I only care about the week's open, high, low and close price. To do this, I have created a weekly chart with weekly profile allowing me to easily match up the data in excel (the chart looks messy, but I am purely doing this to get the data neatly in spreadsheet). Ticks per volume bar and volume at price mult are still set to 1, yet the value area values are slightly different (in some cases, quite a lot) between the 4hr and weekly chart, even though all else remains equal. Any solution would be greatly appreciated. Thank you.