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Date/Time: Sat, 04 May 2024 14:27:30 +0000

Post From: Value Areas on Profile Not Computing Correctly

[2020-09-08 20:33:49] Link To Thread - Link To Post [Go To First Post]
ambtn723 - Posts: 14
The following problem seems to happen at random. There are several days where value area highs, lows, pocs, are not being calculated correctly and it throws off the entire day of trading. As an example, consider the disparity between 9/3 and 9/4 sessions. The value area calculation based off of the attached settings should yield a value area high of around 3453 and value area low of 3382, a poc volume of 3430 and poc time at 3400.50 for the 9/4 session. My screen shows VAH at 3429 and 3349 as the respective areas, 3372 as Volume POC and and Time POC. While 9/3 has the correct value areas. Ive started and stopped sierra multiple times but this seems to be happening on different computers. I can only guess that there's an issue perhaps with the Denali/TT feed that's coming through. I am also including my VBP settings and TPO Setting along with datafeed settings.


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