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Date/Time: Thu, 12 Jun 2025 22:57:45 +0000



Post From: Recalculate Volume By Price

[2022-07-27 18:01:28]
QnReally - Posts: 188
Sierra Support,

I have an intraday chart with bar period set to 405 minutes (to cover regular trading hours of 9:30 ET - 16:15 ET for NQ). I wanted to obtain the data for peak/valley levels that extend until future intersection for each day by using the Volume By Price study. I am able to do that, however, the study has a performance hit (like 400 ms per run) because of the sheer number of bars (more than 1000 bars) loaded in the chart. I wanted to look into ways for Volume By Price study to consume less resources. Here are some thoughts I was hoping you would consider.

Add an option in the Volume By Price study to allow it run only on recalculation. If need be, I don't need the peak/valley lines for the last bar in the chart, so, no real-time data needs to be processed.

OPTIONALLY CONSIDER: Add an option to calculate each time a new bar is added to the chart.

OPTIONALLY CONSIDER: Add an option to calculate no more than once in X number of seconds unless a recalculation occurs.

Thanks.