Support Board
Date/Time: Sat, 19 Jul 2025 13:09:38 +0000
Post From: How to Extract Historical Market Profile Levels (VAH/VAL/VPOC) for Backtesting
| [2025-07-14 17:01:31] |
| daniel kagan - Posts: 4 |
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Hello Support Team, I’m trying to backtest a strategy I developed based on Market Profile levels (VAH, VAL, VPOC), and I would appreciate some guidance. I trade the NQ futures contract, and one of my charts uses the TPO Profile Chart (Market Profile). What I need is to extract the historical values of VAH / VAL / VPOC, as they appeared intraday (updated throughout the session), not just the final daily values. Since these levels change dynamically during the session, I’m looking for a way to export this data or access it programmatically — either through the TPO Study, Volume Value Area study, or another recommended method. Does Sierra Chart offer a built-in way to do this, or would I need to use ACSIL or custom solutions? Any pointers would be greatly appreciated. Thank you! Date Time Of Last Edit: 2025-07-14 17:04:50
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