Support Board
Date/Time: Mon, 03 Aug 2026 20:35:10 +0000
Post From: Candlestick Volume Profile
| [2026-06-19 14:50:26] |
| John - SC Support - Posts: 47441 |
|
The first thing you need to understand is the difference between Daily historical data and Intraday data. Daily and higher timeframes, by default, use the daily historical data, which comes from the exchange with just the following information: - Open - High - Low - Close - Volume Whereas intraday data, depending on what increment you are storing the data in, contains the individual trades. Refer to the following regarding how a Volume Profile is calculated for Daily historical data: Volume By Price Study: How Volume by Price is Calculated for Historical Daily and Higher Timeframe Charts So you need to decide which data you want to use in order to setup your bar data properly and then to get the Volume by Price that you are actually wanting. If you want to use Intraday data to create these higher timeframes, then you need to set the chart to have the "Chart Data Type" set to "Intraday Chart Only". Refer to the following: Chart Settings: Chart Data Type (Chart >> Chart Settings >> Data Limiting >> Date Range and Limiting Method) From there, you can then setup the Volume Profile as you want it. Refer to the following for how to setup the study to have one profile per bar: Volume By Price Study: One Volume Profile per Chart Bar For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |