Support Board
Date/Time: Mon, 17 Aug 2026 16:25:11 +0000
Post From: Round Price Bars to Tick Size Causes CVD Distortion
| [2026-08-17 09:09:25] |
| User789875 - Posts: 11 |
|
I noticed a strange issue in Sierra Chart when using the Round Price Bars to Tick Size study together with Cumulative Delta Bars - Volume. When I add Round Price Bars to Tick Size to the main price graph, the CVD becomes completely distorted. The CVD starts continuously decreasing even when the price action does not support such a move. My questions are: Why does Round Price Bars to Tick Size affect the CVD calculation? Does this study modify the OHLC data that Cumulative Delta Bars - Volume uses internally? If the underlying market data already has a valid exchange tick size, should this study normally be necessary? Is there a recommended way to round the price bars to the correct tick size without affecting CVD or other studies that depend on the original price data? |
1.png