Support Board
Date/Time: Wed, 14 May 2025 10:16:53 +0000
Post From: Accuracy of ticks with exchange traded spreads and number bars study?
| [2016-04-20 23:12:21] |
| i960 - Posts: 360 |
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No, the problem is still there, so consider it's something else other than a "temporary" problem. Look, the problem here is "volume at price mult", a setting I never even set, being set to 5. And that setting is obviously being driven by the volume by price and/or numbers bars study which is forcing it to 5 when changing charts from intraday to daily. This is also super easy to reproduce: have a VBP with 5 ticks per bar (which is completely normal), have the intraday chart set to 1 for "volume at price mult", change the period to daily, now watch all the prices instantly be wrong because the chart just changed your "volume at price mult" to 5 without your input. This in itself isn't a big issue because it's a daily chart and numbers bars accuracy isn't even useful there. However, change it back to intraday and watch said "volume at price mult" of 5 still be used and prices still be wrong. The best part is someone even reported this bug in the past and it was shunned as "user error": volume profile ticks and chart period Here, let me make it easy: When changing from intraday to daily, the chart changes "volume at price mult" to 5, which is documented in the documentation as "saving memory". Go to chart settings and change it back to intraday and watch the same "volume at price mult" of 5 still be used. That is a straight up bug, the same one reported a year ago. On top of that SC is still not reflecting an accurate market depth. I can sit and watch inside bids show up closer than the bid shown by Sierra that aren't the most inside bid. For instance it's showing -1.01 right now and the real inside bid is -0.98. Date Time Of Last Edit: 2016-04-20 23:13:40
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