Login Page - Create Account

Support Board


Date/Time: Fri, 07 Nov 2025 17:56:08 +0000



Rolling Volume By Price

View Count: 84

[2025-11-04 16:04:34]
User871314 - Posts: 26
Hi,

Is there an option on volume by price to have a rolling study for say every 30 mins or every 10 bars? I am trying to avoid the study from restarting at zero every interval (new profile) - instead, it constantly looks back at the pre-determined interval and the profile is constantly updated/changing.

Thanks
[2025-11-04 16:05:37]
User871314 - Posts: 26
To be more clear, with the time example, instead of a new profile starting at 10AM, at 10:05AM, the profile would reflect 9:35AM-10:05AM. Same logic with bar count.
[2025-11-04 17:40:50]
John - SC Support - Posts: 42850
There is not an option for a rolling Volume by Price option like you are asking for.

We have noted this as a Feature Request. We can not say when we would get to any particular request.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-11-04 19:18:06]
User719512 - Posts: 331
OrderFlow Labs, orderflowlabs.com, has a Volume by Price study that supports this feature and more. It's included in the subscription along with all the other studies they offer.

You can anchor the VbP to:
Rolling duration: days, minutes, bars
Rotation: swing high / swing low
Subgraph signal
Timeframe: RTH open, Globex open, Weekly open, etc.
[2025-11-06 13:58:50]
Tr00pz - Posts: 29
30 minute rolling volume profile:
Volume Graph Type Period - One Period at End of Fixed Time Length
Time Period Type for 'Fixed Time' - Minutes
Time Period Length for 'Fixed Time' - 30

The bar period must be divisible by 30. If you have the bar period set to 5 minutes, each new bar will move the starting point forward 5 minutes.

10 bar rolling volume profile
Volume Graph Type Period - One Period Based On Bar Count
Number of Bars for 'Based On Bar Count' - 10

This will always show a volume profile for the most recent 10 bars.

Is this what you are looking for? Or did I misunderstand your explanation?

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account