Support Board
Date/Time: Sun, 12 Jul 2026 17:26:43 +0000
Having Volume Profile and Delta Profile side by side.
View Count: 6035
| [2025-11-26 16:47:55] |
| blazemk - Posts: 13 |
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I would like to know if there are any configuration settings to allow the Volume Profile drawing tool to incorporate a Delta Profile on the left side. Please see attached picture. If this is not currently possible then please let me know how to add a delta profile button. I currently have a VP drawing tool button but I cannot customize another button for Delta profile. I tried doing this in control bar 2 changing the settings of the volume profile to be a delta profile but it saves over my first VP settings. How can I have 2 different buttons for drawing these 2 different profiles on a chart. I also tried to assign a different TC for the delta profile (TC2). When drawing volume profile going to chart drawing properties and changing it to TC2 it does not change to delta profile. |
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| [2025-11-26 17:47:17] |
| John - SC Support - Posts: 47144 |
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I would like to know if there are any configuration settings to allow the Volume Profile drawing tool to incorporate a Delta Profile on the left side. Please see attached picture.
There is not a way to do this. We have noted this as a Feature Request. We can not say when we would get to any particular request. If this is not currently possible then please let me know how to add a delta profile button. I currently have a VP drawing tool button but I cannot customize another button for Delta profile. I tried doing this in control bar 2 changing the settings of the volume profile to be a delta profile but it saves over my first VP settings. How can I have 2 different buttons for drawing these 2 different profiles on a chart.
I also tried to assign a different TC for the delta profile (TC2). When drawing volume profile going to chart drawing properties and changing it to TC2 it does not change to delta profile. To get a Delta profile using the Drawn Volume Profile option, you need to have a second configuration setup to use a different Study Collection, where that Study Collection is setup to be the Delta profile. Refer to the following: Chart Drawing Tools: Creating Control Bar Buttons which Select Drawing Tool and Drawing Tool Configuration in One Step Volume By Price Study: Step by Step Instructions to Configure the Draw Volume Profile Tool For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-11-27 12:34:25] |
| blazemk - Posts: 13 |
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To get a Delta profile using the Drawn Volume Profile option, you need to have a second configuration setup to use a different Study Collection, where that Study Collection is setup to be the Delta profile.
I have added the custom drawing tool as you said and chosen the volume profile. I drawn the volume profile on the graph then went to studies to modify it to a delta profile, after modifying it and setting those settings to default when I use a volume profile drawing tool it is a delta profile. There seems to be only one tool configuration/instance for VP in Sierra and changing the default settings to be a delta profile overwrites the normal VP settings. |
| [2025-11-27 15:58:24] |
| rc_camilo - Posts: 8 |
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I would like to see this new feature implemented as well, since I now keep changing the volume to delta using the tool configuration button. Thanks, much appreciated.
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| [2025-12-01 15:33:37] |
| John - SC Support - Posts: 47144 |
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There seems to be only one tool configuration/instance for VP in Sierra and changing the default settings to be a delta profile overwrites the normal VP settings.
Just like with all the drawing tools, there are 24 configurations that can be setup for the Drawn Volume Profile. So you need to setup separate configurations for what you want from each one, and use the appropriate configuration when drawing the profile for what you want of that profile. Refer to the following: Chart Drawing Tools: Creating Control Bar Buttons which Select Drawing Tool and Drawing Tool Configuration in One Step For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-12-02 12:53:34] |
| blazemk - Posts: 13 |
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I have went through the instructions but still having trouble with this. Just to keep things simple as I understand to set up another configuration for a volume profile I will draw the volume profile then right click and press "volume profile settings" change the volume bar calculation method (ln:48) from total volume to ask volume - bid volume (making it a delta profile). Then Apply. After that I will right click again press "chart drawing properties" then config choose for example TC2 and save. Now if drawing volume profile I should be able to go to chart drawing properties and select to load TC2 and it should change to a delta profile. However this does not happen. I have no problem with other tools like drawing a ray and selecting another TC2 or 3. It changes. But not the Volume profile draw tool. I am not sure what I am missing. |
| [2025-12-02 16:46:54] |
| John - SC Support - Posts: 47144 |
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What you are doing is not how it works for the Drawn Volume Profile or the Drawn VWAP. These items use a Study Collection to define the setup for the particular configuration. So you need to use a combination of the following instructions: Chart Drawing Tools: Creating Control Bar Buttons which Select Drawing Tool and Drawing Tool Configuration in One Step Volume By Price Study: Step by Step Instructions to Configure the Draw Volume Profile Tool For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-12-03 16:56:38] |
| blazemk - Posts: 13 |
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Volume By Price Study: Step by Step Instructions to Configure the Draw Volume Profile Tool
Thank you, I managed to do this. I was not saving as a single study collection. |
| [2025-12-19 00:29:35] |
| User602969 - Posts: 17 |
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hi john, I would like to have this feature as well. i have changing my study template from Volume profile to delta profile frequently.
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| [2026-01-07 20:12:59] |
| Aussie - Posts: 1 |
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Glad I found this thread, I’m testing the free version and couldn’t figure it out! I’m hoping the confusion with the chart setup pays off, either way I will be waiting until this is available before purchase
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| [2026-01-11 02:48:16] |
| Casey Brehm - Posts: 1 |
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Would love this feature as the initial user requested. That platform screenshot he sent is from ATAS and it is very nice. Would love to see that feature incorporated to sierra.... Thank you guys for making/supporting my favorite platform by far in SC'
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| [2026-01-26 23:46:12] |
| Asad1939 - Posts: 18 |
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Same - hope you guys can prioritize this ask
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| [2026-02-25 10:21:07] |
| User802601 - Posts: 1 |
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Hello, I would also like to have a feature to display delta volume on the left side. For the people having trouble with this, I currently have it set up in this way (see picture) that does the job but you have to zoom in for the delta to show. You have to use the Volume by Price indicator, save as single config and configure the "Draw Volume Profile" Tool to use it.
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| Attachment Deleted. |
| [2026-02-25 22:20:04] |
| User879463 - Posts: 4 |
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Here is the configuration that you are looking for with an example of how powerful it can be when used correctly. Its has DP and VP overlayed and its clearly visible. It is essentially as close as we can get on sierra chart to this setup, the only difference is the DP is overlayed on-top of VP which honestly i don't even think is a negative. I've attached all my exact setting and how to add shortcut with step by step instructions in the first screenshot and settings in the second one. https://www.sierrachart.com/image.php?Image=1772056766242.png - Image of how the tool is used and the steps on how to make shortcut. https://www.sierrachart.com/image.php?Image=1772057864141.png ---- All My the Seettings for the Study. |
| [2026-02-26 06:02:16] |
| Asad1939 - Posts: 18 |
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Thank you @User879463 What are the dots on your chart? Is this a built in study. I have a shortcut, 1 for VP and 1 for DP - I didn't realize you can have one shortcut for both (thanks User802601) |
| [2026-04-02 06:12:22] |
| TonyCipriani - Posts: 119 |
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To Asad1939: Those dots I think are the Large Volume Trade Indicator which is built in
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| [2026-04-19 20:16:33] |
| StrongNeo - Posts: 3 |
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Good news, i was able to create my own version of the VbP tool with the Dual Volume Profile interface, one for delta left-sided and one for volume right-sided, it is still in a Work in progress, because i am having trouble making it to draw at the Fixed Volume Profile selected frame, so more time, dedication and coding is needed, but once i have an update and finish this i will do share my .Dll love to the SC Community! Sierra's ASCIL is pure GOLD! https://www.sierrachart.com/image.php?Image=1776629653749.png https://www.sierrachart.com/image.php?Image=1776634079687.png Date Time Of Last Edit: 2026-04-19 21:29:36
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| [2026-04-19 21:30:26] |
| rc_camilo - Posts: 8 |
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Looks great. Would you tell what you are using to plot the profiles?
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| [2026-04-19 21:50:50] |
| Asad1939 - Posts: 18 |
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Thats awesome. Let us know when ready. Thanks in advance
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| [2026-04-19 21:54:48] |
| StrongNeo - Posts: 3 |
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https://www.sierrachart.com/image.php?Image=1776635580981.png https://www.sierrachart.com/image.php?Image=1776635658861.png https://www.sierrachart.com/image.php?Image=1776636333902.png almost there, was able to make it draw inside the Fixed VbP range, but it still has minor bugs, when i extend the range too rapidly fast this is what happens as you can see on screenshot 3 this happens, it seems to lag a bit also bad thing is i cannot manage to make it display multiple drawn Fixed volume profiles, only one per range, but after i patch most of the bugs i will put the .DLL here P.S Update added the option to re-color the Value Area and Delta https://www.sierrachart.com/image.php?Image=1776638792225.png https://www.sierrachart.com/image.php?Image=1776639881150.png https://www.sierrachart.com/image.php?Image=1776640591899.png https://www.sierrachart.com/image.php?Image=177664120968.png Date Time Of Last Edit: 2026-04-24 16:58:30
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| [2026-05-08 18:33:19] |
| Prince of Wall Street - Posts: 1 |
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Any news on the volume profile I really liked the way it looked in most recent post, would help alot
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| [2026-06-01 08:53:02] |
| User973477 - Posts: 5 |
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Hey StrongNeo, any chance you could share the .DLL file here? Many thanks!
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| [2026-06-13 04:12:30] |
| StrongNeo - Posts: 3 |
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https://www.sierrachart.com/image.php?Image=1781321395414.png https://www.sierrachart.com/image.php?Image=1781321754623.png https://www.sierrachart.com/image.php?Image=1781465344554.png https://www.sierrachart.com/image.php?Image=1781466508165.png Most recent build A total of 36 builds were made to make this work and function... and more than 4000 lines of code written and rewritten for this, but i am far from finished there are some several major bugs in the functions which i have to fix before releasing my study. Date Time Of Last Edit: 2026-06-14 19:48:44
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| [2026-07-03 22:14:24] |
| rc_camilo - Posts: 8 |
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I used Grok Build with a proper defined goal to create this version (created on the first pass). It is simple. You only define the colors for BID/ASK and the number of ticks to group. It is what I need, so I am not improving it in any ways. Once the study is added to the chart, it will plot the delta profile to the left of the first bar the profile is drawn. I will send the code here in case people find it usefull. Thanks //============================================================================= // ROD176 - Delta Profile (left of Volume Profile tool) //============================================================================= // Detects user-drawn Volume Profile tools (DRAWING_VOLUME_PROFILE) on the chart. // For each such tool's time range (BeginDateTime to EndDateTime), computes the // delta profile (AskVolume - BidVolume aggregated per price level) using the // same bars from VolumeAtPriceForBars. // Draws the delta profile using GDI (sc.Graphics) anchored at the left of the // start bar of the range, extending LEFTWARD (negative x direction). // Positive delta uses "Ask Color" (color for asks), negative uses "Bid Color" (color for bids). // "Number of Ticks to Combine" bins the price levels (e.g. 1 = per tick, 2=group 2 ticks). // Updates live when the VP tool is modified/moved (UpdateAlways=1). // Multiple concurrent VP tools supported. // // Matches patterns from ROD16x delta/VP detection studies and ROD168/163 GDI profiles. // //============================================================================= #define NOMINMAX #include "sierrachart.h" #include <map> #include <algorithm> #include <cmath> SCDLLName("ROD176 - Delta Profile"); // GDI drawing forward declaration void DrawDeltaProfileToChart(HWND WindowHandle, HDC DeviceContext, SCStudyInterfaceRef sc); SCSFExport scsf_ROD176DeltaProfile(SCStudyInterfaceRef sc) { // Inputs SCInputRef AskColorInput = sc.Input[0]; SCInputRef BidColorInput = sc.Input[1]; SCInputRef TicksCombineInput = sc.Input[2]; if (sc.SetDefaults) { sc.GraphName = "ROD176 - Delta Profile (left of VP)"; sc.StudyDescription = "ROD176-DeltaProfile\n\n" "Detects drawn Volume Profile tools and draws matching delta profile to the LEFT of the range start.\n" "Delta = Ask - Bid per (binned) price level for the exact same time range.\n" "Uses colors for bids and asks. Drawn using GDI anchored left of Begin bar, extending further left.\n" "Changes to VP tool immediately update the delta profile."; sc.AutoLoop = 0; // Manual control, we react to drawings sc.GraphRegion = 0; sc.UpdateAlways = 1; // Important for live reflection of tool changes sc.MaintainVolumeAtPriceData = 1; // REQUIRED to access VolumeAtPriceForBars sc.p_GDIFunction = DrawDeltaProfileToChart; AskColorInput.Name = "Ask Color (Positive Delta) - color for asks"; AskColorInput.SetColor(RGB(0, 180, 0)); // Green for ask/positive BidColorInput.Name = "Bid Color (Negative Delta) - color for bids"; BidColorInput.SetColor(RGB(200, 0, 0)); // Red for bid/negative TicksCombineInput.Name = "Number of Ticks to Combine"; TicksCombineInput.SetInt(1); TicksCombineInput.SetIntLimits(1, 100); return; } // Nothing heavy here - detection + draw happens in GDI callback on updates // (GDI is called after this for drawing) } // The GDI function does the work: re-detects tools, computes delta for the range, draws to left void DrawDeltaProfileToChart(HWND /*WindowHandle*/, HDC /*DeviceContext*/, SCStudyInterfaceRef sc) { const COLORREF AskColor = sc.Input[0].GetColor(); const COLORREF BidColor = sc.Input[1].GetColor(); const int CombineTicks = sc.Input[2].GetInt(); if (CombineTicks < 1) return; // Note: do not early-return on global VAP emptiness here. // Per-tool / per-bar checks handle ranges that may have VAP data. // (This fixes suppression bug when VAP reports 0 at check time but tools have data.) int DrawingIndex = 0; s_UseTool Tool; Tool.Clear(); // Loop over all Volume Profile tools currently drawn on this chart while (sc.GetUserDrawnChartDrawing(sc.ChartNumber, DRAWING_VOLUME_PROFILE, Tool, DrawingIndex++)) { SCDateTime BeginDT = Tool.BeginDateTime; SCDateTime EndDT = Tool.EndDateTime; if (BeginDT == 0 || EndDT == 0 || EndDT <= BeginDT) continue; // Map datetimes to bar indices (containing bars) int StartBar = sc.GetContainingIndexForSCDateTime(sc.ChartNumber, BeginDT.GetAsDouble()); int EndBar = sc.GetContainingIndexForSCDateTime(sc.ChartNumber, EndDT.GetAsDouble()); if (StartBar < 0 || EndBar < StartBar || StartBar >= sc.ArraySize) continue; if (EndBar >= sc.ArraySize) EndBar = sc.ArraySize - 1; // Origin X: left side of the start bar (where VP starts, we draw left of it) int OriginX = sc.BarIndexToXPixelCoordinate(StartBar); // Build binned delta map for bars in [StartBar .. EndBar] // key = binned PriceInTicks, value = cumulative delta std::map<int, double> DeltaBins; for (int bar = StartBar; bar <= EndBar; ++bar) { int numLevels = sc.VolumeAtPriceForBars->GetSizeAtBarIndex(bar); if (numLevels <= 0) continue; for (int lev = 0; lev < numLevels; ++lev) { const s_VolumeAtPriceV2* pVAP = nullptr; if (!sc.VolumeAtPriceForBars->GetVAPElementAtIndex(bar, lev, &pVAP) || pVAP == nullptr) continue; int rawTick = pVAP->PriceInTicks; // Bin: floor to multiple of CombineTicks int binnedTick = (rawTick / CombineTicks) * CombineTicks; double barDeltaAtLevel = (double)pVAP->AskVolume - (double)pVAP->BidVolume; DeltaBins[binnedTick] += barDeltaAtLevel; } } if (DeltaBins.empty()) continue; // Scale: find max abs delta, target a reasonable left width (no extra input) double maxAbs = 0.0; for (const auto& kv : DeltaBins) { double a = (kv.second < 0 ? -kv.second : kv.second); if (a > maxAbs) maxAbs = a; } if (maxAbs < 0.0001) continue; const int MaxProfileWidth = 110; // pixels for max bar - reasonable default for left side double scale = (double)MaxProfileWidth / maxAbs; // Region coords for clipping int region = sc.GraphRegion; int topClip = (int)sc.StudyRegionTopCoordinate; int botClip = (int)sc.StudyRegionBottomCoordinate; // Draw each binned level as a horizontal bar extending LEFT from OriginX for (const auto& kv : DeltaBins) { double deltaVal = kv.second; double ad = (deltaVal < 0 ? -deltaVal : deltaVal); if (ad < 0.0001) continue; int binnedTick = kv.first; double centerPrice = (double)binnedTick * sc.TickSize; // Vertical span for this bin ( +/- half combine ticks ) double halfBinPrice = (CombineTicks * sc.TickSize) * 0.5; int yTop = sc.RegionValueToYPixelCoordinate((float)(centerPrice + halfBinPrice), region); int yBot = sc.RegionValueToYPixelCoordinate((float)(centerPrice - halfBinPrice), region); if (yTop > yBot) { int t = yTop; yTop = yBot; yBot = t; } // Clip if (yTop < topClip) yTop = topClip; if (yBot > botClip) yBot = botClip; if (yTop >= yBot) continue; // Width proportional to |delta| int barWidth = 2; if (ad * scale > 2) barWidth = (int)(ad * scale + 0.5); // Always draw to the LEFT of the origin int xLeft = OriginX - barWidth; int xRight = OriginX; // Choose color: AskColor for positive (ask-dominant / buy pressure), BidColor for negative COLORREF col = (deltaVal > 0.0) ? AskColor : BidColor; // Use modern Graphics interface (matches ROD168 / GDIExample) -- setup hoisted style, color per bin n_ACSIL::s_GraphicsBrush gBrush; gBrush.m_BrushType = n_ACSIL::s_GraphicsBrush::BRUSH_TYPE_SOLID; int r = (col & 0xFF); int g = ((col >> 8) & 0xFF); int b = ((col >> 16) & 0xFF); gBrush.m_BrushColor.SetRGB(r, g, b); sc.Graphics.SetBrush(gBrush); n_ACSIL::s_GraphicsPen gPen; gPen.m_PenColor.SetRGB(r, g, b); gPen.m_Width = 1; gPen.m_PenStyle = n_ACSIL::s_GraphicsPen::e_PenStyle::PEN_STYLE_SOLID; sc.Graphics.SetPen(gPen); // Draw filled rectangle for the delta bar at this price level sc.Graphics.DrawRectangle(xLeft, yTop, xRight, yBot); } } } // End of ROD176-DeltaProfile.cpp |
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