Support Board
Date/Time: Sun, 21 Jun 2026 23:09:30 +0000
[User Discussion] - Volume Level Indicator in Backtest
View Count: 273
| [2026-04-29 07:31:29] |
| caldie67 - Posts: 5 |
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Good morning This is my first post on this authoritative forum. I apologize for the imprecise nature of this writing: I use an online translator from Italian to English. Now to the question: If technically feasible, I wanted to run a backtest on SierraChart, verifying a volumetric convergence of the high or low VAs, on the quarterly and weekly data, in automatic or semi-automatic mode. In any case, a fast or fairly fast mode that allows me to scroll through the days on past data. I'm looking for an INDICATOR, NOT automated mechanisms. I'll give an example, which is worth much more than 1,000 words: today is April 29, 2026, the date of this writing. 1) I rewind the S&P 500 chart (random market) to November 3, 2025 (random date). 2) On November 3, 2025, I need to calculate the low and high VA for the past three months, up to the date mentioned – let's say from August 3, 2025 (about three months). 3) On November 3, 2025, I need to calculate the low and high VA for one week, up to the date mentioned – let's say from October 27, 2025 (one week). 4) I need to check if there is a volumetric convergence between the 3-month and weekly data, day after day – so the calculations mentioned in points 2 and 3 above must be recalculated and updated, day after day. 5) On November 4, 2025 (one day has passed), I need to calculate the VA low and the VA high, from the past 3 months, up to the date mentioned – let's say from 04/08/2025 (about 3 months) 6) on the date of 04/11/2025 (one day has passed), I have to calculate the VA low and the VA high, from one week ago, up to the date mentioned – let's say from 28/10/2025 (one week) 7) on the date of 05/11/2025 (another day has passed), I have to calculate the VA low and the VA high, from the past 3 months, up to the date mentioned – let's say from 05/11/2025 (about 3 months) 8) on the date of 05/11/2025 (another day has passed), I have to calculate the VA low and the VA high, from one week ago, up to the date mentioned – let's say from 29/11/2025 (one week) 9) with the method just explained, every Every day, the last data point of the 3-month and weekly series (5 days) is discarded and replaced with the most distant last date... and the process continues ad infinitum, at this rate. 10) In this way, if technically possible, on the past chart—I repeat, in BACKTEST, I wanted to see on the last chart... I always find it on the right side of the screen—the updated past levels, the 3-month and weekly, the VA high and VA low, to then make my trade entry assessments, in any case in manual and not automatic mode. That said, I ask you: with Sierra Chart or by writing a specific indicator, is it possible to achieve all this, in backtesting, on historical series of past data, quickly or relatively quickly? I add: also through the manual setting of specific windows, day by day? I hope I have explained myself simply and clearly enough. That said, I await your complete and precise response. Thank you Invia commenti |
| [2026-04-29 15:49:49] |
| John - SC Support - Posts: 46802 |
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This can be done with our "Volume Value Area Lines" study. Refer to the following: Volume Value Area Lines For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-04-30 09:18:33] |
| caldie67 - Posts: 5 |
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Thanks, John. I was expecting a more direct, more focused answer, to see if it's worth it for me to invest so much time to achieve the theoretical goal I had set myself. If you'd like to answer, I'll ask you another question similar to the previous one: have you ever tried to run a procedure on historical data, like the one I described at the beginning of this post? Thanks. P.S.: As always, I apologize for the inaccuracy of this translation. |
| [2026-04-30 14:29:14] |
| John - SC Support - Posts: 46802 |
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Yes, we have done this. What you are asking for will work by using the "Volume Value Area Lines". The only "trick" for what you want to do is that you will need to set the period to be "Days" and define the number of days you want. So for a rolling 3 month period you would enter 93 days. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-04-30 22:59:20] |
| caldie67 - Posts: 5 |
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ok, now I understand... thanks for your patience
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| [2026-05-04 06:40:24] |
| caldie67 - Posts: 5 |
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Good morning. I have just installed Sierra Chart with a 21-day trial period and I wanted to put into practice what was written at the beginning of this post. I ask: which data with volume (historical data only) should I download to run some test backtests... at least 4 or 5 months minimum? I add: I have a small trading account with Amp Futures. I look forward to your response, thanks
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| [2026-05-04 15:01:04] |
| John - SC Support - Posts: 46802 |
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While on a trial you have limited data you have access to. Refer to the following: Sierra Chart Trial Account If you want to change to a paid package in order to have access to all of our historical data, then refer to the following for information on the packages: Description of Service Packages and Pricing And then follow the instructions at the following link to change to a paid package: Sierra Chart Purchase and License Information: Instructions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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