Support Board
Date/Time: Thu, 01 Oct 2026 20:21:20 +0000
Round Price Bars to Tick Size Causes CVD Distortion
View Count: 188
| [2026-08-17 09:09:25] |
| User789875 - Posts: 15 |
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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| [2026-08-17 20:14:24] |
| Sierra_Chart Engineering - Posts: 25017 |
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When you are using a study like Round Price Bars to Tick Size, the main price is being replaced. We would have to check but it could be that the Bid Volume and Ask Volume is no longer available or there is some kind of inaccuracy with it for a reason, which is not clear unless we analyze it. We are not going to be spending the time looking at this. You just need to not use those two studies together. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-08-17 21:30:26] |
| Sawtooth - Posts: 4355 |
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Try this: Add the Spreadsheet Formula (Bar) study -Set the Chart Region to 1 -Use these formulas for the O, H, L, and C: =ROUND(O,TICKSIZE) =ROUND(H,TICKSIZE) =ROUND(L,TICKSIZE) =ROUND(C,TICKSIZE) |
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