Support Board
Date/Time: Fri, 19 Dec 2025 01:03:41 +0000
Volume Profile study for Market Profile - value area calculation
View Count: 1805
| [2016-01-20 00:12:53] |
| User341070 - Posts: 13 |
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Hi there I am using the volume profile as a study for my market profile charts. Today I had a big discrepancy in the value area high/low for the VP in FESX with my Ninja Trader Jigsaw VAH and VAL even though I use CQG data for both platforms. Could you please let me know how the VAH and VAL is calculated? |
| [2016-01-20 03:10:19] |
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Refer to these sections: http://www.sierrachart.com/index.php?page=doc/doc_VolumeByPrice.php#VolumeProfileDifferences http://www.sierrachart.com/index.php?page=doc/doc_TPOVolProfileCharts.html#Calculations http://www.sierrachart.com/index.php?page=doc/doc_TPOVolProfileCharts.html#IncorrectValues 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-01-20 03:36:06] |
| User341070 - Posts: 13 |
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Thanks Could you kindly instruct me, perhaps by directly quoting sections of the manual how to construct a weekly volume composite profile on top off a TPO chart with existing daily VPs? Thanks Oliver |
| [2016-01-20 03:41:21] |
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This is not supported currently. You cannot do this on a TPO Profile Chart. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-01-20 03:43:36] |
| User341070 - Posts: 13 |
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Shame, something perhaps you guys should work on making happen as I'm sure you're aware of other vendors offering this feature. Hope to see it soon! |
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