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Date/Time: Sat, 10 May 2025 19:00:56 +0000



Volume Profile study for Market Profile - value area calculation

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[2016-01-20 00:12:53]
User341070 - Posts: 13
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]
Sierra Chart Engineering - Posts: 104368
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
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]
Sierra Chart Engineering - Posts: 104368
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
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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