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Date/Time: Sun, 05 May 2024 01:26:37 +0000



Volume at Price study Sierra Charts vs IRT

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[2018-05-23 17:11:25]
Dan the Man - Posts: 82
I’m starting to like Sierra Charts

But a MAJOR factor for me is the volume profile and the VAH/VAL’s
I am using IQFeed for both Sierra Charts and IRT and both are set @ 70%.

I attached a screen shot between Sierra Charts and IRT using your volume at profile tool vs there Volume Profile.

There is a huge difference in the VAH and VAL. So which one is correct as this has a big impact on trading.
It is the same on the Daily’s as well, sometime up to 20 points different WOW!

If you look at the charts you will see that the start and end points are the same as you can see the high and low price levels.

Any idea’s

Also:

You said you have the equivalent of IQFeed JI6T.Z and TICK.Z. That’s great but I’ll still hanging, which data feed and what symbol?

Regards,
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[2018-05-23 18:37:21]
Sierra Chart Engineering - Posts: 104368
In regards to the Daily volume profile on the Intraday chart, refer to:
http://www.sierrachart.com/index.php?page=doc/StudiesReference/TimePriceOpportunityCharts.html#IncorrectValues

And:

Volume By Price Study: Volume Profile Differences

In regards to the Weekly Volume Profile, volume Profiles on weekly chart data are not really going to be accurate. You really need to use Intraday chart data as explained here:
http://www.sierrachart.com/index.php?page=doc/SessionTimes.php#WeeklyBarsIntradayDataStartDay

You said you have the equivalent of IQFeed JI6T.Z and TICK.Z. That’s great but I’ll still hanging, which data feed and what symbol?
These are available with the Sierra Chart market statistics Data Feed which is documented here:
http://www.sierrachart.com/index.php?page=doc/SCMarketStatistics.php

All of the symbols are listed on that page.
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
Date Time Of Last Edit: 2018-05-23 18:37:35
[2018-05-24 15:33:42]
Dan the Man - Posts: 82
Hi,
How can I plot the value difference between 2 Market Stats?
example:

Plot a bar chart that plots the value difference between the ADV and the DECL on one chart or study?
Regards,
Daniel


ADV  The number of stocks that have traded during the current trading day and are up in price compared to their previous trading day close. Each stock only counts a value of one towards the statistic.
DECL  The number of stocks that have traded during the current trading day and are down in price compared to their previous trading day close. Each stock only counts a value of one towards the statistic.
imageIQFeed Symbol JI6T.jpg / V - Attached On 2018-05-24 15:33:34 UTC - Size: 271.06 KB - 282 views
[2018-05-24 18:17:36]
Sierra Chart Engineering - Posts: 104368
Instead you need to use the market statistics symbols which begin with: NISS

to do what you want. For example NISS-NYSE

Although for reference for other possible times you may need this, use the Difference - Bar study. You can find the documentation for this here:
https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=3#Difference_-_Bar

Also refer to the following for instructions on how to do what you are asking:
Technical Studies Reference: Multiple Chart Studies
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
Date Time Of Last Edit: 2018-05-24 18:19:01

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