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Direct MessagesDate/Time: Tue, 30 Apr 2024 20:17:20 +0000
[User Discussion] - Relative Volume - Days to load
View Count: 600
| [2019-09-13 19:41:09] |
| lpfin123 - Posts: 59 |
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Good afternoon, Depending on how many "Days to load" (In Chart settings), my average cumulative volume is different. As you can see in the attached picture, I'm using a "period-Days to include" of 30 days, and a "minimum required data for Day as percentage" of 75% (I want only normal days on ES, no week-ends, no holidays). From my understanding, using that 75% would remove week-ends and holidays and with the 30 day period, it should give me an average 19-21 days (30 days - week-ends - holidays). I did some testing by changing the "Days to load" in the Chart settings and here are the results that I got. (Chart settings are also on "Volume based rollover, back adjusted) 50 days: 941k 75 days: 848k 100 days 817k 200 days: 845k 300 days: 849k 400 days: 847k 1) I thought that the 50 days to load was enough to cover my 30 day period 2) I also thought that above a certain amount of days to load, the result of the average volume would have been the same. What am I not understanding? Thank you, |
 Relative Volume.JPG / V - Attached On 2019-09-13 19:33:45 UTC - Size: 115.72 KB - 223 views |
| [2019-09-16 10:57:45] |
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The chart absolutely will need to load a minimum of 60 days. Otherwise, the calculations are not going to be accurate. Also it is not within the scope of our support to analyze this specific case since there are so many unknowns from our perspective, based on the given information. And we do not provide this kind of analysis. 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: 2019-09-16 10:58:43
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