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Direct MessagesDate/Time: Thu, 25 Apr 2024 07:54:52 +0000
Volume By Price study showing different values on weekly and lower time frames.
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| [2019-11-30 15:06:50] |
| Adam Schwartz - Posts: 81 |
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I am using the volume by price study on a 4hr chart, showing weekly profiles. I have "Ticks Per Volume Bar" set to 1 in study settings and "Volume at Price Mult" also set to 1 in chart settings. This gives me precise value area. I am trying to export this data to excel (via sierra chart spreadsheet) to calculate some statistics. For simplicty sake, I only care about the week's open, high, low and close price. To do this, I have created a weekly chart with weekly profile allowing me to easily match up the data in excel (the chart looks messy, but I am purely doing this to get the data neatly in spreadsheet). Ticks per volume bar and volume at price mult are still set to 1, yet the value area values are slightly different (in some cases, quite a lot) between the 4hr and weekly chart, even though all else remains equal. Any solution would be greatly appreciated. Thank you. |
| [2019-12-01 03:15:00] |
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Refer to: Volume By Price Study: How Volume by Price is Calculated for Historical Daily and Higher Timeframe Charts 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 |
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