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Direct MessagesDate/Time: Thu, 02 May 2024 20:40:53 +0000
Volume by Price not calculating correctly
View Count: 631
| [2020-06-04 19:20:55] |
| User525009 - Posts: 7 |
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I think i found error with calculation for 2 tick VbP. I noticed this today because I thought it strange that traded volume was low at 36.00, 36.50, 37.00 etc. I attached link for chart. Showing are two profiles. Brown one is 2 tick, blue one is 1 tick. Volume by price mult. is set to 1 in chart settings. As you can see, the profile on the left is not adding correctly. sometimes misses a price level, sometimes adds 3 levels instead of 2. Thanks. http://www.sierrachart.com/image.php?Image=1591297758242.png Date Time Of Last Edit: 2020-06-04 19:21:20
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| [2020-06-08 03:00:51] |
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We need the chartbook that has those studies on it so we can see the exact settings. Please post a Chartbook with that chart in it using these instructions: Support Board Posting Information: Providing Chartbook with Only a Single 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 |
| [2020-06-08 08:08:14] |
| User525009 - Posts: 7 |
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I have uploaded chartbook. Thanks. |
Private File Attachment Deleted. |
| [2020-06-18 16:34:56] |
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This was rather complex to resolve but it is resolved. Update to the latest version: Software Download: Fast Update 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 |
| [2020-06-22 00:56:32] |
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This change then caused another problem. We are releasing version 2125 which resolves this problem, in about 20 minutes.
The issue only affects the Volume by Price study when used with the TPO Profile Chart study. It is the result of correcting another problem, with intermittent incorrect mapping of single price values to the right price increment, which is due to floating-point error. This was a tricky problem to resolve and the solution was not applied to TPO Profile Charts. And it caused an inconsistency leading to this issue of decreasing volume at price levels. 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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