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Date/Time: Fri, 03 May 2024 01:13:01 +0000



Volume Profile bars shrinking

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[2020-06-18 00:56:56]
User745789 - Posts: 173
Compare two images.

Why does the Volume Profile contract like this? I watch it contract. Each bar gets smaller and smaller second by second until parts of the profile is almost flat (except POC). And then, some bars start to expand again, even when they are away from where the market is trading. I have to reload/recalculate to return them to normal.
imagenormal.png / V - Attached On 2020-06-18 00:55:34 UTC - Size: 4.28 KB - 197 views
imagecontracted.png / V - Attached On 2020-06-18 00:55:39 UTC - Size: 4.62 KB - 199 views
[2020-06-18 05:15:07]
Sierra Chart Engineering - Posts: 104368
Let us know if you see that problem on the latest release which is now 2123.

The explanation of this is rather complex but basically involves floating-point error and optimizations. It should be resolved but we do not know whether we have covered all cases.
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:
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Date Time Of Last Edit: 2020-06-18 06:23:07
[2020-06-18 06:23:16]
Sierra Chart Engineering - Posts: 104368
Yes that is correct but what we meant was 2123.
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
[2020-06-18 09:40:42]
User745789 - Posts: 173
Upgraded to 2123. Issue persists.
[2020-06-18 15:18:55]
User612139 - Posts: 1
I'm also on the latest version after being forced to upgrade a couple of days ago and facing the same issue...

Is there a way to resolve this or a previous version which should work?
[2020-06-18 17:25:39]
Sierra Chart Engineering - Posts: 104368
In regards to post #5, provide that chart by following these instructions here:
Support Board Posting Information: Providing Chartbook with Only a Single Chart

In regards to post #6, there is no previous version which would avoid the issue. It is not new from what we can tell.
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
[2020-06-18 23:30:26]
User745789 - Posts: 173
Attached.

The shrinking VbP bars initially happened to all profiles. But after changing some settings, it only happens the the last profile (current session). I am not certain, but I think it was changing Ln 43 in ID2 that caused this.

I have other VbP studies in various charts in the same chart book. None have this issue. Only the one on profiles on the TPO chart.

Simply splitting a TPO into columns is enough to "reset" the volume profile back to normal. But then it will start o shrink again. Takes a few minutes.
attachmentSCE VbP Shrinking.Cht - Attached On 2020-06-18 23:29:48 UTC - Size: 3.34 KB - 187 views
[2020-06-22 00:58:23]
Sierra Chart Engineering - Posts: 104368
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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