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Direct MessagesDate/Time: Thu, 16 May 2024 10:25:44 +0000
[User Discussion] - Study/Price Overlay Not Working Properly With Volume
View Count: 967
| [2020-08-15 12:13:59] |
| User336770 - Posts: 30 |
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Hi there, I noticed a bug in this study. The volumes are either in the incorrect bar, or missing. I have two charts on the chartbook = 5min and 30sec. 30s is configured to filter volume equal or less then 29. Bid vol and ask vol loaded on the chart. In 5min I loaded study/price overlay study, chose the bid and ask vol studies from 30s chart, chose the option for bar match to "containing match" (but really, does not make any difference this option , already checked), but as you can see from the screenshots, there is a lot of missing volume in the 5min chart that happened inside that bar in 30s. I also attached to this post the chartbook file, so you can check for yourself. Regards Date Time Of Last Edit: 2020-08-15 12:16:32
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 study overlay mismatch A.png / V - Attached On 2020-08-15 12:13:22 UTC - Size: 75.76 KB - 252 views study overlay mismatch B.png / V - Attached On 2020-08-15 12:13:31 UTC - Size: 99.26 KB - 238 views |
| [2020-08-15 12:15:17] |
| User336770 - Posts: 30 |
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Complementing above
Date Time Of Last Edit: 2020-08-15 12:15:43
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study overlay mismatch C.png / V - Attached On 2020-08-15 12:14:31 UTC - Size: 103.27 KB - 214 views study overlay mismatch D.png / V - Attached On 2020-08-15 12:14:41 UTC - Size: 101.32 KB - 199 views  Overlay Error.Cht - Attached On 2020-08-15 12:15:06 UTC - Size: 5.78 KB - 215 views |
| [2020-08-15 12:42:23] |
| User907968 - Posts: 802 |
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It might be worth re-reading the documentation for the study/price overlay study (Study/Price Overlay Study: Study/Price Overlay Study), particularly this part - Study/Price Overlay Study: Data Copy Mode
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| [2020-08-15 13:07:54] |
| User336770 - Posts: 30 |
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It might be worth re-reading the documentation for the study/price overlay study (Study/Price Overlay Study: Study/Price Overlay Study), particularly this part - Study/Price Overlay Study: Data Copy Mode
Doesn´t make any difference. In the example "A" that I posted, the value that happened at 15:59:30 can´t possibly be contained inside the 15:55:00 bar. Date Time Of Last Edit: 2020-08-15 13:09:20
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| [2020-08-15 13:15:33] |
| User907968 - Posts: 802 |
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This was the specific information that explains why you see 'missing volume', if the earliest (or latest) 30s bar is empty, then the 5min will also show empty. You can choose to copy the data from the earliest bar/column in the corresponding timeframe in the source chart onto the destination chart. Or, you can copy the data from the latest bar/column in the corresponding timeframe in the source chart onto the destination chart.
the value that happened at 15:59:30 can´t possibly be contained inside the 15:55:00 bar.
15:55:00 = 15:55:00 -> 15:59:59
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| [2020-08-15 13:29:00] |
| User336770 - Posts: 30 |
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the value that happened at 15:59:30 can´t possibly be contained inside the 15:55:00 bar.
I see, I thought that 55min was when the bar ended and the other started. There should be an extra option in the "data copy mode" called Use Highest Value from Corresponding Timeframe, very important, in cases like this. |
| [2020-08-15 14:14:23] |
| User907968 - Posts: 802 |
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One way you can achieve what you are attempting is with the addition of another study - Period OHLC-Variable Period (Previous/Period OHLC-Variable Period), there are probably better ways too, in any case, I modified your chartbook as attached to demonstrate the idea.
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| Overlay Chart User336770.Cht - Attached On 2020-08-15 14:13:08 UTC - Size: 6.34 KB - 204 views |
| [2020-08-15 15:01:44] |
| User336770 - Posts: 30 |
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One way you can achieve what you are attempting is with the addition of another study - Period OHLC-Variable Period (Previous/Period OHLC-Variable Period), there are probably better ways too, in any case, I modified your chartbook as attached to demonstrate the idea.
Thanks for the study collection my friend, I See, nice job! Still, I really think that a simple extra option in "data copy mode" would be more appropriate than doing all this workaround. |
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