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Direct MessagesDate/Time: Thu, 25 Apr 2024 07:25:32 +0000
Value Areas on Profile Not Computing Correctly
View Count: 623
| [2020-09-08 20:33:49] |
| ambtn723 - Posts: 14 |
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The following problem seems to happen at random. There are several days where value area highs, lows, pocs, are not being calculated correctly and it throws off the entire day of trading. As an example, consider the disparity between 9/3 and 9/4 sessions. The value area calculation based off of the attached settings should yield a value area high of around 3453 and value area low of 3382, a poc volume of 3430 and poc time at 3400.50 for the 9/4 session. My screen shows VAH at 3429 and 3349 as the respective areas, 3372 as Volume POC and and Time POC. While 9/3 has the correct value areas. Ive started and stopped sierra multiple times but this seems to be happening on different computers. I can only guess that there's an issue perhaps with the Denali/TT feed that's coming through. I am also including my VBP settings and TPO Setting along with datafeed settings. |
 Annotation 2020-09-07 110634.png / V - Attached On 2020-09-08 20:33:23 UTC - Size: 318.11 KB - 193 views Annotation 2020-09-07 110830.png / V - Attached On 2020-09-08 20:33:26 UTC - Size: 90.85 KB - 179 views Annotation 2020-09-07 111154.png / V - Attached On 2020-09-08 20:33:29 UTC - Size: 111.73 KB - 188 views |
| [2020-09-09 19:09:38] |
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We need to get that particular chart by following these instructions: Support Board Posting Information: Providing Chartbook with Only a Single Chart Also, is this a difference between the TPO Value Area and the VbP Value Area, or is it just an issue with one or both of them? We will then let you know what the value area numbers should be based on the settings of the chart. You also need to let us know the time zone of that chart. Also refer to: Time Price Opportunity (TPO) Profile Charts: Incorrect Value Area or Point of Control Values 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: 2020-09-09 19:10:16
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| [2020-09-10 20:37:06] |
| ambtn723 - Posts: 14 |
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Chart attached. VBP and TPO studies are different and time is on CST which is my time.
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Private File |
| [2020-09-11 15:39:26] |
| John - SC Support - Posts: 31098 |
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We are not seeing any issues with your charts. The Value Areas for each TPO matches to that of the VbP for the same period. The Point of Control is going to be different between the TPO and the VbP because of how each of these is calculated. Refer to the information here: Time Price Opportunity (TPO) Profile Charts: How Point of Control and Value Area Are Calculated Additionally, looking at the data for 9/4, the POC for the VbP is correctly placed at a price of 3372.00 as this has the highest volume for the day at 6181. We do not know where your stated numbers of a price at 3400.50 and a volume of 3372 comes from. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-09-12 02:06:34] |
| ambtn723 - Posts: 14 |
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This is the attached chartbook that I'm comparing to. Take a look at the days by comparison. There are small issues I'd imagine but the volumes are almost 2x as large and the calculations are different as far as VAH and VAL
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 Sept2020.Cht - Attached On 2020-09-12 02:04:25 UTC - Size: 277.95 KB - 199 views |
| [2020-09-14 19:37:18] |
| John - SC Support - Posts: 31098 |
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Chartbook1.cht and the images you originally provided were for the symbol MESU20. This last chartbook does not have that symbol in it (there are ESU20 symbols, but not MESU20). Therefore there should be differences in the calculations, as these are two different symbols. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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