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Date/Time: Sun, 19 May 2024 12:15:36 +0000



Diagonal Delta Volume Profile Data Inconsistent

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[2021-06-05 02:59:14]
User627546 - Posts: 2
I added the diagonal delta (ask - bid volume) profile to volume profile (seen on the right in the blue) but it does not seem to actually reflect the ask-bid diagonal volume

Please see the diagonal comparisons that I have circled here and how they don't match the blue profile on the right side

I've also attached an image of my vbP bars study so you can see I have the calculation method set to "diagonal ask volume - bid volume"

I've tried to break this down a number of ways but still dont think the volume profile is displaying the sized bars to fit the values here.
imageDiagonal-inconsistenet.PNG / V - Attached On 2021-06-05 02:56:39 UTC - Size: 37.75 KB - 194 views
imagevBp-study.PNG / V - Attached On 2021-06-05 02:56:45 UTC - Size: 52.94 KB - 235 views
Attachment Deleted.
[2021-06-07 16:21:38]
John - SC Support - Posts: 31704
It is doing the calculation correctly, at least for how the VbP is setup to do the calculation. Refer to how the Diagonal Delta calculation is performed for VbP in this section:
Volume By Price Study: Bid Volume and Ask Volume Coloring Method
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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