Support Board
Date/Time: Thu, 03 Jul 2025 12:49:12 +0000
bid-ask volume on VBP
View Count: 1385
| [2021-08-20 22:01:06] |
| User425645 - Posts: 122 |
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Why is my bid-ask volume on my VBP get "blocky" and how do I make it scale correctly? thanks. Ill post an image below.
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| [2021-08-21 09:35:35] |
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Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration Re-download the data for the time period of that volume profile following these instructions: Data Errors or Spikes in Charts, Flat or Flat Line Graph, Compressed Graph, Errors with Date/Time Values: 2.1.2 Deleting and Re-downloading Data. (Easier and Recommended Method) 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 |
| [2021-08-26 00:48:09] |
| User425645 - Posts: 122 |
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I did everything above and the problem is still persisting. I attached an image below from my RTH OBS recording just for an example. I also attached a picture of my data/trade settings to show that everything is as you stated above. Where did I mess up? Thanks, I really appreciate your time.
Date Time Of Last Edit: 2021-08-26 00:48:25
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| Screenshot 2021-08-25 174523.png / V - Attached On 2021-08-26 00:45:45 UTC - Size: 167.08 KB - 290 views Screenshot 2021-08-25 174652.png / V - Attached On 2021-08-26 00:47:05 UTC - Size: 22.53 KB - 242 views |
| [2021-08-26 12:21:03] |
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We do not know the color related settings of the Volume by Price study you are asking about. We recommend, adding a new volume by price study to the chart, with default settings. When posting an image of the chart, only use this method here: Support Board Posting Information: Providing Chartbook with Only a Single Chart We also want you to re-download the data in the chart following these instructions: Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". You just need to do this once per symbol and not for each 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 Date Time Of Last Edit: 2021-08-26 12:22:47
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| [2021-08-27 05:29:31] |
| User425645 - Posts: 122 |
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sorry for the confusion. The image I sent is a VBP with the "bid volume ask volume coloring method" set to >> "difference of bid and ask volume coloring". the reason I don't just reset the study to default for the attached image is because it would lose that specific setting. Also, I can't send a picture of the charts with the requirements you linked above because the problem happens infrequently and I have to pull the examples from my screen recordings; I apologize for the inconvenience. Also I have tried deleting and redownloading data and it didn't help. The end goal is to have a VBP with the coloring as "difference of bid and ask volume coloring" without the irregular blocky parts. I've attached 2 screen shots below. The blue and purple VBP has the blocky "difference of bid and ask volume coloring" while the red green grey VBP has a perfectly scaling "difference of bid and ask volume coloring" which is what I want mine (the blue purple vbp) to do. Thank you again, it's very much appreciated. |
| Screenshot 2021-08-26 222218.png / V - Attached On 2021-08-27 05:25:06 UTC - Size: 200.06 KB - 259 views Screenshot 2021-08-26 222334.png / V - Attached On 2021-08-27 05:25:14 UTC - Size: 446.22 KB - 224 views |
| [2021-08-27 14:47:01] |
| John - SC Support - Posts: 40722 |
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Do you have the Input for your VbP for Draw Difference of Bid and Ask Volume Using Percent of Max Bar set to Yes? and if so, what is the Input for Difference of Bid and Ask Volume Coloring Percentage of Maximum Bar set to?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-08-27 17:35:08] |
| User425645 - Posts: 122 |
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I do - it's currently at 75%
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| [2021-08-28 14:14:16] |
| John - SC Support - Posts: 40722 |
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From what we see from your images, then this makes sense to us. Since you are using this option, the Bid/Ask Difference bars are extending further out than they normally would, which also gives the lower numbers a bit more display than they would without that option set. To see what we mean, just turn off the option and your delta bars will look like the image you posted. When you turn it back on, they are going to be more "expressive", which is the purpose of that option having been added. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-08-28 18:41:10] |
| User425645 - Posts: 122 |
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I've attached the chartbook below so that you can look at it as well. When I turn Draw Difference of Bid and Ask Volume Using Percent of Max Bar to "no" the delta bars are hardly visible at all. And when turned to "yes", I get the blocky display. How is it possible to get it to be like the red green grey VBP? It's almost like there is a limit setting to how small the delta bars can be in the VBP
Date Time Of Last Edit: 2021-08-28 18:48:08
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| [2021-08-31 13:39:01] |
| John - SC Support - Posts: 40722 |
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Everything looks correct. We still do not understand exactly what you mean by "blocky". The whole purpose of the Input for Draw Difference of Bid and Ask Volume Using Percent of Max Bar is to allow you to extend those difference profiles out further to be able to see them better. In so doing, you get the very low values showing better as well, which we think is what you are referring to as blocky. What you are seeing is normal, those are just low values. If you extend the width of the bars further across the screen you will see more differentiation between those low numbers. Again, this is perfectly normal given the setup as you have it.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-06-16 19:08:26] |
| joshtrader - Posts: 519 |
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SC Engineers, I found this old thread as it is exactly what I was going to ask, and I think I see the error in the calculation of the Bid-Ask diff bars which makes the smallest ones too long. I think you are scaling the length (again, "length" but along the horizontal axis) of the existing bars which have already been calculated based on their absolute values, rather than calculating the width of the Bid-Ask diff bars based on the underlying volume data. For example, in your current calculation I think you're probably calculating the absolute BidAskDiff bar lengths, and THEN scaling those bars by a factor specified by the user in the "Difference of Bid and Ask Volume Coloring Percentage of Maximum Bar" option. Perhaps this is a performance optimization to avoid looping twice. If the longest BidAskDiff bar is 5% using absolute volume, and the user wishes to make it 50%, then the smallest BidAskDiff bar, if it has a width of 1, would now have a width of 10, even if the Bid-Ask absolute value there is only 1, which could represent something like 0.0000001% of the total width! Rather than this, the bar width really should be based on the raw volume and not an existing bar width: for i in each price in the VbP range: [...] BidAskDiffBarLength[i] = int(BidAskDiff[i] / MaxBidAskDiffAtPrice * UserInputBidAskDiffPctOfMaxBar * MaxTotalVolumeBarLength) Imagine the following values: MaxBidAskDiffAtPrice = 5000 MinBidAskDiffAtPrice = 1 MaxTotalVolumeBarLength = 1000 (total width of the VbP) UserInputBidAskDiffPctOfMaxBar = 0.50 (50%) For the largest BidAskDiff bar, which is 5000: BidAskDiffBarLength[i] = int(BidAskDiff[i] / MaxBidAskDiffAtPrice * UserInputBidAskDiffPctOfMaxBar * MaxTotalVolumeBarLength) = int(5000 / 5000 * 0.5 * 1000) = 500 For the smallest BidAskDiff bar, which is 1: BidAskDiffBarLength[i] = int(BidAskDiff[i] / MaxBidAskDiffAtPrice * UserInputBidAskDiffPctOfMaxBar * MaxTotalVolumeBarLength) = int(1 / 5000 * 0.5 * 1000) = 1 Perfect! The largest BidAskDiff price has the user desired 50% value. The smallest has the smallest possible value of 1. Date Time Of Last Edit: 2025-06-17 15:39:59
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| BlockyVbP.png / V - Attached On 2025-06-16 19:10:32 UTC - Size: 88.05 KB - 10 views |
| [2025-06-17 14:45:58] |
| John - SC Support - Posts: 40722 |
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We do extend ALL the Bid/Ask Volume Difference bars by a given amount determined by the amount the largest bar needs to be extended. Doing it this way ensures that all the Volume Difference bars are consistent with the original values and bars can be compared against each other. Doing it as you suggest would lose the relative values of the bars - that is a bar that is 50 would not be 5 times larger than a bar with a value of 10. We have noted your request for a different way to handle this. We take all requests, but we can not say when we would get to any particular item. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-06-17 16:35:23] |
| joshtrader - Posts: 519 |
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Thanks for your reply John. I understand your argument 100%. And if the original BidAskDiff Bars were exactly scaled correctly with respect to each other, without rounding, it would be 100% correct. However, if the maximum BidAsk difference value is something like 10000, then the bar displayed on the screen is definitely not 10000 times wider/longer than the smallest which has a value of 1, as the screen just isn't wide enough. So, the bars on the screen are being scaled down to match the appropriate VbP width. When this happens, the BidAskDiff bars which have a value of 1 (or a similarly small number) are having their values massively overstated by giving them a width on the screen of 1. You have to do it this way, to show that there is a nonzero value there (you could round down to 0 but you're opting to show something there if it's > 0). So, in scaling the bars, you are scaling the value which has been significantly rounded up, rather than scaling the original value. Quick practical example: A study of the height of 50000 people is conducted. The largest "172cm" category has 10000 people. Only one person is in the "235cm" category. On a bar chart which can only show 1000 units on the y-axis, a normalized 172cm category will show a value of 1000, scaled down 10x to fit the chart's axis constraints. The 235cm category will still have a value of 1, even though it should be 0.1. It is rounded up to show the existence of the person, but it overstates the number of people with that height by a factor of 10x. If you could now have the ability to have greater granularity on the y-axis and a scale of 10000 instead of 1000, then the 172cm category would show its actual value of 10000. For the 235cm category, would you use the original data and show a single value of 1 for the 235cm category? Yes, as this is the proper ratio and most accurate. You wouldn't just multiply the rounded values from the original scaled-down graph by a factor of 10, and have a value of 10 for the 235cm category, as this would significantly overstate the value. It would make it appear that there were 10 235cm tall people for every 10000 172cm people, rather than the actual ratio of 1 to 10000. Date Time Of Last Edit: 2025-06-17 16:41:55
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| [2025-06-17 19:40:06] |
| John - SC Support - Posts: 40722 |
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It is not as simple as what you are stating. I actually did the coding for this several years ago and since it was awhile ago, I do not recall the exact process used. I do remember needing to do some fiddling with small values due to constraints with pixel sizes. Otherwise some items were not showing at all, which was a problem. And keep in mind that there are no fractional volumes, so there would be values of either 0 or 1 (or -1), which then get scaled up. In the end, this is not something we would change, as the way it is working is how people are using it. The best we could do would be to add an additional option to scale per what you are wanting. As we stated, we have taken note of this, but we can not say when we would get to it, or any other request. 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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