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Date/Time: Wed, 28 Feb 2024 14:03:50 +0000



Volume profile issues

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[2023-01-24 14:19:53]
coachted - Posts: 267
I am looking to get a rolling 5 Day and 20 Day volume point of control and still am unable to figure it out...could you please advise further on how to do this? I have 5 days in the volume profile as time length yet it only calcualtes the current and past weeks...therefore it is not rolling...
[2023-01-24 17:34:44]
John - SC Support - Posts: 29453
The Volume by Price will definitely give you the rolling information. What do you mean by the "5 days in the volume profile as time length, yet it only calculates the current and past weeks"?

It should be a 5 days profile for the last 5 days, and if you are only showing the POC, then it would be the POC for the past 5 days. Please let us know how this is not working for you.
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[2023-01-25 00:24:44]
coachted - Posts: 267
Hi John, thanks for getting back to me.

I have 5 as the input for "the time period length for fixed period" and have "time period type for fixed time" as days...I assume this would be a rolling 5 day Volume profile which would then render a rolling 5 day Volume point of Control.

So I have a 120 min candle chart I created with weeklt volume profiles. Located at the far right is a 20 day volumeprofile and a and a 5 day volume profile....

I just duplicated the 120 min candle chart (2 hr)...I changed the minutes of the candle to 480 minutes (8 hr), and set the weekly profiles to monthl, now all the data in the 20 day volume profile to the right changed...in particular the lower end of the 20 day volum profile is missing a ton of data and the 20 day high volume node no longer located at 3845... iI am attaching the charts and hoping you can guide me to why this is happening

In addition I noticed something else today...I was comparing the Volume value area lines, specifically the POC to the Volume profile I am running and noticed there was a difference in the 5 Day VPOC...I then change my Volume Profile setting from "one period at end of fixed time length -auto-skip empty days and the VPOC's matched..I want to make sure I uderstand what empty days are...can you please advise

then when i add the volume profile to a market profile chart i get a different 20 day hvn now I get 3862...this is why i am confused the data does not appear to be consistent...I know it is something I am doing but cant figure it out.. I did make a duplicate of the 120 min chart and made it 30 minutes with daily Volume profiles and it appears the dta matches the 120 minute...


here is my entire chartbook...maybe you can help me out

I truly appreciate the help
Date Time Of Last Edit: 2023-01-25 00:40:47
attachmentES version 4.Cht - Attached On 2023-01-25 00:40:20 UTC - Size: 62.71 KB - 71 views
[2023-01-25 16:06:21]
John - SC Support - Posts: 29453
The general issue is that the profiles are different between the 120 and the 480 minute charts. But we do not know why. We are looking into this further.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-01-26 19:03:37]
coachted - Posts: 267
apparently it effects VWAP as well..i put a monthly vwap on the 30 min chart, 2 hr, and 8 hr in my chartbook and all have different numbers
[2023-01-27 21:54:35]
John - SC Support - Posts: 29453
We finally had some time to sit down and look at this, but when we did, everything was working correctly. We definitely saw it before, where it was not displaying the correct number of days between the 2 hour and 8 hour charts, but we can not reproduce this at this time.

Are you still seeing the same issue?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
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[2023-01-30 21:08:44]
coachted - Posts: 267
yes i am
[2023-01-30 21:10:07]
coachted - Posts: 267
SO I utilze the 20 day hvn and five day hvn (vpoc) extensively in my trading yet I amo not sure i can trust what i am getting
[2023-02-01 15:51:46]
coachted - Posts: 267
in addition I have noticed that if you use the volume profile it does not calculate the rolling 5 day vpoc...rather it calculates the current weekly VPOC..regardless if i click developing it does not change....attached please find my chartbook...the chart called 2 hr shows i have a 5 day vp as..the vpoc is week to date not a rolling 5 day....

In addition there is still the 8hr chart 20 day volume profile not matching the 5 day volume profile
attachmentCL version 3A.Cht - Attached On 2023-02-01 15:51:38 UTC - Size: 67.04 KB - 67 views
[2023-02-06 18:38:24]
coachted - Posts: 267
Do we have an answer for this yet?
[2023-02-06 22:36:21]
John - SC Support - Posts: 29453
Sorry, but we have not had a chance to look deeper into this.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-02-14 23:24:31]
John - SC Support - Posts: 29453
Sorry this took so long.

In the end, the issue is related to the use of the Volume Graph Period Type of One Period at End of Fixed Time - Auto-Skip Empty Days. Somehow with a higher time-frame chart this option is causing a day to skip and therefore goes further back than it should.

You really need to use the option of One Period at End of Fixed Time until we can get the other option looked into further.
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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