Resolving VPOC, POC and VWAP Discrepancies

Resolving VPOC, POC and VWAP Discrepancies

If you find that Volume Profiles created using the Volume Imprint Study, Volume Profile Study or TPO study show different VPOCs the difference may be due to the Historical Minute Bars setting in the studies. 

To resolve the issue uncheck 'Use Historical Minute Bars' in each study. 



Historical minute bars calculate the volume and time (TPO) using the minute bars. Whereas when unchecked, the study will calculate the volume and time (TPO) using tick data. This is the more accurate method of calculating VPOCs, POCs for TPOs, VWAPs and other volume studies. 

Furthermore, in order to get the precise VPOC, POC for TPO; keep the tick interval set to 1. Changing the tick interval to higher setting will also change the VPOC and POC for TPO. This is because the tick data is the aggregated for the interval it is set to in order to calculate the study values. 

While it is recommended that 'Use Historical Minute Bar' is unchecked, processing tick data also increases the CPU and RAM usage.    

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