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I'm working on a perform with arpeggios taken from a midifile. When I go to change the mix of the volumes of the individual parts (via scenes) as soon as ARP ON starts, the volumes return exactly as they were in the starting midi files. What can I do?

The volume as set by a Scene can be overridden by Volumeevents in the Arpeggio data.

Events in the MIDI data can change what is recalled by the Scene. Data in the track will be read and followed as soon as it is recognized. If you made these arpeggios from MIDI file’s review the data, looking for CC7 messages that might be causing the phrase to adjust its output level.

When using Scene Memory to memorize Mixing Volume, remember to include a Volume setting for each Scene you are going to use. If you only put it in one Scene, it will remain at the most recent snapshot (Volume setting).

“Velocity” can also effect how loud something sounds… An Arpeggio Phrase can be set to follow the Velocity as originally recorded in the MIDI file or it can be set to follow the velocity of how hard you strike the keys.
From the HOME screen:
Select the Part with the Arp Phrase assigned
Press [EDIT]
Touch “Arpeggio” > “Advanced”
Here you will find the “Velocity Mode”
Original: The Arpeggio plays back at the Velocity set for the Arpeggio Type.
Thru: The Arpeggio plays back according to the Velocity of your playing.

Grazie molte! Adesso devo studiare bene!