Support Board
Date/Time: Sun, 06 Jul 2025 09:12:53 +0000
vwap study question
View Count: 87
| [2025-06-27 16:21:52] |
| coachted - Posts: 421 |
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is the vwap output calcualtion effected by the time frame chart in which the study is placed
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| [2025-06-27 16:26:11] |
| John - SC Support - Posts: 40745 |
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Refer to the information here: Volume Weighted Average Price (VWAP) with Standard Deviation Lines: Differences Between VWAP and Standard Deviation Lines On Different Timeframe Bars For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-06-27 18:16:07] |
| coachted - Posts: 421 |
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is there documentation on how the vwap calcualted on bid volume is constructed....as of rt now i am trying to use it and it is resulting in the same value as total volume...
Date Time Of Last Edit: 2025-06-27 18:16:24
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| [2025-06-27 20:13:37] |
| coachted - Posts: 421 |
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in addition i just created my own anchored vwap and have it one of my machines how do i get it to my other machime
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| [2025-06-27 20:51:56] |
| John - SC Support - Posts: 40745 |
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is there documentation on how the vwap calcualted on bid volume is constructed....as of rt now i am trying to use it and it is resulting in the same value as total volume...
There is no special documentation for this. Just what is already documented here: Volume Weighted Average Price (VWAP) with Standard Deviation Lines Note the documentation on that page for the "Volume Type to Use" that states the following: "When using either Bid Volume or Ask Volume the option for Base on Underlying Data must be set to Yes or the calculation will be based on the Total Volume." Even then, when using the Bid or Ask volumes, they will be very similar to the Total Volume. This is just due to the fact that the relative values among these three items is not that different for each period. in addition i just created my own anchored vwap and have it one of my machines how do i get it to my other machime
If this is a custom study, then you need to put the .dll file in the 'Data' folder on the other system. Refer to the following: How to Use an Advanced Custom Study or a Study Collection: Manually Installing Advanced Custom Study Related Files 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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