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Moving Averages not matching up

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[2025-09-08 22:38:53] #1 [Go To First Post]
neevaksama - Posts: 66
Hello SC Team, I have 2 market statistics I'm monitoring in the sample chart: 1. Cumulative TICK (Cumulative Sum of Study on TICK) 2. ADD For each of them, I have a EMA. I wanted to check if the EMA reset at the start of the day. - Hence, I used https://www.sawtoothtrade.com/free-stuff-18.html (Thank you SawTooth!) which have SMAs/EMAs that reset. - I used that and applied on my Cumulative TICK and ADD - Result: Matches EMA on ADD so I know that the existing EMA I originally reset. Did not match EMA on Cumulative Tick. Qn: - Why did it match EMA on ADD (I assumed the original EMA does not reset)? - Why did it not match EMA on Cumulative Tick (I assumed the orignal EMA will match since it's based of Cumulative Sum of Study where I enabled Reset at Start of Trading Day)? - Which EMA should I use to have one that resets every session? I have attached both an image: https://www.sierrachart.com/image.php?Image=175737118115.png and the chart file Edit 2: Not really related to the title but I'll hijack it for convenience (if that's ok) - Is NISS cumulative (cumulative in the same sense we use to distinguish Cumulative Delta Volume and Delta Volume)? - Is NVOL cumulative (cumulative in the same sense we use to distinguish Cumulative Delta Volume and Delta Volume)? Date Time Of Last Edit: 2025-09-09 00:13:56


Private File

[2025-09-09 14:19:29] #2 [Go To First Post]
John - SC Support - Posts: 41827
The Moving Averages are what they state they are - Moving. Therefore they do not reset at the beginning of a trading day. They have a "length" associated with them which is the number of bars over which the average is calculated. For what you are asking for, you would need the following study: Average - Continuous Is NISS cumulative (cumulative in the same sense we use to distinguish Cumulative Delta Volume and Delta Volume)? No Is NVOL cumulative (cumulative in the same sense we use to distinguish Cumulative Delta Volume and Delta Volume)? No Refer to the definitions for the Market Statistics calculations at the following link: Sierra Chart Market Statistics: Symbols For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2025-09-09 14:32:56] #3 [Go To First Post]
neevaksama - Posts: 66
I took a look at Average - Continuous beforehand, unfortunately it seems like it is only meant for Simple Moving Averages (SMAs), not Exponential Moving Averages (EMAs) -> Any alternatives for EMA though I think what SawTooth(https://www.sawtoothtrade.com/free-stuff-18.html) should do the same. --- If they do not reset, why did the following happen for ADD (it also happened for NISS but I did not attached that in the chartbook nor image)? Result: Matches EMA on ADD so I know that the existing EMA I originally reset. Did not match EMA on Cumulative Tick. --- Yup, I did take a look at the definitions in Sierra Chart Market Statistics: Symbols prior but was unable to clarify based on the wordings alone. But, I came to the conclusion that they were cumulative because the open of the subsequent candle was the the close of prior candle (which I thought has to be a pre-requisite for cumulative-ness but I just thought of cases where that is clearly not true) so I now know they are definitely not cumulative.

[2025-09-09 14:53:07] #4 [Go To First Post]
John - SC Support - Posts: 41827
We do not know why they matched at that time. Most likely you just happened to have the correct Length setting at that time. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2025-09-09 15:01:48] #5 [Go To First Post]
neevaksama - Posts: 66
Sorry, I'm not sure what you mean. I did use 8EMA in both studies but isn't that the point - to make all things constant except the indicator themselves to check if the orignal EMA was resetting? Also, just to double check again, there isn't an EMA version of Average - Continuous right?

[2025-09-09 17:26:00] #6 [Go To First Post]
John - SC Support - Posts: 41827
We do not know anything about the other indicator you are using. We can only point you to the information on how our calculations work. In this case, refer to the following: Moving Average - Exponential The "Average - Continuous" is only a Simple Average calculation. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2025-09-09 23:46:51] #7 [Go To First Post]
Sawtooth - Posts: 4263
- Why did it match EMA on ADD (I assumed the original EMA does not reset)? - Why did it not match EMA on Cumulative Tick (I assumed the orignal EMA will match since it's based of Cumulative Sum of Study where I enabled Reset at Start of Trading Day)? - Which EMA should I use to have one that resets every session? The 'SMAs EMAs at new day' study counts bars since the first one after midnight. Note the formula in Q3. The MAs use the bar count as the their length until they are >= their K1 setting. Note the formulas in R3-W3. As such, it's generic and not tied to specific sessions, although it could be modified to do so. Also, if you apply this study to a chart other than Chart 1, follow these instructions: "This study was created on Chart 1. If you add this study to a chart other than Chart 1, you must copy/paste cells J1:P1 from Sheet1 to the Sheet# that corresponds to the Chart# where this study is added. You then must use these cells to set the MA lengths on that new Sheet#." Date Time Of Last Edit: 2025-09-10 00:05:16

[2025-09-10 06:45:33] #8 [Go To First Post]
neevaksama - Posts: 66
Thank you John and SawTooth. Here are my follow ups: @John - what I meant was if there an EMA alternative to Average - Continuous since the latter is SMA that resets. I.E do we have a study with EMAs that reset @Sawtooth - I have a better understanding of how the sheet works, thank you (using it on a different Chart was kinda difficult till you told me how to do it). - The funny thing why the SawTooth EMA matches the regular EMA on 1 study (ADD and actually NISS as well but I did not state that) but not on the other (Cumulative Tick, infact the EMA is very off from Cumulative Tick, when Cumulative Tick is sloping up. The original EMA is rising but SawTooth EMA is flat) - In fact, it looks like SawTooth EMA is based on the original NYSE TICK and not the Cumulative version (hence why it is flat) - Do you know any particular reason as to why this might be the case or is it just a lack of my Spreadsheet Study know-how?

[2025-09-10 13:01:54] #9 [Go To First Post]
Sawtooth - Posts: 4263
Do you know any particular reason as to why this might be the case The 'SMAs EMAs at new day' study references the Last price of the price bar, not another study's subgraph. Try this: In cell X3, enter the ID#.SG#@3 of the Cumulative Sum of Study, then edit the formula in M3, replacing E3 with X3. If you need more help with this, you may DM me. Date Time Of Last Edit: 2025-09-10 15:17:37

[2025-09-10 14:47:07] #10 [Go To First Post]
John - SC Support - Posts: 41827
what I meant was if there an EMA alternative to Average - Continuous since the latter is SMA that resets. I.E do we have a study with EMAs that reset There is not. We have set this as a Feature Request to add other Moving Average options to that study. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2025-09-10 22:18:45] #11 [Go To First Post]
neevaksama - Posts: 66
Thank you John and Sawtooth.

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