Support Board
Date/Time: Tue, 31 Mar 2026 07:05:42 +0000
VWAP Standard Deviation Band Calculation
View Count: 38
| [2026-03-30 17:33:25] |
| faidzal1982 - Posts: 6 |
|
Hi. I was reading the section on "Standard Deviation Band Calculation" in the below link. Volume Weighted Average Price (VWAP) with Standard Deviation Lines: Standard Deviation Band Calculation In the documentation, it mentioned "The following explanation of the standard deviation band calculation is when the Standard Deviation Band Calculation Method is set to VWAP Variance.". Does this refer to all the formula in section "Standard Deviation Band Calculation"? What is the formula or explanation if I set my 'VWAP Std. Deviation Band Calculation Method (In:2)' to 'Standard Deviation'? |
| [2026-03-30 21:57:12] |
| John - SC Support - Posts: 45373 |
|
That information applies if the "Standard Deviation Band Calculation" is set to either "Variance" or "Standard Deviation". We have updated the documentation for this. But we see some items that are also not fully correct in the section on the calculations. We will have to look at this in a few days. 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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