Support Board
Date/Time: Wed, 12 Aug 2026 10:05:24 +0000
VWAP - sessions
View Count: 2490
| [2020-04-20 14:36:41] |
| SpikeToshiro - Posts: 2 |
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Hello, Is it possible to have 2 VWAP indicators on one chart that start at a different session times? Like one set at 9:00, and second at 14:00? Thanks |
| [2020-04-20 15:12:37] |
| User272030 - Posts: 9 |
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I accomplish something similar by having one VWAP on a different chart and then using Study Price/Overlay to put that VWAP on another chart of interest. For example... I have one chart session time as day only and get a dayVWAP off that chart and then use the above to put that on to a different chart with both day/eve session times to have a full session VWAP and a day session VWAP on the same chart
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| [2020-04-20 21:50:54] |
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Yes . This is explained here: Study/Price Overlay Study Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-07-20 16:11:13] |
| How.tf - Posts: 9 |
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I have done the following steps in order to bring RTH VWAP onto my main chart by: (1) Creating a separate intraday Chart (#5), showing only RTH, adding VWAP study - Base On Underlying Data = Yes - On a side note, my Global Settings > Data/Trade Service Settings > Intraday Stroage Time Unit = 1 Tick (2) Adding the Study/Price Overlay study on my main Chart (#1), to reference Chart#5's VWAP study. However, when I switch the timeframe on my underlying chart (#5) between 1min, 5min, 15min, 30min - the resulting VWAP line on the linked chart (#1) keeps changing. What am I missing? Could the fact that I'm on Sierra's free trial account affect my data used to calculate VWAP? |
| [2026-07-20 22:42:17] |
| Sierra_Chart Engineering - Posts: 24510 |
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Give us some time to check on this.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-07-29 14:40:47] |
| Sierra_Chart Engineering - Posts: 24510 |
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Do you notice any changes of VWAP on the source chart #5: However, when I switch the timeframe on my underlying chart (#5) between 1min, 5min, 15min, 30min - the resulting VWAP line on the linked chart (#1) keeps changing.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-07-29 15:10:18] |
| How.tf - Posts: 9 |
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No, on the source chart the VWAP remains the same regardless of the candle timeframe I choose. On the main chart (full session one, where the VWAP is overlayed) - the live RTH-VWAP (ie as of the current bar) is not affected by the change in timeframe of the source chart #5. It is the only the historical charting of that VWAP line that changes - see screenshots attached as i change from 60min - to 30min - to 15min - and then 5min on the source chart. I have left my mouse cursor at a fixed spot on the main 5min chart for reference - - As a control base - this mouse cursor is left at the charted VWAP (small blue dot) as at Wed 07-29 04:30, when the base chart #5 is [60min] - VWAP shown is 7452.25 (Image_60MinBase) - As I switch the base chart #5 to [30min], you can see that the new VWAP (small blue dot) calculated as at Wed 07-29 04:30 has moved lower (Image_30minBase) - This continues as I switch to [15min] and [5min] on the base chart #5 (Image_5minBase). The VWAP as at Wed 07-29 04:30 gets progressively lower as I change my Source Chart #5's timeframe lower from 60min -> 5min. Date Time Of Last Edit: 2026-07-29 15:10:52
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 Image_60MinBase.JPG / V - Attached On 2026-07-29 15:08:50 UTC - Size: 209.17 KB - 19 views Image_30MinBase.JPG / V - Attached On 2026-07-29 15:08:56 UTC - Size: 203.73 KB - 31 views Image_5MinBase.JPG / V - Attached On 2026-07-29 15:09:08 UTC - Size: 198.79 KB - 22 views |
| [2026-07-29 15:17:45] |
| How.tf - Posts: 9 |
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I have attached additional images, zoomed in on the point, as at Wed 07-29 04:30, to make it clearer - When Base Chart #5 is on [60min] - VWAP at Wed 07-29 04:30 = 7452.50 (Image_60MinBase_ZoomedIn) - When Base Chart #5 is on [5min] - VWAP at Wed 07-29 04:30 is 6 ticks lower (Image_5MinBase_ZoomedIn), with VWAP = 7451.00 (shown with cursor placed there in (Image_5MinBase_ZoomedIn_ShowingNewVWAP). |
| Image_60MinBase_ZoomedIn.JPG / V - Attached On 2026-07-29 15:17:33 UTC - Size: 227.88 KB - 39 views Image_5MinBase_ZoomedIn.JPG / V - Attached On 2026-07-29 15:17:36 UTC - Size: 222.37 KB - 34 views Image_5MinBase_ZoomedIn_ShowingNewVWAP.JPG / V - Attached On 2026-07-29 15:17:40 UTC - Size: 228.99 KB - 35 views |
| [2026-07-29 16:13:52] |
| John - SC Support - Posts: 47509 |
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We are not understanding these images as we do not see the line you are trying to reference. For instance, in the image named "Image_60MinBase_ZoomedIn.JPG" you state that the VWAP is showing a value of 7452.50 at 07/29 04:30. But there is no actual line showing at that level in the image. What you have to keep in mind is that if you are using the "Last" (the default) for the Input Data, then when different Bar Periods you will have different VWAP values at a specific bar time. You would need to compare the bars that ended at the same time to see that the data is lining up. The most current bar will always match, as this has the same ending time in both situations. For instance, with a 5 minute and 10 minute bar period. If you look at the 09:30 bar the VWAP values will be different between the two bar periods. What you would need to look at is the bar that has a Start Time of 09:25 in the 5 minute chart and the bar with a Start Time of 09:20 in the 10 minute chart. These both have an ending time of 09:29:59 and therefore have the same VWAP value at that time. Therefore, when you overlay different Bar Periods to another chart, you are going to see differences in the VWAP values, as the Start Time of the bars is used to map between the charts. 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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