Support Board
Date/Time: Fri, 04 Jul 2025 22:20:32 +0000
Post From: VWAP Rolling not updating correctly (vers 1556)
[2017-05-22 16:36:41] |
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We have determined that there is no problem and that you have a misunderstanding and you are creating your own issues because you are not setting the Number of Days to Calculate high enough. You need to take the time to read through the Input descriptions for this study here: http://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=352#Volume_Weighted_Average_Price_-_VWAP_-_Rolling_with_Standard_Deviation_Lines The documentation specifically states, when using Time period type: Days - Trading days you will notice an obvious shift in values at the start of a new trading day. Furthermore, that should be obvious to you. If it is not obvious to you, then you do not even understand how a volume weighted average price is calculated to begin with. We will not spend any further time on this. Any further time on this is going to be billable at 75 USD per hour and we will require a payment for that. 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 |