Support Board
Date/Time: Fri, 01 Nov 2024 00:09:04 +0000
Post From: VWAP Rolling not updating correctly (vers 1556)
| [2017-05-22 18:17:08] |
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We want to make a clarification. This is not necessarily wrong: However, it is not showing the shift in prices from trading day to trading day as explained here: With Days - Trading Days every time a new day begins, you can and most likely will notice an obvious shift in the VWAP value because the furthest day back in time that was previously being used in the VWAP calculation is no longer included. It is not a bar to bar rollover, but a day to day rollover. If you want a bar to bar rollover, then set this Input to Days - 24 Hour Period instead.
It is not because you have limited the calculation to 7 days which effectively is causing the VWAP calculation to be a developing calculation. 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 Date Time Of Last Edit: 2017-05-22 18:18:44
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