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Date/Time: Sat, 27 Apr 2024 10:17:55 +0000



Post From: Problems with rolling VWAP standard deviations.

[2018-01-09 12:52:38]
Sierra Chart Engineering - Posts: 104368
We are quite confident the calculations are correct if you go through the formulas documented here and manually verify this by doing the calculations manually in relation to the data:
Volume Weighted Average Price (VWAP) - Rolling with Standard Deviation Lines

We are running a test though to verify that. Allow about a week or two.
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: 2018-01-09 12:53:00