Support Board
Date/Time: Fri, 04 Jul 2025 12:49:41 +0000
Post From: VWAP with current bar, use for moving average calculation
| [2020-12-15 19:34:28] |
| John - SC Support - Posts: 40745 |
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First, it is possible to calculate the VWAP for each bar, as long as you have Time-based chart (1 minute, 5 minutes, etc.). This will not work with non-time-based charts (such as range, renko, etc.). Just use the VWAP study and set the duration and length to match that of the chart. You will probably also want to set the Input for Use Underlying Data to Yes in order to get a weighted average of each tick within the bar instead of just the Close of the bar. Refer to the information here: Volume Weighted Average Price (VWAP) with Standard Deviation Lines We do not understand what you are asking about in terms of using this as a weighted average. You can always apply a weighted average to the VWAP, if that is what you want. Refer to the information here for a Simple Moving Average: Moving Average - Simple For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |