Support Board

Date/Time: Fri, 19 Apr 2024 05:35:20 +0000

Post From: RTH VWAP

[2022-04-28 17:26:49] Link To Thread - Link To Post [Go To First Post]
John - SC Support - Posts: 30953
For what you want to do, you need to use the Volume Weighted Average Price study, not the rolling one. Since you are wanting the VWAP for just the Regular Trading Hours, you would need to have a chart of just the RTH and apply the VWAP study to that chart. Then when you set the period to 1 Day, you will get the VWAP resetting at the start of each RTH trading day. Refer to the information here regarding this study: Volume Weighted Average Price (VWAP) with Standard Deviation Lines For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing