Login Page - Create Account

Support Board


Date/Time: Sat, 13 Sep 2025 09:46:15 +0000



Post From: SELL / BUY ANCHORED VWAP

[2024-06-20 14:59:34]
John - SC Support - Posts: 41793
The Volume by Price study does not do this - the VWAP is always calculated with the Total Volume.

The "Volume Weighted Average Price" study does have the option to be based on Total Volume, Bid Volume, or Ask Volume. Refer to the following:
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