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Direct MessagesDate/Time: Sun, 05 May 2024 10:49:38 +0000
Post From: VWAP Difference
| [2014-07-25 17:45:18] |
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We will look into this. We realize that when using the option to base the Volume Weighted Average Price on the underlying volume at price data, there could be a problem in the way that the calculations are done when the chart is updating in real-time. Do the differences go away between charts when you select Chart >> Recalculate? So if I compare a 5-min and 4-min chart, the VWAP and the upper and lower 1st Standard deviation is different on both charts by up to 1-6 ticks. The value for "Based on Underlying Data" is set to "No", which is the default, In this particular case, there will be differences and that can be expected.
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: 2014-07-25 17:46:07
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