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Date/Time: Sun, 05 May 2024 20:12:54 +0000

Post From: VWAP Difference

[2014-07-28 13:59:17] Link To Thread - Link To Post [Go To First Post]
User30668 - Posts: 108
Sierra Chart Engineering Do the differences go away between charts when you select Chart >> Recalculate? No, the differences remain the same after recalculation. SC Engineering, I have been running some tests in order to get together some more information that I hope might help to fix this issue. Regarding the time based charts, the divergences seem to be more evident just on the Deviation Bands. The Vwap value itself usually shows the same value or minimum differences. I was able to reproduce the issue with SC Replay and made a 2 minutes video showing the divergence problem. The video is showing the following: - On the left side of the screen there is a 5min chart with a Vwap study; - On the rest of the screen there is a 1 min chart also with a Vwap study and a Study/Price overlay based on the Vwap study that is running on the 5min chart (just to make it easier to compare); - Both Vwap studies are set to "Base On Underlying Data" and to show the Vwap value and Deviation Bands 4. The replay is from July 7th, from 9:07 am US EST (in case you want to replay it your self). I apologize if the file is a bit too big. I hope this information helps you to better understand this Vwap "issue". I trust you will find the best solution for it. Thank you.


Vwap Deviation Band 4 divergence.avi - Attached On 2014-07-28 13:24:40 UTC - Size: 13.72 MB - 437 views